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  • Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility 

    Bozhkov S, Lee H, Sivarajah U et al (2018) Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. Annals of Operations Research. Article in Press.
    A key prediction of the Capital Asset Pricing Model (CAPM) is that idiosyncratic risk is not priced by investors because in the absence of frictions it can be fully diversified away. In the presence of constraints on ...
  • Factors influencing e-diplomacy implementation: Exploring causal relationships using interpretive structural modelling 

    Al-Muftah H, Weerakkody V, Rana NP et al (2018) Factors influencing e-diplomacy implementation: Exploring causal relationships using interpretive structural modelling. Government Information Quarterly. Article in Press.
    Electronic diplomacy (E-diplomacy) is the use of technology by nations to define and establish diplomatic goals and objectives and to efficiently carry out the functions of diplomats. These functions include representation ...
  • Bridging the Distributor into a Collaborative Demand and Supply Planning Process 

    Eksoz C and Onkal D (2018) Bridging the Distributor into a Collaborative Demand and Supply Planning Process. Foresight: the International Journal of Applied Forecasting. Spring 2018. Accepted for publication.
    Based on their study of the food distribution supply chain, Can Eksoz and Dilek Önkal argue that the distributor has largely been overlooked in the principles we’ve created for collaborative demand and supply planning. ...
  • Why do over-deviated firms from target leverage undertake foreign acquisitions? 

    Ahmed Y and Elshandidy T (2018) Why do over-deviated firms from target leverage undertake foreign acquisition? International Business Review. 27(2): 309-327.
    This paper examines how deviation from firms’ target leverage influences their decisions on undertaking foreign acquisitions. Using a sample of 5746 completed bids by UK acquirers from 1987 to 2012, we observe that ...
  • Risk reporting: A review of the literature and implications for future research 

    Elshandidy T, Shrives PJ, Bamber M et al (2018) Risk reporting: a review of literature and implications for future research. Journal of Accounting Literature. 40(1): 54-82.
    This paper provides a wide-ranging and up-to-date (1997-2016) review of the archival empirical risk-reporting literature. The reviewed papers are classified into two principal themes: the incentives for and/or informativeness ...
  • European Environmental Health Law 

    Onzivu W (2017) European Environmental Health Law. In: den Exter A (Ed.) European Health Law. Antwerp: Maklu Publishers.
    This chapter will discuss key issues and challenges facing contemporary European environmental health law and policy. It will identify relevant legal and policy regimes as well as key drivers for promotion and protection ...
  • Investigating the effects of smart technology on customer dynamics and customer experience 

    Foroudi P, Gupta S, Sivarajah U et al (2018) Investigating the effects of smart technology on customer dynamics and customer experience. Computers in Human Behavior. 80: 271-282.
    Increased use of smart technologies by customers is leading to recognition of their influence on the shopping experiences of customers by practitioners. However, the academic literature fails to acknowledge the influence ...
  • Liquidity skewness in the London Stock Exchange 

    Hsieh T-H, Li Y, McKillop DG et al (2018) Liquidity skewness in the London Stock Exchange. International Review of Financial Analysis. 56: 12-18.
    We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, but that the skewness of the spread increases. These results are robust to firm size, trading volume and price level. Our ...
  • How Does the Market View Bank Regulatory Capital Forbearance Policies? 

    Lai VS and Y X (2017) How Does the Market View Bank Regulatory Capital Forbearance Policies?
    During the subprime crisis, the FDIC has shown, once again, laxity in resolving and closing insolvent institutions. Ronn and Verma (1986) call the tolerance level below which a bank closure is triggered the regulatory ...
  • Exploring Statistical Arbitrage Opportunities in the Term Structure of CDS Spreads 

    Jarrow RA, Li H and Ye X (2016) Exploring Statistical Arbitrage Opportunities in the Term Structure of CDS Spreads.
    Based on a reduced-form model of credit risk, we explore statistical arbitrage opportunities in the CDS spreads of North American companies. Specifically, we develop a trading strategy using the model to trade market-neutral ...
  • A Unified HJM Approach to Non-Markov Gaussian Dynamic Term Structure Models: International Evidence 

    Li H, Ye X and Yu F (2016) A Unified HJM Approach to Non-Markov Gaussian Dynamic Term Structure Models: International Evidence.
    Motivated by an extensive literature showing that government bond yields exhibit a strong non-Markov property, in the sense that moving averages of long-lagged yields significantly improve the predictability of excess bond ...
  • Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective 

