Conference Paper (published)
An investigation of citizen's e-participation within Oman's police department Facebook page
Dalwai T, James M, Webster W, Alshukaili AM & Soosaimanickam A (2020) An investigation of citizen's e-participation within Oman's police department Facebook page. In: Santos H, Viale Pereira G, Budde M, Lopes SF & Nikolic P (eds.) Science and Technologies for Smart Cities. SmartCity 360 2019. Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, 323. International Summit Smart City 360, Braga, Portugal, 04.12.2019-06.12.2019. Cham, Switzerland: Springer, pp. 236-248. https://doi.org/10.1007/978-3-030-51005-3_21
Article
Macroeconomic variables and long-term stock market performance. A panel ARDL cointegration approach for G7 countries
Humpe A & McMillan DG (2020) Macroeconomic variables and long-term stock market performance. A panel ARDL cointegration approach for G7 countries. Cogent Economics and Finance, 8, Art. No.: 1816257. https://doi.org/10.1080/23322039.2020.1816257
Article
Inter- and Intra-Regional Stock Market Relations for the GCC Bloc
Ziadat S, Herbst P & McMillan D (2020) Inter- and Intra-Regional Stock Market Relations for the GCC Bloc. Research in International Business and Finance, 54, Art. No.: 101292. https://doi.org/10.1016/j.ribaf.2020.101292
Article
Exchange rate volatility in the eurozone
Bajo-Rubio O, Berke B & McMillan D (2020) Exchange rate volatility in the eurozone. Economics, 14 (2020-5), pp. 1-23. https://doi.org/10.5018/economics-ejournal.ja.2020-5
Article
Stock returns, illiquidity and feedback trading
Chen J & McMillan DG (2020) Stock returns, illiquidity and feedback trading. Review of Accounting and Finance, 19 (2), pp. 135-145. https://doi.org/10.1108/RAF-02-2017-0024
Article
Share Trading Activity and the Rise of the Rentier in the UK before 1920
Acheson GG, Coyle C, Jordan DP & Turner JD (2020) Share Trading Activity and the Rise of the Rentier in the UK before 1920. Business History, 62 (6), pp. 982-1001. https://doi.org/10.1080/00076791.2018.1502751
Article
Compliance with IFRS mandatory disclosure requirements: a structured literature review
Tsalavoutas I, Tsoligkas F & Evans L (2020) Compliance with IFRS mandatory disclosure requirements: a structured literature review. Journal of International Accounting, Auditing and Taxation, 40, Art. No.: 100338. https://doi.org/10.1016/j.intaccaudtax.2020.100338
Article
Sustainability reporting quality and post-audit financial reporting quality: Empirical evidence from the UK
Al-Shaer H (2020) Sustainability reporting quality and post-audit financial reporting quality: Empirical evidence from the UK. Business Strategy and the Environment, 29 (6), pp. 2355-2373. https://doi.org/10.1002/bse.2507
Article
Interrelation and Spillover Effects between Stocks and Bonds: Cross-Market and Cross-Asset Evidence
McMillan D (2020) Interrelation and Spillover Effects between Stocks and Bonds: Cross-Market and Cross-Asset Evidence. Studies in Economics and Finance, 37 (3), pp. 561-582. https://doi.org/10.1108/SEF-08-2019-0330
Newspaper / Magazine
Five graphs that show how uncertain markets are about the coronavirus recovery
McMillan D (2020) Five graphs that show how uncertain markets are about the coronavirus recovery. The Conversation. 28.07.2020.
Article
Does mood affect institutional herding?
Gavriilidis K, Kallinterakis V & Öztürkkal B (2020) Does mood affect institutional herding?. Journal of Behavioral and Experimental Finance, 26, Art. No.: 100290. https://doi.org/10.1016/j.jbef.2020.100290
Newspaper / Magazine
Five ways coronavirus lockdowns increase inequality
Tabner IT (2020) Five ways coronavirus lockdowns increase inequality. The Conversation. 08.04.2020.
