Selected publications
Recent publications of the Department of Finance and Economics, subject Finance
Publications for Finance
2020, 'Credit ratings and firm life-cycle', Economics letters, no. 5, https://doi.org/10.1016/j.frl.2020.101598
2020, 'Higher Co-Moment CAPM and Hedge Fund Returns', Atlantic Economic Journal, vol. 48, pp. 99-113. https://doi.org/10.1007/s11293-020-09659-1
2020, 'Investor relations and IPO performance', Review of Accounting Studies, vol. 25, no. 2, pp. 474-512. https://doi.org/10.1007/s11142-019-09526-8
2020, 'Monetary policy and corporate bond returns', Review of Asset Pricing Studies, vol. 10, no. 3, pp. 441.
2020, 'Why are some Chinese firms failing in the US capital markets? A machine learning approach', Pacific-Basin Finance Journal, vol. 61, https://doi.org/10.1016/j.pacfin.2020.101331
2019, 'A machine-learning-enhanced hierarchical multiscale method for bridging from molecular dynamics to continua', Neural Computing and Applications, pp. 1-15. https://doi.org/10.1007/s00521-019-04480-7
2019, 'Complex state ownership, competition, and firm performance – Russian evidence', International Journal of Emerging Markets, https://doi.org/10.1108/IJOEM-08-2017-0287
2019, 'Cost behavior around corporate tax rate cuts', Journal of International Accounting, Auditing and Taxation, vol. 34, no. March, pp. 1-11. https://doi.org/10.1016/j.intaccaudtax.2019.01.001
2019, 'Dispersion in Options Investors' Versus Analysts' Expectations: Predictive Inference for Stock Returns', Critical Finance Review,
2019, 'Does CEO compensation reflect managerial ability or managerial power? Evidence from the compensation of powerful CEOs', Journal of corporate finance, vol. 56, pp. 1-14. https://doi.org/10.1016/j.jcorpfin.2018.11.009
2019, 'ELM-SOM+', Neurocomputing, vol. 365, pp. 147-156. https://doi.org/10.1016/j.neucom.2019.06.093
2019, 'Exit as governance: do blockholders affect corporate innovation in large US firms?', Accounting & Finance, https://doi.org/10.1111/acfi.12509
2019, 'Expected and realized returns in conditional asset pricing models: A new testing approach', Journal of Empirical Finance, vol. 52, no. June, pp. 220-236. https://doi.org/10.1016/j.jempfin.2019.04.001
2019, 'Financial crises and the asymmetric relation between returns on banks, risk factors and other industry returns', The Financial Review, https://doi.org/10.1111/fire.12214
2019, 'Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market', International Review of Financial Analysis, vol. 64, no. July, pp. 190-203. https://doi.org/10.1016/j.irfa.2019.05.011
2019, 'Long-Term Orientation and Earnings Management Strategies', Journal of International Accounting Research, vol. 18, no. 3, pp. 97-119. https://doi.org/10.2308/jiar-52501
2019, 'M&As in Africa – effects of law and governance', International Journal of Emerging Markets, vol. 14, no. 5, pp. 873-898. https://doi.org/10.1108/IJOEM-05-2018-0223
2019, 'Measuring the relative return contribution of risk factors', Journal of Asset Management, vol. 20, pp. 263-272. https://doi.org/10.1057/s41260-019-00121-9
2019, 'Short-, Long- and Cross-Term Comovement of OMXH25 Stocks', Nordic Journal of Business, vol. 68, no. 3, pp. 23-39. ,
2019, 'State pricing, effectively complete markets, and corporate finance', Journal of corporate finance, vol. 60, https://doi.org/10.1016/j.jcorpfin.2019.101542