Finance Journal Publications 2017

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AuthorsTitleJournalVolumePublication Date
Yang, S.Y., Mo, S.Y.K., Liu, A., Kirilenko, A.A.Genetic programming optimization for a sentiment feedback strength based trading strategyNeurocomputingVolume 264, pp.29-41November 2017
Ibragimov, M., Ibragimov, R.Unemployment and output dynamics in CIS countries: Okun's law revisitedApplied EconomicsVolume 49, pp.3453-3479July 2017
Biffis, E., Chavez, E.Satellite Data and Machine Learning for Weather Risk Management and Food Security.Risk Analysis : An Official Publication Of The Society For Risk Analysis June 2017
Michaelides, A., Zhang, Y.Stock Market Mean Reversion and Portfolio Choice over the Life CycleJournal Of Financial And Quantitative AnalysisVolume 52, pp.1183-1209June 2017
KIRILENKO, A.N.D.R.E.I., KYLE, A.L.B.E.R.T.S., SAMADI, M.E.H.R.D.A.D., TUZUN, T.U.G.K.A.N.The Flash Crash: High-Frequency Trading in an Electronic MarketThe Journal Of FinanceVolume 72, pp.967-998June 2017
Adcock, C.J., Meade, N.Using parametric classification trees for model selection with applications to financial risk managementEuropean Journal Of Operational ResearchVolume 259, pp.746-765June 2017
Jylha, P., Suominen, M., Tomunen, T.Beta BubblesThe Review Of Asset Pricing Studies April 2017
Ankudinov, A., Ibragimov, R., Lebedev, O.Sanctions and the Russian stock marketResearch In International Business And FinanceVolume 40, pp.150-162April 2017
Biffis, E., Lin, Y., Milidonis, A.The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk SharingJournal Of Risk And InsuranceVolume 84, pp.515-532April 2017
Adamic, L., Brunetti, C., Harris, J.H., Kirilenko, A.Trading networksThe Econometrics Journal April 2017
Allen, F., Edmans, A.EditorialReview Of FinanceVolume 21, pp.1-6March 2017
Bhamra, H.S., Shim, K.H.Stochastic idiosyncratic cash flow risk and real options: Implications for stock returnsJournal Of Economic TheoryVolume 168, pp.400-431March 2017
Badarinza, C., Campbell, J.Y., Ramadorai, T.What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate MortgagesManagement Science February 2017
Allen, F., Jackowicz, K., Kowalewski, O., Kozlowski, L.Bank lending, crises, and changing ownership structure in Central and Eastern European countriesJournal Of Corporate FinanceVolume 42, pp.494-515February 2017
Eastwood, J.P., Biffis, E., Hapgood, M.A., Green, L., Bisi, M.M., Bentley, R.D., Wicks, R., McKinnell, L-A., Gibbs, M., Burnett, C.The Economic Impact of Space Weather: Where Do We Stand?Risk AnalysisVolume 37, pp.206-218February 2017
Di Maggio, M., Kacperczyk, M.The unintended consequences of the zero lower bound policyJournal Of Financial EconomicsVolume 123, pp.59-80January 2017