Article
Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest
Siganos A & Tabner IT (2020) Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest. Journal of International Business Studies, 51 (2), p. 263–273. https://doi.org/10.1057/s41267-019-00271-3
Article
Financial data science: the birth of a new financial research paradigm complementing econometrics?
Brooks C, Hoepner AGF, McMillan D, Vivian A & Wese Simen C (2019) Financial data science: the birth of a new financial research paradigm complementing econometrics?. European Journal of Finance, 25 (17), pp. 1627-1636. https://doi.org/10.1080/1351847x.2019.1662822
Article
'It's just not worth a damn!' Investigating perceptions of the value in attending university
Cook S, Watson D & Webb R (2019) 'It's just not worth a damn!' Investigating perceptions of the value in attending university. Studies in Higher Education, 44 (7), pp. 1256-1267. https://doi.org/10.1080/03075079.2018.1434616
Article
Insider trading and future stock returns in firms with concentrated ownership levels
Chronopoulos DK, McMillan DG, Papadimitriou FI & Tavakoli M (2019) Insider trading and future stock returns in firms with concentrated ownership levels. European Journal of Finance, 25 (2), pp. 139-154. https://doi.org/10.1080/1351847X.2018.1487312
Book Chapter
The accountancy profession and emerging economies: reflections on the case of Syria at the margins of the global order
Kamla R, Al-Shaer H, Gallhofer S & Haslam J (2019) The accountancy profession and emerging economies: reflections on the case of Syria at the margins of the global order. In: Weetman P & Tsalavoutas I (eds.) Routledge Companion to Accounting in Emerging Economies. Abingdon, UK: Routledge. https://www.routledge.com/The-Routledge-Companion-to-Accounting-in-Emerging-Economies/Weetman-Tsalavoutas/p/book/9780815356202
Article
Private Contracting, Law and Finance
Acheson GG, Campbell G & Turner JD (2019) Private Contracting, Law and Finance. Review of Financial Studies, 32 (11), pp. 4156-4195. https://doi.org/10.1093/rfs/hhz020
Article
Accounting control, governance and anti-corruption initiatives in public sector organisations
Paterson AS, Changwony F & Miller PB (2019) Accounting control, governance and anti-corruption initiatives in public sector organisations. British Accounting Review, 51 (5), Art. No.: 100844. https://doi.org/10.1016/j.bar.2019.100844
Article
Accounting practice, fiscal decentralization and corruption
Changwony FK & Paterson AS (2019) Accounting practice, fiscal decentralization and corruption. British Accounting Review, 51 (5), Art. No.: 100834. https://doi.org/10.1016/j.bar.2019.04.003
Article
Cross-Asset Relations, Correlations and Economic Implications
McMillan DG (2019) Cross-Asset Relations, Correlations and Economic Implications. Global Finance Journal, 41, pp. 60-78. https://doi.org/10.1016/j.gfj.2019.02.003
Article
Four priorities for new links between conservation science and accounting research
Feger C, Mermet L, Vira B, Addison PFE, Barker R, Birkin F, Burns J, Cooper S, Couvet D, Cuckston T, Daily GC, Dey C, Gallagher L, Hails R & Jollands S (2019) Four priorities for new links between conservation science and accounting research. Conservation Biology, 33 (4), pp. 972-975. https://doi.org/10.1111/cobi.13254
Article
CEO Compensation and Sustainability Reporting Assurance: Evidence from the UK
Al-Shaer H & Zaman M (2019) CEO Compensation and Sustainability Reporting Assurance: Evidence from the UK. Journal of Business Ethics, 158, pp. 233-252. https://doi.org/10.1007/s10551-017-3735-8
Article
Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings
Chen Z, Matousek R, Stewart C & Webb R (2019) Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings. International Review of Financial Analysis, 64, pp. 57-70. https://doi.org/10.1016/j.irfa.2019.04.011
Article
Predicting Firm Level Stock Returns: Implications for Asset Pricing and Economic Links
