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Queen’s Management School Research Paper Series

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Viewing: 1 - 16 of 16 papers

1.

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 19
2.

Reviewing the Oil Price - GDP Growth Relationship: A Replication Study

QMS Research Paper 2019/09
Number of pages: 24 Posted: 11 Aug 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 10
3.

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: 12 Aug 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 12
4.

Who Consumes the Credit Union Tax Subsidy?

QMS Research Paper 2019/08
Number of pages: 54 Posted: 02 Aug 2019 Last Revised: 09 Aug 2019
Working Paper Series
University of Kansas School of Business, Bangor Business School, Queen's University Management School and University of St. Andrews
Downloads 28
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 23
6.

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 79
7.

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

Multiple version iconThere are 2 versions of this paper

Downloads 22
8.

Cheats or Victims: Work Disability and the Northern Irish Troubles

QMS Research Paper 2019/01
Number of pages: 32 Posted: 31 Jan 2019
Working Paper Series
Queen's University Management School
Downloads 11
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 24
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 44
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 41
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 70
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 174
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 593
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 186
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 972