Viewing: 1 - 16 of 16 papers
1.
Independent Women: Investing in British Railways, 1870-1922
QMS Research Paper 2020/02
Number of pages: 45
Posted: 06 May 2020
Working Paper Series
University of Stirling, Queen's University Belfast - Queen's Management School, Queen's University Belfast - Queen's Management School and Queen's University Belfast
Downloads
29
2.
Momentum and the Cross-Section of Stock Volatility
QMS Research Paper 2020/01
Number of pages: 47
Posted: 21 Feb 2020
Working Paper Series
Queen's University Belfast, Queen's Management School, Queen's Management School, Hull University Business School and Queen's University Belfast - Queen's Management School
Downloads
95
3.
Intraday Time-series Momentum: Evidence from China
Journal of Futures Markets, Forthcoming, QMS Research Paper 2019/12
Number of pages: 38
Posted: 13 Dec 2019
Last Revised: 20 Feb 2020
Working Paper Series
Queen's University Management School, Queen's Management School, Hull University Business School and University College Dublin (UCD) College of Business
Downloads
70
4.
Law and Finance in Britain c.1900
QMS Research Paper 2019/11
Number of pages: 37
Posted: 17 Sep 2019
Working Paper Series
Queen's University Belfast - Queen's Management School, Brandeis University- International Business School and Queen's University Belfast
Downloads
48
5.
Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models
International Journal of Forecasting, Forthcoming, QMS Research Paper 2019/10
Number of pages: 42
Posted: 10 Aug 2019
Last Revised: 27 Oct 2019
Working Paper Series
South China University of Technology, Queen's University Belfast - Queen's Management School, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Hunan University - Center for Economics, Finance and Management Studies
Downloads
44
6.
Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929
QMS Research Paper 2019/07
Number of pages: 87
Posted: 14 Jun 2019
Working Paper Series
Queen's University Belfast - Queen's Management School, Wesleyan University - Economics Department and Queen's University Belfast
There are 2 versions of this paper
Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929
QMS Research Paper 2019/07
Number of pages: 87
Posted: 14 Jun 2019
Downloads
25
Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929
CEPR Discussion Paper No. DP13717
Number of pages: 88
Posted: 07 May 2019
Downloads
25
7.
Private Contracting, Law and Finance
Review of Financial Studies, Forthcoming, QMS Research Paper 2019/05
Number of pages: 60
Posted: 18 Mar 2019
Working Paper Series
University of Stirling, Queen's University Belfast - Queen's Management School and Queen's University Belfast
Downloads
107
8.
Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes
University of Hong Kong Faculty of Law Research Paper No. 2019/024, QMS Research Paper 2019/03
Number of pages: 27
Posted: 16 Feb 2019
Last Revised: 25 Sep 2019
Accepted Paper Series
Technische Universität Dresden Faculty of Business and Economics, The University of Hong Kong, Faculty of Law, Students and Queen's University Belfast - Queen's Management School
There are 2 versions of this paper
Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes
University of Hong Kong Faculty of Law Research Paper No. 2019/024, QMS Research Paper 2019/03
Number of pages: 27
Posted: 16 Feb 2019
Last Revised: 25 Sep 2019
Downloads
41
Shaking the Capital Markets Tree: Euro Area Capital Market Sensitivity to Stakeholder Activities During the Negative Interest Rate Regime
European Banking Institute Working Paper Series 2019 – no. 39,
Number of pages: 42
Posted: 01 Apr 2019
Downloads
32
Downloads
41
9.
Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last Decade
Energy Economics, 75 (2018), pp. 636–646, QMS Research Paper 2018/05,
Number of pages: 29
Posted: 13 Oct 2018
Last Revised: 12 Aug 2019
Accepted Paper Series
Queen's University Belfast - Queen's Management School
Downloads
29
10.
Night Trading with Futures in China: The Case of Aluminum and Copper
QMS Research Paper 2019/06
Number of pages: 30
Posted: 07 Oct 2018
Last Revised: 14 Jun 2019
Working Paper Series
Queen's University Belfast - Queen's Management School and Griffith University
Downloads
54
11.
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis
Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29
Posted: 21 Sep 2018
Working Paper Series
University of Leeds - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads
49
12.
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
University of St.Gallen, School of Finance Research Paper No. 2018/18, QMS Research Paper 2018/03
Number of pages: 53
Posted: 06 Aug 2018
Last Revised: 13 Jun 2019
Working Paper Series
Qatar University - College of Business and Economics, Queen's University Belfast - Queen's Management School and Utrecht University - School of Economics
Downloads
106
13.
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting
University of St.Gallen, School of Finance Research Paper No. 2018/19, QMS Research Paper 2018/02, Journal of International Financial Markets, Institutions and Money, 2019
Number of pages: 26
Posted: 27 Jun 2018
Last Revised: 19 Sep 2019
Accepted Paper Series
Utrecht University - School of Economics, Queen's University Belfast - Queen's Management School and Université Saint Esprit de Kaslik (USEK)
Downloads
208
14.
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
International Review of Financial Analysis, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2018/14, QMS Research Paper 2018/01
Number of pages: 29
Posted: 22 Mar 2018
Last Revised: 13 Jun 2019
Accepted Paper Series
Queen's University Belfast - Queen's Management School, Humboldt University of Berlin and Utrecht University - School of Economics
Downloads
767
15.
Regulatory Own Goals: The Unintended Consequences of Economic Regulation in Professional Football
QMS Research Paper 2019/02
Number of pages: 39
Posted: 09 Jun 2017
Last Revised: 13 Jun 2019
Working Paper Series
University of Edinburgh - Edinburgh Business School and Queen's University Management School
Downloads
225
16.
Return Signal Momentum
QMS Research Paper 2019/04
Number of pages: 62
Posted: 22 May 2017
Last Revised: 13 Jun 2019
Working Paper Series
Quantf Research, Queen's University Belfast - Queen's Management School and University of Peloponnese - School of Management, Economics and Informatics
Downloads
1,047
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