McMillan D (2019) Predicting Firm Level Stock Returns: Implications for Asset Pricing and Economic Links. British Accounting Review, 51 (4), pp. 333-351. https://doi.org/10.1016/j.bar.2019.04.001
Article
Internally Reporting Risk in Financial Services: An Empirical Analysis
Bryce C, Chmura T, Webb R, Stiebale J & Cheevers C (2019) Internally Reporting Risk in Financial Services: An Empirical Analysis. Journal of Business Ethics, 156 (2), pp. 493-512. https://doi.org/10.1007/s10551-017-3530-6
Article
Stock Return Predictability: Using the Cyclical Component of the Price Ratio
McMillan D (2019) Stock Return Predictability: Using the Cyclical Component of the Price Ratio. Research in International Business and Finance, 48, pp. 228-242. https://doi.org/10.1016/j.ribaf.2018.12.014
Article
Gender Differences in Executive Compensation on British Corporate Boards: the Role of Conditional Conservatism
Al-Shaer H & Harakeh M (2019) Gender Differences in Executive Compensation on British Corporate Boards: the Role of Conditional Conservatism. The International Journal of Accounting, 55 (1). https://doi.org/10.1142/S109440602050002X
Article
Rational functions: an alternative approach to asset pricing
Chakraborty N, Elgammal MM & McMillan D (2019) Rational functions: an alternative approach to asset pricing. Applied Economics, 51 (20), pp. 2091-2119. https://doi.org/10.1080/00036846.2018.1540848
Article
The information content of the stock and bond return correlation
McMillan DG (2018) The information content of the stock and bond return correlation. Quantitative Finance and Economics, 2 (3), pp. 757-775. https://doi.org/10.3934/qfe.2018.3.757
Article
Cross-border exchanges and volatility forecasting
Goyal A, Kallinterakis V, Kambouroudis DS & Laws J (2018) Cross-border exchanges and volatility forecasting. Quantitative Finance, 18 (5), pp. 789-799. https://doi.org/10.1080/14697688.2017.1414512
Article
Language and Translation in Accounting: A scandal of silence and displacement?
Evans L & Kamla R (2018) Language and Translation in Accounting: A scandal of silence and displacement?. Accounting, Auditing and Accountability Journal, 31 (7), pp. 1834-1843. https://doi.org/10.1108/AAAJ-09-2018-020
Article
Information Transmission across European Equity Markets During Crisis Periods
Chen J, McMillan D & Buckle M (2018) Information Transmission across European Equity Markets During Crisis Periods. Manchester School, 86 (6), pp. 770-788. https://doi.org/10.1111/manc.12226
Article
UK PhD assessment in accounting and finance: social capital in action
Smith SJ & Urquhart V (2018) UK PhD assessment in accounting and finance: social capital in action. Accounting Education, 27 (2), pp. 160-182. https://doi.org/10.1080/09639284.2018.1431553
Article
Editors' foreword: Special issue of Quantitative Finance on 'Hawkes Processes in Finance'
Chen M, Hawkes A, Khashanah K, McMillan D, Rosenbaum M, Scalas E & Yang S (2018) Editors' foreword: Special issue of Quantitative Finance on 'Hawkes Processes in Finance'. Quantitative Finance, 18 (2), pp. 191-192. https://doi.org/10.1080/14697688.2018.1404804
Article
Conditional Volatility Nexus between Stock Markets and Macroeconomic Variables: Empirical Evidence of G-7 Countries
Abbas G, McMillan D & Wang S (2018) Conditional Volatility Nexus between Stock Markets and Macroeconomic Variables: Empirical Evidence of G-7 Countries. Journal of Economic Studies, 45 (1), pp. 77-99. https://doi.org/10.1108/JES-03-2017-0062
Article
Mandated disclosures under IAS 36 Impairment of Assets and IAS 38 Intangible Assets: Value relevance and impact on analysts' forecasts
André P, Dionysiou D & Tsalavoutas I (2018) Mandated disclosures under IAS 36 Impairment of Assets and IAS 38 Intangible Assets: Value relevance and impact on analysts' forecasts. Applied Economics, 50 (7), pp. 707-725. https://doi.org/10.1080/00036846.2017.1340570
