Research Output

2020

Predicting Takeover Targets: Long-run Evidence from the Netherlands

de Jong, A. & Fliers, P. T., 28 Apr 2020, In : De Economist.

Research output: Contribution to journalArticle

Uncovering Predictability in the Evolution of the WTI Oil Futures Curve

Kearney, F. & Shang, H. L., Jan 2020, In : European Financial Management. 26, 1, p. 238-257 20 p.

Research output: Contribution to journalArticle

2019

Catering and dividend policy: evidence from the Netherlands over the twentieth century

de Jong, A., Fliers, P. T. & van Beusichem, H. C., 01 Dec 2019, In : Financial History Review. 26, 3, p. 321-358

Research output: Contribution to journalArticle

Open Access
File
58 Downloads (Pure)

Early HIV treatment and labour outcomes: A case study of mining workers in South Africa

French, D., Barnighausen, T. & Brink, J., 01 Feb 2019, In : Health Economics. 28, 2, p. 204-218 15 p.

Research output: Contribution to journalArticle

Open Access
File
79 Downloads (Pure)

Exceptional big linkers: Dutch evidence from the 20th century

de Jong, A., Fliers, P. T. & Westerhuis, G., 25 Oct 2019, In : Business History.

Research output: Contribution to journalArticle

Open Access
File
50 Downloads (Pure)

Implied volatility surface predictability: The case of commodity markets

Kearney, F., Shang, H. L. & Sheenan, L., 01 Nov 2019, In : Journal of Banking & Finance.

Research output: Contribution to journalArticle

Intraday Time-series Momentum: Evidence from China

Jin, M., Kearney, F., Li, Y. & Yang, Y. C., 05 Dec 2019, In : Journal of Futures Markets.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Law and Finance in Britain c.1900

Coyle, C., Musacchio, A. & Turner, J., 22 Oct 2019, In : Financial History Review. 27 p.

Research output: Contribution to journalArticle

Open Access
File
31 Downloads (Pure)

Private Contracting, Law and Finance

Acheson, G. G., Campbell, G. & Turner, J. D., 14 Feb 2019, In : Review of Financial Studies. 40 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
1 Citation (Scopus)
2 Citations (Scopus)

Wildcat Bankers or Political Failure? The Irish Financial Pantomime, 1797-1826

Kenny, S. & Turner, J., 08 Dec 2019, In : European Review of Economic History.

Research output: Contribution to journalArticle

Open Access
File
21 Downloads (Pure)
2018

Asset Allocation with Time Series Momentum and Reversal

He, X-Z., Li, K. & Li, Y., 01 Jun 2018, In : Journal of Economic Dynamics and Control. 91, p. 441-457 17 p.

Research output: Contribution to journalArticle

Open Access
File
5 Citations (Scopus)
29 Downloads (Pure)

A top-down approach to identifying bull and bear market states

Hanna, A., Jan 2018, In : International Review of Financial Analysis. 55, p. 93-110 8 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
214 Downloads (Pure)

Did Long-Memory of Liquidity Signal the European Sovereign Debt Crisis?

Sun, Z., Hamill, P. A., Li, Y., Yang, Y. C. & Vigne, S. A., 07 Apr 2018, In : Annals of Operations Research. p. 1-23

Research output: Contribution to journalArticle

Open Access
File
124 Downloads (Pure)

Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating

Shang, H. L., Yang, Y. & Kearney, F., 07 Dec 2018, In : Annals of Operations Research. 24 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
55 Downloads (Pure)

Modelling gold futures: should the level of speculation inform our choice of variables?

Coyle, C., Gogolin, F. & Kearney, F., 17 Dec 2018, In : European Journal of Finance. 25, 10, p. 966-977 12 p.

Research output: Contribution to journalArticle

Molecular biomarkers and precision medicine in colorectal cancer: Value for Money?

Henderson, R., Clarke, M., French, D., Lawler, M., Sullivan, R. & Maughan, T., 12 Sep 2018.

Research output: Contribution to conferencePoster

Pensions, Housing and Mortgage Markets in the UK

Sharma, T., McKillop, D. & French, D., 11 May 2018, Old-Age Provision and Homeownership – Fiscal Incentives and Other Public Policy Options. Eckardt, M., Dötsch, J. & Okruch, S. (eds.). Springer, p. 107 142 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Price discovery in the Chinese gold market

Jin, M., Li, Y., Wang, J. & Yang, Y. C., 21 Jun 2018, In : Journal of Futures Markets. 20 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
4 Downloads (Pure)

Queen’s Student Managed Fund: investing in the student experience

Hanna, A., Quinn, B. & Gallagher, A., Dec 2018, Reflections, 27, p. 16-17 2 p.

Research output: Contribution to specialist publicationArticle

File
36 Downloads (Pure)

The value of director reputation: Evidence from outside director appointments

Gogolin, F., Cummins, M. & Dowling, M., 20 Mar 2018, In : Finance Research Letters.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
112 Downloads (Pure)

Time-Variation in the Relationship between White Precious Metals and Inflation: A Cross-Country Analysis

Huseyin Bilgin, M., Gogolin, F., Chi Keung Lau, M. & Vigne, S. A., 28 Mar 2018, In : Journal of International Financial Markets Institutions and Money.

Research output: Contribution to journalArticle

Open Access
File
6 Citations (Scopus)
129 Downloads (Pure)

Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis

Gogolin, F., Kearney, F., Lucey, B. M., Peat, M. & Vigne, S. A., 28 Oct 2018, In : Energy Economics. 76, p. 584-593 10 p.

Research output: Contribution to journalArticle

Open Access
File
6 Citations (Scopus)
4 Downloads (Pure)

What determines UK housing equity withdrawal in later life ?

