http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png http://sro.sussex.ac.uk/ Sat, 11 Nov 2023 21:13:44 +0000 Sat, 11 Nov 2023 21:13:44 +0000 en Mon, 09 Jan 2023 11:47:42 +0000 http://sro.sussex.ac.uk/id/eprint/110023/ http://sro.sussex.ac.uk/id/eprint/110023/ Breedon, Francis, Chen, Louisa, Ranaldo, Angelo and Vause, Nicholas (2022) Judgment day: algorithmic trading around the Swiss Franc cap removal. Journal of International Economics, 140. pp. 1-21. ISSN 0022-1996 Thu, 23 Jan 2020 11:59:05 +0000 http://sro.sussex.ac.uk/id/eprint/89495/ http://sro.sussex.ac.uk/id/eprint/89495/ Jokivuolle, Esa and Tunaru, Radu, eds. (2017) Preparing for the next financial crisis: policies, tools and models. Cambridge University Press, Cambridge. ISBN 9781107185593 Fri, 09 Aug 2019 10:37:56 +0100 http://sro.sussex.ac.uk/id/eprint/85380/ http://sro.sussex.ac.uk/id/eprint/85380/ Alexander, Carol, Choi, Jaehjuk, Park, Heungji and Sohn, Sungbin (2019) BitMEX Bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness. Journal of Futures Markets, 40 (1). pp. 23-43. ISSN 0270-7314 Wed, 15 May 2019 14:40:46 +0100 http://sro.sussex.ac.uk/id/eprint/83781/ http://sro.sussex.ac.uk/id/eprint/83781/ Antoniades, Andreas and Griffith-Jones, Stephany, eds. (2018) Special Issue: Global trade policy 2018. The World Economy, 41 (12). ISSN 1467-9701 Fri, 26 Apr 2019 12:03:40 +0100 http://sro.sussex.ac.uk/id/eprint/83378/ http://sro.sussex.ac.uk/id/eprint/83378/ Saka, Orkun, Fuertes, Ana-Maria and Kalotychou, Elena (2015) ECB policy and Eurozone fragility: was De Grauwe right? Journal of International Money and Finance, 54. pp. 168-185. ISSN 0261-5606 Mon, 14 May 2018 09:58:04 +0100 http://sro.sussex.ac.uk/id/eprint/75703/ http://sro.sussex.ac.uk/id/eprint/75703/ Breedon, Francis, Chen, Louisa, Ranaldo, Angelo and Vause, Nicholas (2018) Algos all go? Bank Underground. Wed, 25 Apr 2018 15:21:22 +0100 http://sro.sussex.ac.uk/id/eprint/75411/ http://sro.sussex.ac.uk/id/eprint/75411/ Breedon, Francis, Chen, Louisa, Ranaldo, Angelo and Vause, Nicholas (2018) Judgement day: algorithmic trading around the Swiss Franc cap removal. Working Paper. Bank of England, London. Tue, 20 Feb 2018 14:03:34 +0000 http://sro.sussex.ac.uk/id/eprint/73733/ http://sro.sussex.ac.uk/id/eprint/73733/ Antoniades, Andreas and Griffith-Jones, Stephany (2018) Global debt dynamics: the elephant in the room. World Economy, 41 (12). pp. 3256-3268. ISSN 0378-5920 Tue, 20 Feb 2018 13:59:12 +0000 http://sro.sussex.ac.uk/id/eprint/73729/ http://sro.sussex.ac.uk/id/eprint/73729/ Antoniades, Andreas and Griffith-Jones, Stephany (2018) Global debt dynamics: what has gone wrong. Working Paper. CGPE Working Papers Series. Fri, 02 Feb 2018 14:22:52 +0000 http://sro.sussex.ac.uk/id/eprint/73296/ http://sro.sussex.ac.uk/id/eprint/73296/ Sulimierska, Malgorzata and Miele, Alessandro Attilio Antonio (2017) An investigation how quantitative easing programme, Vickers’ ring-fencing regulation and the ‘Brexit’ announcement impact on UK banking sector. International Journal of Empirical Finance, 5 (3). pp. 155-166. ISSN 2310-3248 Wed, 15 Feb 2017 11:44:51 +0000 http://sro.sussex.ac.uk/id/eprint/66735/ http://sro.sussex.ac.uk/id/eprint/66735/ Shahroozi, Nima (2017) Forecasting exchange rates: an