Article
Shifting Strategies: the Pursuit of Closure and the 'Association of German Auditors'
Evans L (2018) Shifting Strategies: the Pursuit of Closure and the 'Association of German Auditors'. European Accounting Review, 27 (4), pp. 683-712. https://doi.org/10.1080/09638180.2017.1329658
Article
Do environmental-related disclosures help enhance investment recommendations? UK-based evidence
Al-Shaer H (2018) Do environmental-related disclosures help enhance investment recommendations? UK-based evidence. Journal of Financial Reporting and Accounting, 16 (1), pp. 217-244. https://doi.org/10.1108/JFRA-03-2016-0020
Article
The Behaviour of the Equity Yield and Its Relation with the Bond Yield: The Role of Inflation
McMillan D (2018) The Behaviour of the Equity Yield and Its Relation with the Bond Yield: The Role of Inflation. International Journal of Financial Studies, 6 (4), Art. No.: 99. https://doi.org/10.3390/ijfs6040099
Article
Accounting and Finance in UK Universities: Academic Labour, Shortages and Strategies
Smith SJ & Urquhart V (2018) Accounting and Finance in UK Universities: Academic Labour, Shortages and Strategies. British Accounting Review, 50 (6), pp. 588-601. https://doi.org/10.1016/j.bar.2018.03.002
Article
Credibility of sustainability reports: The contribution of audit committees
Al-Shaer H & Zaman M (2018) Credibility of sustainability reports: The contribution of audit committees. Business Strategy and the Environment, 27 (7), pp. 973-986. https://doi.org/10.1002/bse.2046
Article
Volatility forecasting across tanker freight rates: the role of oil price shocks
Gavriilidis K, Kambouroudis DS, Tsakou K & Tsouknidis DA (2018) Volatility forecasting across tanker freight rates: the role of oil price shocks. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 376-391. https://doi.org/10.1016/j.tre.2018.08.012
Article
Language, translation and accounting: towards a critical research agenda
Evans L (2018) Language, translation and accounting: towards a critical research agenda. Accounting, Auditing and Accountability Journal, 31 (7), pp. 1844-1873. https://doi.org/10.1108/AAAJ-08-2017-3055
Article
Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets
Humpe A & McMillan DG (2018) Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. Journal of Asset Management, 19 (6), pp. 413-428. https://doi.org/10.1057/s41260-018-0091-x
Conference Paper (published)
Literature Review of Cross-border M&A Performance Test and Path Selection by Chinese Banks
Zhang Y, Zhang X & Zhang L (2018) Literature Review of Cross-border M&A Performance Test and Path Selection by Chinese Banks. In: Liu J, Xue H & Xiao X (eds.) Proceedings of the 2018 International Conference on Education, Economics and Social Science, volume 223. Advances in Social Science Education and Humanities Research. 2018 International Conference on Education, Economics and Social Science (ICEESS 2018), Singapore, 30.10.2018-31.10.2018. Paris: Atlantis Press, pp. 252-255. https://doi.org/10.2991/iceess-18.2018.61
Newspaper / Magazine
Convicted UBS trader Kweku Adoboli faces deportation – here’s why it’s a huge mistake
Tabner I (2018) Convicted UBS trader Kweku Adoboli faces deportation – here’s why it’s a huge mistake. The Conversation. 03.09.2018.
Article
New development: Private finance over public good? Questioning the value of impact bonds
Dey C & Gibbon J (2018) New development: Private finance over public good? Questioning the value of impact bonds. Public Money and Management, 38 (5), pp. 375-378. https://doi.org/10.1080/09540962.2018.1477676
Conference Paper (published)
'War is ninety percent information': A call to arms on enhancing information literacy
Webb R, Watson D & Cook s (2018) 'War is ninety percent information': A call to arms on enhancing information literacy. In: HEA Annual Conference 2018, Birmingham, United Kingdom, 03.07.2018-05.07.2018.