French, D., McKillop, D. & Sharma, T., 01 Nov 2018, In : Regional Science and Urban Economics.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
2 Downloads (Pure)

What Moved Share Prices in the Nineteenth-Century London Stock Market?

Campbell, G., Quinn, W., Turner, J. D. & Ye, Q., Feb 2018, In : Economic History Review. 71, 1, p. 157-189 33 p.

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
222 Downloads (Pure)
2017

Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China

Han, X. & Li, Y., Jun 2017, In : Journal of Empirical Finance. 42, p. 212-239 28 p.

Research output: Contribution to journalArticle

Open Access
File
21 Citations (Scopus)
187 Downloads (Pure)

Financial strain in the United Kingdom

French, D., 04 Jul 2017, In : Oxford Economic Papers. 20 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
104 Downloads (Pure)

Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Time Series Approach

Kearney, F., Cummins, M. & Murphy, F., 26 Jan 2017, In : European Journal of Finance. p. 1-18

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
235 Downloads (Pure)

How financial strain affects health: evidence from the Dutch National Bank Household Survey

Prentice, C., McKillop, D. & French, D., Apr 2017, In : Social Science & Medicine. 178, p. 127-135 9 p.

Research output: Contribution to journalArticle

Open Access
File
12 Citations (Scopus)
170 Downloads (Pure)

Individual values and household finances

Gogolin, F., Dowling, M. & Cummins, M., 27 Jul 2017, In : Applied Economics. 49, 35, 19 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
166 Downloads (Pure)

Integration between the London and New York Stock Exchanges, 1825-1925

Campbell, G. & Rogers, M., Nov 2017, In : Economic History Review. 70, 4, p. 1185-1218 34 p.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
193 Downloads (Pure)
Open Access
File
1 Citation (Scopus)
210 Downloads (Pure)

Media Coverage and Stock Returns on the London Stock Exchange, 1825–70

Walker, C. B., Ye, Q. & Turner, J. D., 16 Apr 2017, In : Review of Finance.

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
168 Downloads (Pure)

Modelling mortality: Are we heading in the right direction?

O'Hare, C. & Li, Y., 2017, In : Applied Economics. 49, 2, p. 170-187

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
181 Downloads (Pure)

Models of mortality rates – analysing the residuals

O'Hare, C. & Li, Y., 2017, In : Applied Economics. 49, 52, p. 5309–5323 15 p.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
166 Downloads (Pure)

Molecular biomarkers and precision medicine in colorectal cancer: a systematic review of health economic analyses

Henderson, R., French, D., Lawler, M., Clarke, M., Sullivan, R. & Maughan, T., 27 Nov 2017.

Research output: Contribution to conferencePoster

Return Spillovers Between White Precious Metal ETFs: The Role of Oil, Gold, and Global Equity

Lau, M. C. K., Vigne, S. A., Wang, S. & Yarovaya, L., 20 Apr 2017, In : International Review of Financial Analysis.

Research output: Contribution to journalArticle

Open Access
File
31 Citations (Scopus)
126 Downloads (Pure)
6 Citations (Scopus)
220 Downloads (Pure)

The Adaptiveness in Stock Markets: Testing the Stylized Facts in the DAX 30

He, X-Z. & Li, Y., Nov 2017, In : Journal of evolutionary economics. 27, 5, p. 1071-1094 24 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
135 Downloads (Pure)

The financial economics of white precious metals — A survey

Vigne, S. A., Lucey, B. M., O'Connor, F. A. & Yarovaya, L., Jul 2017, In : International Review of Financial Analysis. 52, p. 292-308 17 p.

Research output: Contribution to journalArticle

Open Access
File
24 Citations (Scopus)
123 Downloads (Pure)

The Impact of debt and financial stress on health in Northern Irish households

French, D. & McKillop, D., 01 Dec 2017, In : Journal Of European Social Policy. p. 458–473 15 p.

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
196 Downloads (Pure)

The liquidity of the London capitalmarkets, 1825–70

Campbell, G., Turner, J. D. & Ye, Q., 27 Apr 2017, In : Economic History Review. 30 p.

Research output: Contribution to journalArticle

Open Access
File
31 Downloads (Pure)

Time-varying Managerial Overconfidence and Corporate Debt Maturity Structure

Ataullah, A., Vivian, A. & Xu, B., 08 Jan 2017, In : European Journal of Finance. 31 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
151 Downloads (Pure)
2016

A rising e-channel tide lifts all boats? the impact of manufacturer multi-channel encroachment on traditional selling and leasing

Yan, W., Li, Y., Wu, Y. & Palmer, M., 12 Jun 2016, In : Discrete Dynamics in Nature and Society. 2016, 18 p., 2898021.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
364 Downloads (Pure)

A top-down approach to identifying bull and bear market states

Hanna, A., 10 Dec 2016.

Research output: Contribution to conferenceAbstract

Corporate Bond Default Risk: Seeing the wood through the trees?

Hanna, A., 30 Jun 2016.

Research output: Contribution to conferenceAbstract

Corporate Ownership, Control, and Firm Performance in Victorian Britain

Acheson, G. G., Campbell, G., Turner, J. D. & Vanteeva, N., Mar 2016, In : The Journal of Economic History. 76, 1, p. 1-40

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
301 Downloads (Pure)

Did the Millennium Development Goals Change Trends in Child Mortality?

French, D., Oct 2016, In : Health Economics. 25, 10, p. 1312-1325 14 p.

Research output: Contribution to journalArticle

Open Access
File
6 Citations (Scopus)
277 Downloads (Pure)