application to the daily high and low. Doctoral thesis (PhD), University of Sussex. Fri, 04 Dec 2015 12:08:33 +0000 http://sro.sussex.ac.uk/id/eprint/58658/ http://sro.sussex.ac.uk/id/eprint/58658/ Antoniades, Andreas (2017) The new resilience of emerging and developing countries: systemic interlocking, currency swaps and geoeconomics. Global Policy, 8 (2). pp. 170-180. ISSN 1758-5880 Mon, 11 May 2015 05:46:39 +0100 http://sro.sussex.ac.uk/id/eprint/53818/ http://sro.sussex.ac.uk/id/eprint/53818/ Sumawong, Anannit (2014) Risk management of energy derivatives: hedging and margin requirements. Doctoral thesis (PhD), University of Sussex. Mon, 15 Dec 2014 11:59:00 +0000 http://sro.sussex.ac.uk/id/eprint/51683/ http://sro.sussex.ac.uk/id/eprint/51683/ Aussenegg, Wolfgang, Goetz, Lukas and Jelic, Ranko (2015) Common factors in the performance of european corporate bonds - evidence before and after the financial crisis. European Financial Management, 21 (2). pp. 265-308. ISSN 1354-7798 Mon, 15 Dec 2014 11:43:12 +0000 http://sro.sussex.ac.uk/id/eprint/51682/ http://sro.sussex.ac.uk/id/eprint/51682/ Drenovak, Mikica, Urošević, Branko and Jelic, Ranko (2014) European bond ETFs: tracking errors and the sovereign debt crisis. European Financial Management, 20 (5). pp. 958-994. ISSN 1354-7798 Mon, 17 Jun 2013 07:55:42 +0100 http://sro.sussex.ac.uk/id/eprint/45395/ http://sro.sussex.ac.uk/id/eprint/45395/ Bhattacharyya, Sambit (2013) Political origins of financial structure. Journal of Comparative Economics, 41 (4). pp. 979-994. ISSN 0147-5967 Thu, 16 May 2013 08:49:55 +0100 http://sro.sussex.ac.uk/id/eprint/44723/ http://sro.sussex.ac.uk/id/eprint/44723/ Antoniades, Andreas (2013) Recasting the power politics of debt: structural power, hegemonic stabilisers and change. Third World Quarterly, 34 (2). pp. 214-232. ISSN 0143-6597 Thu, 20 Sep 2012 11:16:39 +0100 http://sro.sussex.ac.uk/id/eprint/40745/ http://sro.sussex.ac.uk/id/eprint/40745/ Barros, Carlos P, Gil-Alana, Luis and Matousek, Roman (2012) Mean reversion of short-run interest rates: empirical evidence from new EU countries. The European Journal of Finance, 18 (2). pp. 89-107. ISSN 1351-847X Thu, 20 Sep 2012 09:54:09 +0100 http://sro.sussex.ac.uk/id/eprint/40757/ http://sro.sussex.ac.uk/id/eprint/40757/ Matousek, Roman (2011) [Review] Stephan Barisitz (2007) Banking in central and eastern Europe 1980-2006: from communism to capitalism. Economica, 78 (310). p. 397. ISSN 0013-0427 Thu, 20 Sep 2012 09:46:42 +0100 http://sro.sussex.ac.uk/id/eprint/40758/ http://sro.sussex.ac.uk/id/eprint/40758/ Caporale, Guglielmo Maria and Matousek, Roman (2011) Introduction. Review of International Economics, 19 (1). pp. 46-48. ISSN 0965-7576 Thu, 20 Sep 2012 09:39:52 +0100 http://sro.sussex.ac.uk/id/eprint/40760/ http://sro.sussex.ac.uk/id/eprint/40760/ Barros, Carlos P, Gil-Alana, Luis and Matousek, Roman (2011) Fractional integration of nominal exchange rates: evidence from CEECs in the light of EMU enlargement. Review of International Economics, 19 (1). pp. 77-92. ISSN 0965-7576 Thu, 20 Sep 2012 09:35:12 +0100 http://sro.sussex.ac.uk/id/eprint/40762/ http://sro.sussex.ac.uk/id/eprint/40762/ Jilek, Josef and Matousek, Roman (2010) Money in the modern world. Peter Lang GmbH, Frankfurt am