Article
The timing of new corporate debt issues and the risk-return tradeoff
Koutmos D, Bozos K, Dionysiou D & Lambertides N (2018) The timing of new corporate debt issues and the risk-return tradeoff. Review of Quantitative Finance and Accounting, 50 (4), pp. 943-978. https://doi.org/10.1007/s11156-017-0651-z
Article
Art, Science and Organisational Interactions: Exploring the Value of Artist Residencies on Campus
Lee B, Fillis I & Lehman K (2018) Art, Science and Organisational Interactions: Exploring the Value of Artist Residencies on Campus. Journal of Business Research, 85, pp. 444-451. https://doi.org/10.1016/j.jbusres.2017.10.022
Article
Pecking order and market timing theory in emerging markets: The case of Egyptian firms
Allini A, Rakha S, McMillan D & Caldarelli A (2018) Pecking order and market timing theory in emerging markets: The case of Egyptian firms. Research in International Business and Finance, 44, pp. 297-308. https://doi.org/10.1016/j.ribaf.2017.07.098
Book Chapter
Regulation of the gender composition of company boards in Europe: Experience and prospects
Campbell K & Bohdanowicz L (2018) Regulation of the gender composition of company boards in Europe: Experience and prospects. In: Aluchna M & Aras G (eds.) Women on corporate boards: An international perspective. Finance, Governance and Sustainability: Challenges to Theory and Practice. Abingdon, Oxon.: Taylor & Francis, pp. 50-66. https://www.routledge.com/Women-on-Corporate-Boards-An-International-Perspective/Aluchna-Aras/p/book/9781138740181
Article
Does feedback trading drive returns of cross-listed shares?
Chen J, Dong Y, Hou W & McMillan D (2018) Does feedback trading drive returns of cross-listed shares?. Journal of International Financial Markets, Institutions and Money, 53, pp. 179-199. https://doi.org/10.1016/j.intfin.2017.09.018
Article
Creative Futures for New Contemporary Artists: Opportunities and Barriers
Lee B, Fraser I & Fillis I (2018) Creative Futures for New Contemporary Artists: Opportunities and Barriers. International Journal of Arts Management, 20 (2), pp. 9-19. https://www.gestiondesarts.com/en/creative-futures-for-new-contemporary-artists-opportunities-and-barriers#.XBO2lNL7Rph
Article
Accounts of Nature and the Nature of Accounts: Critical reflections on environmental accounting and propositions for ecologically informed accounting
Russell S, Milne M & Dey C (2017) Accounts of Nature and the Nature of Accounts: Critical reflections on environmental accounting and propositions for ecologically informed accounting. Accounting, Auditing and Accountability Journal, 30 (7), pp. 1426-1458. https://doi.org/10.1108/AAAJ-07-2017-3010
Article
Contested Takeovers of Family Firms and Socioemotional Wealth: a Case Study
Campbell K & Jerzemowska M (2017) Contested Takeovers of Family Firms and Socioemotional Wealth: a Case Study. Baltic Journal of Management, 12 (4), pp. 447-463. https://doi.org/10.1108/BJM-12-2016-0277
Article
Does money supply growth contain predictive power for stock returns? Evidence and explanation
McMillan D (2017) Does money supply growth contain predictive power for stock returns? Evidence and explanation. International Journal of Banking, Accounting and Finance, 8 (2), pp. 119-145. https://doi.org/10.1504/IJBAAF.2017.087077
Article
Moving on from Scaling Up: Further Progress in Developing Social Impact Measurement in the Third Sector
Dey C & Gibbon J (2017) Moving on from Scaling Up: Further Progress in Developing Social Impact Measurement in the Third Sector. Social and Environmental Accountability Journal, 37 (1), pp. 66-72. https://doi.org/10.1080/0969160X.2017.1285712
Article
Stock return predictability: the role of inflation and threshold dynamics
McMillan D (2017) Stock return predictability: the role of inflation and threshold dynamics. International Review of Applied Economics, 31 (3), pp. 357-375. https://doi.org/10.1080/02692171.2016.1257581
Article
Compliance with goodwill-related mandatory disclosure requirements and the cost of equity capital
Mazzi F, André P, Dionysiou D & Tsalavoutas I (2017) Compliance with goodwill-related mandatory disclosure requirements and the cost of equity capital. Accounting and Business Research, 47 (3), pp. 268-312. https://doi.org/10.1080/00014788.2016.1254593
Article
Who Financed the Expansion of the Equity Market? Shareholder Clienteles in Victorian Britain
Acheson G, Campbell G & Turner JD (2017) Who Financed the Expansion of the Equity Market? Shareholder Clienteles in Victorian Britain. Business History, 59 (4), pp. 607-637. https://doi.org/10.1080/00076791.2016.1250744
Article
Graduate views on access to higher education: is it really a case of pulling up the ladder?