    Li H, Ye X and Yu F (2016) Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective. Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2817599.
    We show that the unified HJM-based approach of constructing Gaussian dynamic term structure models developed by Li, Ye, and Yu (2016) nests most existing GDTSMs as special cases. We also discuss issues of interest rate ...
  • Impairment effects as a career boundary: a case study of disabled academics 

    Williams J and Mavin S (2015) Impairment effects as a career boundary: a case study of disabled academics. Studies in Higher Education. 40(1): 123-141.
    Within the academic career literature, disabled academics are under-researched, despite calls for career theory development through the exploration of marginalized groups' career experiences and the boundaries which shape ...
  • Persuasiveness of eWOM communications: Literature review and suggestions for future research 

    Ismagilova E, Slade E and Williams M (2016) Persuasiveness of eWOM Communications: Literature Review and Suggestions for Future Research. In: Dwivedi Y, Mäntymäki M, Ravishankar MN et al (Eds) Social Media: The Good, the Bad, and the Ugly. 15th IFIP WG 6.11 Conference on e-Business, e-Services, and e-Society, I3E 2016, Swansea, UK, September 13–15, 2016, Proceedings. Cham, Switzerland: Springer: 354-359.
    Electronic word-of-mouth (eWOM) plays an important part in consumer purchase decision. The way consumers perceive the persuasiveness of eWOM message can affect their attitude, and purchase intention, and hence sales. Thus, ...
  • Participant Responses to Photo-elicitation methods in the Study of Work-life Balance 

    Cassell C, Malik F and Radcliffe LS (2015) Participant Responses to Photo-Elicitation Methods in the Study of Work-Life Balance. Academy of Management Proceedings. 2015 (Meeting abstracts supplement) 12434.
    This paper explores the responses of 17 participants to using photo-elicitation as part of a project exploring their daily experiences of work-life balance. We explicitly asked participants about their experiences of using ...
  • Using photo-elicitation to understand experiences of work-life balance 

    Cassell C, Malik F and Radcliffe LS (2016) Using photo-elicitation to understand experiences of work-life balance. In: Townsend K, Loudoun R and Lewin D (Eds) Handbook of Qualitative Research Methods on Human Resource Management: innovative techniques. Cheltenham, UK: Edward Elgar Publishing: 146-162.
    Within this chapter, we explore the use of participant photo-elicitation methods in studying how people manage their daily episodes or incidences of work-life balance. Participant photo-elicitation methods rely upon research ...
  • Use and misuse of information in supply chain forecasting of promotion effects 

    Fildes R, Goodwin P and Önkal D (2018) Use and misuse of information in supply chain forecasting of promotion effects. International Journal of Forecasting. Accepted for publication.
    Demand forecasting is critical to sales and operations planning (S&OP) but the effects of sales promotions can be difficult to forecast. Typically, a baseline statistical forecast is judgmentally adjusted on receipt of ...
  • Being disabled, being a manager: ‘glass partitions’ and conditional identities in the contemporary workplace 

    Roulstone A and Williams J (2014) Being disabled, being a manager: ‘glass partitions’ and conditional identities in the contemporary workplace. Disability and Society. 29(1): 16-29.
    This article critically explores the working lives and views of disabled senior staff working in UK organisations. The qualitative research at the core of the article establishes that some disabled people are confounding ...
  • Developing Criteria for Evaluating a Multi-channel Digitally Enabled Participatory Budgeting Platform 

    Omar A, Weerakkody VJP and Sivarajah U (2017) Developing Criteria for Evaluating a Multi-channel Digitally Enabled Participatory Budgeting Platform. In: Parychek P, Charalabidis Y, Chugunov AV et al (Eds) Electronic Participation. 9th IFIP WG 8.5 International Conference, ePart 2017, St. Petersburg, Russia, September 4-7, 2017, Proceedings. Cham, Switzerland: Springer International Publishers: 3-11.
    "Enabling Multichannel Participation through ICT Adaptations for Participatory Budgeting ICT-enabled platform” (EMPATIA) is a multi-channel participatory budgeting (PB) platform that represents a significant social innovation ...
  • Examining graduate skills in accounting and finance: The perception of Middle Eastern students 

    Osmani M, Hindi N, Al-Esmail R et al (2017) Examining graduate skills in accounting and finance: The perception of Middle Eastern students. Industry and Higher Education. 31(5): 318-327.
    While many universities have implemented various initiatives and teaching and learning methods to embed the most indemand skills into their degree programmes, there is little evidence in the literature of students’ opinions ...

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