Main. ISBN 9783631591185 Tue, 18 Sep 2012 14:22:52 +0100 http://sro.sussex.ac.uk/id/eprint/40761/ http://sro.sussex.ac.uk/id/eprint/40761/ Matousek, Roman, ed. (2010) Money, banking and financial markets in Central and Eastern Europe: 20 years of transition. Palgrave Macmillan studies in banking and financial institutions . Palgrave Macmillan, Basingstoke. ISBN 978-0230231689 Tue, 18 Sep 2012 14:16:40 +0100 http://sro.sussex.ac.uk/id/eprint/40763/ http://sro.sussex.ac.uk/id/eprint/40763/ Matousek, Roman and Stavárek, Daniel, eds. (2012) Financial integration in the European Union. Routledge Studies in the European Economy . Routledge, London and New York. ISBN 978-0415690768 Fri, 17 Aug 2012 12:11:25 +0100 http://sro.sussex.ac.uk/id/eprint/39677/ http://sro.sussex.ac.uk/id/eprint/39677/ Jory, Surendranath R and Ngo, Thanh N (2012) The effect of foreign segment location on the geographical diversification discount. Global Finance Journal, 23 (2). pp. 108-124. ISSN 1044-0283 Tue, 24 Apr 2012 11:42:49 +0100 http://sro.sussex.ac.uk/id/eprint/38143/ http://sro.sussex.ac.uk/id/eprint/38143/ Piesse, Jenifer and Hearn, Bruce (2012) A Test of the Law of One Price: An Examination of Price Integration between Europe and Regional Markets in Africa. Applied Economics, 44 (24). pp. 3169-3193. ISSN 0003-6846 Tue, 24 Apr 2012 11:39:15 +0100 http://sro.sussex.ac.uk/id/eprint/38141/ http://sro.sussex.ac.uk/id/eprint/38141/ Piesse, Jenifer and Hearn, Bruce (2002) Equity Market Integration versus Segmentation in Three Dominant Markets of the Southern African Customs Union: Cointegration and Causality Tests. Applied Economics, 34 (14). pp. 1711-1722. ISSN 0003-6846 Tue, 24 Apr 2012 11:27:11 +0100 http://sro.sussex.ac.uk/id/eprint/38150/ http://sro.sussex.ac.uk/id/eprint/38150/ Hearn, Bruce (2012) Size and Liquidity Effects in African Frontier Equity Markets. Applied Financial Economics, 22 (9). pp. 681-707. ISSN 0960-3107 Tue, 24 Apr 2012 11:15:45 +0100 http://sro.sussex.ac.uk/id/eprint/38151/ http://sro.sussex.ac.uk/id/eprint/38151/ Hearn, Bruce and Piesse, Jenifer (2010) Modelling size and illiquidity in West African equity markets. Applied Financial Economics, 20 (13). pp. 1011-1030. ISSN 0960-3107 Tue, 24 Apr 2012 11:07:05 +0100 http://sro.sussex.ac.uk/id/eprint/38154/ http://sro.sussex.ac.uk/id/eprint/38154/ Hearn, Bruce and Piesse, Jenifer (2009) An Augmented Capital Asset Pricing Model: Liquidity and Stock Size in African Emerging Financial Markets. African Finance Journal, SP. Tue, 24 Apr 2012 10:49:25 +0100 http://sro.sussex.ac.uk/id/eprint/38155/ http://sro.sussex.ac.uk/id/eprint/38155/ Hearn, Bruce, Piesse, Jenifer and Strange, Roger (2009) Market Liquidity and Stock Size Premia in Emerging Financial Markets: The Implications for Foreign Investment. Working Paper. The Egyptian Exchange (EGX), Cairo. Tue, 24 Apr 2012 09:57:19 +0100 http://sro.sussex.ac.uk/id/eprint/38156/ http://sro.sussex.ac.uk/id/eprint/38156/ Hearn, Bruce (2009) Liquidity Estimation in African Emerging Markets. Working Paper. The Egyptian Exchange (EGX), Cairo. Tue, 24 Apr 2012 09:24:01 +0100 http://sro.sussex.ac.uk/id/eprint/38160/ http://sro.sussex.ac.uk/id/eprint/38160/ Hearn, Bruce (2011) Modelling size and liquidity in North African industrial sectors. Emerging