Webb R, Watson D, Cook S & Arico F (2017) Graduate views on access to higher education: is it really a case of pulling up the ladder?. Studies in Higher Education, 42 (3), pp. 504-518. https://doi.org/10.1080/03075079.2015.1052738
Article
Audit Committees and Financial Reporting Quality: Evidence from UK Environmental Accounting Disclosures
Al-Shaer H, Salama A & Toms S (2017) Audit Committees and Financial Reporting Quality: Evidence from UK Environmental Accounting Disclosures. Journal of Applied Accounting Research, 18 (1), pp. 2-21. https://doi.org/10.1108/JAAR-10-2014-0114
Other
The stats don’t work – they just make it worse
Webb R (2017) The stats don’t work – they just make it worse. Nutmeg:The Scottish Football Periodical.
Book Chapter
Intellectual capital disclosure: what benefits, what costs, is it voluntary?
Smith SJ (2017) Intellectual capital disclosure: what benefits, what costs, is it voluntary?. In: Dumay J J, Ricceri F, Guthrie J & Nielsen C (eds.) The Routledge Companion to Intellectual Capital. Routledge Companions in Business, Management and Accounting. London: Routledge, pp. 284-301. https://www.routledge.com/The-Routledge-Companion-to-Intellectual-Capital/Guthrie-Dumay-Ricceri-Nielsen/p/book/9781138228214
Article
The Behaviour of Asset Return and Volatility Spillovers in Turkey: A Tale of Two Crises
Bajo-Rubio O, Berke B & McMillan D (2017) The Behaviour of Asset Return and Volatility Spillovers in Turkey: A Tale of Two Crises. Research in International Business and Finance, 41, pp. 577-589. https://doi.org/10.1016/j.ribaf.2017.04.003
Article
Nudging Art Lovers to Donate
Lee B, Fraser I & Fillis I (2017) Nudging Art Lovers to Donate. Nonprofit and Voluntary Sector Quarterly, 46 (4), pp. 837-858. https://doi.org/10.1177/0899764017703708
Article
IP-for-IP or Cash-for-IP? R&D Competition and the Market for Technology
Herbst P & Jahn E (2017) IP-for-IP or Cash-for-IP? R&D Competition and the Market for Technology. Review of Industrial Organization, 51 (1), pp. 75-101. https://doi.org/10.1007/s11151-016-9542-z
Newspaper / Magazine
Why London still shouldn’t worry about losing business to Frankfurt, Paris, or any other EU city
McMillan D (2017) Why London still shouldn’t worry about losing business to Frankfurt, Paris, or any other EU city. The Conversation. 31.08.2017. https://theconversation.com/why-london-still-shouldnt-worry-about-losing-business-to-frankfurt-paris-or-any-other-eu-city-82944
Other
Meta-Analyses of the corporate social and financial performance link: mighty evidence or messy vote counts?
Al-Shaer H & Hoepner A (2017) Meta-Analyses of the corporate social and financial performance link: mighty evidence or messy vote counts?. 29th International Congress on Social and Environmental Accounting Research 2017, University of St Andrews, Scotland, University of St Andrews, Scotland, 21.08.2017-23.08.2017.
Newspaper / Magazine
#HEAconf17: are graduates really pulling up the ladder?
Webb R & Watson D (2017) #HEAconf17: are graduates really pulling up the ladder?. 05.07.2017.
Edited Book
Handbook of Investors' Behavior during Financial Crises
Economou F, Gavriilidis K, Gregoriou G & Kallinterakis V (eds.) (2017) Handbook of Investors' Behavior during Financial Crises. Amsterdam: Academic Press. https://www.elsevier.com/books/handbook-of-investors-behavior-during-financial-crises/economou/978-0-12-811252-6
Book Chapter
Exchange-Traded Funds: Do They Promote or Depress Noise Trading?
Gavriilidis K, Gregoriou G & Kallinterakis V (2017) Exchange-Traded Funds: Do They Promote or Depress Noise Trading?. In: Economou F, Gavriilidis K, Gregoriou G & Kallinterakis V (eds.) Handbook of Investors' Behavior during Financial Crises. Amsterdam: Elsevier, pp. 335-362. https://www.elsevier.com/books/handbook-of-investors-behavior-during-financial-crises/economou/978-0-12-811252-6
Article
Time-varying correlations and interrelations: Firm-level-based sector evidence
Evans P, McMillan D & McMillan F (2017) Time-varying correlations and interrelations: Firm-level-based sector evidence. Journal of Asset Management, 18 (3), pp. 209-221. https://doi.org/10.1057/s41260-016-0034-3
Article
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan D & McMillan F (2017) The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies. Journal of International Financial Markets, Institutions and Money, 47, pp. 103-113. https://doi.org/10.1016/j.intfin.2016.11.004
Article
Operational risk and the three lines of defence in UK financial institutions: is three really the magic number?
Mabwe K, Ring PJ & Webb R (2017) Operational risk and the three lines of defence in UK financial institutions: is three really the magic number?. The Journal of Operational Risk, 12 (1), pp. 53-69. https://doi.org/10.21314/JOP.2017.187
Book Chapter
Ethnography, ethnomethodology and anthropology studies in accounting
Dey C (2017) Ethnography, ethnomethodology and anthropology studies in accounting. In: Hoque Z, Parker L, Covaleski M & Haynes K (eds.) The Routledge Companion to Qualitative Accounting Research Methods. Routledge Companions in Business, Management and Accounting. London: Routledge, pp. 147-162. https://www.routledge.com/The-Routledge-Companion-to-Qualitative-Accounting-Research-Methods/Hoque-Parker-Covaleski-Haynes/p/book/9781138939677
Newspaper / Magazine
How renting can fix the UK’s broken housing market
Tabner I (2017) How renting can fix the UK’s broken housing market. The Conversation. 10.02.2017. https://theconversation.com/how-renting-can-fix-the-uks-broken-housing-market-72768
Article
The Design of Vertical R&D Collaborations
Herbst P & Walz U (2017) The Design of Vertical R&D Collaborations. Economica, 84 (333), pp. 54-77. https://doi.org/10.1111/ecca.12183
Conference Paper (unpublished)
'It’s just not worth a damn!': Examining the perceived value of a Bachelor degree
Webb R & Watson D (2017) 'It’s just not worth a damn!': Examining the perceived value of a Bachelor degree. HEA Annual Conference 2017, Manchester, 04.01.2017-06.07.2017.
Article
Spillovers between output and stock prices: a wavelet approach
McMillan D & Tiwari AK (2016) Spillovers between output and stock prices: a wavelet approach. Studies in Economics and Finance, 33 (4), pp. 625-637. https://doi.org/10.1108/SEF-07-2014-0125
Article
Happy Hour Followed by Hangover: Financing the UK Brewery Industry, 1880-1913
Acheson G, Coyle C & Turner JD (2016) Happy Hour Followed by Hangover: Financing the UK Brewery Industry, 1880-1913. Business History, 58 (5), pp. 725-751. https://doi.org/10.1080/00076791.2015.1027693
Article
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
Kambouroudis DS, McMillan D & Tsakou K (2016) Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36 (12), pp. 1127-1163. https://doi.org/10.1002/fut.21783
Book Chapter
The 'medieval', the common good and accounting
Dobie A (2016) The 'medieval', the common good and accounting. In: Akrivou K & Sison A (eds.) The Challenges of Capitalism for Virtue Ethics and the Common Good: Interdisciplinary Perspectives. Interdisciplinary Perspectives. Cheltenham: Edward Elgar, pp. 37-48. https://www.elgaronline.com/view/9781784717902.00009.xml; https://doi.org/10.4337/9781784717919.00009
Book Chapter
A synthesis and analysis of models measuring accrual based and real activities earnings management
Constantatos A, Dionysiou D & Tsalavoutas I (2016) A synthesis and analysis of models measuring accrual based and real activities earnings management. In: Yates K (ed.) Earnings Management: Global Perspectives, Performance and Future Research. Management Science - Theory and Applications. New York: Nova Science. https://www.novapublishers.com/catalog/product_info.php?products_id=58981&osCsid=f08006bdcc7130003e416a441ae7294d
Article
Investor Mood, Herding and the Ramadan Effect
Gavriilidis K, Kallinterakis V & Tsalavoutas I (2016) Investor Mood, Herding and the Ramadan Effect. Journal of Economic Behavior and Organization, 132 (Supplement), pp. 23-38. https://doi.org/10.1016/j.jebo.2015.09.018
Book Chapter
Stock Market Returns and Inflation: The Case of Botswana
Gavriilidis K & Kgari L (2016) Stock Market Returns and Inflation: The Case of Botswana. In: Andrikopoulos P, Gregoriou G & Kallinterakis V (eds.) Handbook of Frontier Markets: The African, European and Asian Evidence. Amsterdam and New York: Elsevier, pp. 27-38. http://store.elsevier.com/product.jsp?isbn=9780128037768
Article
Does VIX or Volume Improve GARCH Volatility Forecasts?
Kambouroudis DS & McMillan D (2016) Does VIX or Volume Improve GARCH Volatility Forecasts?. Applied Economics, 48 (13), pp. 1210-1228. https://doi.org/10.1080/00036846.2015.1096004
Article
Buying Versus Renting – Determinants of the Net Present Value of Home Ownership for Individual Households
Tabner I (2016) Buying Versus Renting – Determinants of the Net Present Value of Home Ownership for Individual Households. International Review of Financial Analysis, 48, pp. 233-246. https://doi.org/10.1016/j.irfa.2016.10.004
Article
Board gender diversity and sustainability reporting quality
Al-Shaer H & Zaman M (2016) Board gender diversity and sustainability reporting quality. Journal of Contemporary Accounting & Economics, 12 (3), pp. 210-222. https://doi.org/10.1016/j.jcae.2016.09.001
Preprint / Working Paper
Investor Attention to Stock Recommendations
Gavriilidis K, Herbst P & Kagkadis A (2016) Investor Attention to Stock Recommendations. University of Stirling Management School Working Papers. https://efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2017-Athens/papers/EFMA2017_0425_fullpaper.pdf
Article
US Bank Market Structure: Evolving Nature and Implications
McMillan D & McMillan F (2016) US Bank Market Structure: Evolving Nature and Implications. Journal of Financial Services Research, 50 (2), pp. 187-210. https://doi.org/10.1007/s10693-015-0225-y
Article
Firms, Nonprofits, and Cooperatives: A Theory of Organizational Choice
Herbst P & Prufer J (2016) Firms, Nonprofits, and Cooperatives: A Theory of Organizational Choice. Annals of Public and Cooperative Economics, 87 (3), pp. 315-343. https://doi.org/10.1111/apce.12130
Article
Sentiment, Mood and Outbound Tourism Demand
Dragouni M, Filis G, Gavriilidis K & Santamaria D (2016) Sentiment, Mood and Outbound Tourism Demand. Annals of Tourism Research, 60, pp. 80-96. https://doi.org/10.1016/j.annals.2016.06.004
Article
Myopic Loss Aversion and Stock Investments: An Empirical Study of Private
Investors
Lee B & Veld-Merkoulova Y (2016) Myopic Loss Aversion and Stock Investments: An Empirical Study of Private
Investors. Journal of Banking and Finance, 70, p. 235–246. https://doi.org/10.1016/j.jbankfin.2016.04.008