Markets Review, 12 (1). pp. 21-46. ISSN 1566-0141 Tue, 24 Apr 2012 08:59:05 +0100 http://sro.sussex.ac.uk/id/eprint/38162/ http://sro.sussex.ac.uk/id/eprint/38162/ Hearn, Bruce (2011) The impact of corporate governance measures on the performance of West African IPO firms. Emerging Markets Review, 12 (2). pp. 130-151. ISSN 1566-0141 Tue, 24 Apr 2012 08:45:44 +0100 http://sro.sussex.ac.uk/id/eprint/38166/ http://sro.sussex.ac.uk/id/eprint/38166/ Hearn, Bruce (2012) The Contrasting Effects of Board Composition and Structure on IPO Firm Underpricing in a Developing Context. International Review of Financial Analysis, 21 (1). pp. 33-44. ISSN 1057-5219 Tue, 24 Apr 2012 08:15:07 +0100 http://sro.sussex.ac.uk/id/eprint/38168/ http://sro.sussex.ac.uk/id/eprint/38168/ Hearn, Bruce, Piesse, Jenifer and Strange, Roger (2010) Market Liquidity and Stock Size Premia in Emerging Financial Markets. Macroeconomics and Finance in Emerging Market Economies, 3 (1). pp. 75-101. ISSN 1752-0843 Tue, 24 Apr 2012 08:07:16 +0100 http://sro.sussex.ac.uk/id/eprint/38178/ http://sro.sussex.ac.uk/id/eprint/38178/ Hearn, Bruce (2013) The determinants of director remuneration, executive tenure and individual executive disclosure in North African IPO firms. Research in International Business and Finance, 27 (1). pp. 162-182. ISSN 0275-5319 Mon, 23 Apr 2012 14:56:10 +0100 http://sro.sussex.ac.uk/id/eprint/38180/ http://sro.sussex.ac.uk/id/eprint/38180/ Piesse, Jenifer and Hearn, Bruce (2005) Regional Integration of Equity Markets in Sub-Saharan Africa. South African Journal of Economics, 73 (1). pp. 36-52. ISSN 0038-2280 Mon, 23 Apr 2012 14:51:25 +0100 http://sro.sussex.ac.uk/id/eprint/38182/ http://sro.sussex.ac.uk/id/eprint/38182/ Hearn, Bruce and Piesse, Jenifer (2008) Opportunities and Costs of Portfolio Diversification in SADC's Smallest Equity Markets. South African Journal of Economics, 76 (3). pp. 399-426. ISSN 0038-2280 Mon, 23 Apr 2012 14:46:59 +0100 http://sro.sussex.ac.uk/id/eprint/38185/ http://sro.sussex.ac.uk/id/eprint/38185/ Hearn, Bruce (2009) Liquidity and Valuation in East African Securities Markets. South African Journal of Economics, 77 (4). pp. 553-576. ISSN 0038-2280 Mon, 23 Apr 2012 14:34:51 +0100 http://sro.sussex.ac.uk/id/eprint/38186/ http://sro.sussex.ac.uk/id/eprint/38186/ Hearn, Bruce (2011) The Effects of Banking Relationship, Legal Origin, Private Equity and Lead Managers on the performance of West African IPO Firms. South African Journal of Economics, 79 (4). pp. 430-451. ISSN 0038-2280 Mon, 23 Apr 2012 14:28:46 +0100 http://sro.sussex.ac.uk/id/eprint/38187/ http://sro.sussex.ac.uk/id/eprint/38187/ Hearn, Bruce, Piesse, Jenifer and Strange, Roger (2011) The role of the stock market in the provision of Islamic development finance: Evidence from Sudan. Emerging Markets Review, 12 (4). pp. 338-353. ISSN 1566-0141 Mon, 23 Apr 2012 14:23:36 +0100 http://sro.sussex.ac.uk/id/eprint/38188/ http://sro.sussex.ac.uk/id/eprint/38188/ Hearn, Bruce, Piesse, Jenifer and Strange, Roger (2012) Islamic finance and market segmentation: implications for the cost of capital. International Business Review, 12 (1). pp. 102-113. ISSN 0969-5931 Mon, 23 Apr 2012 14:18:20 +0100 http://sro.sussex.ac.uk/id/eprint/38190/ http://sro.sussex.ac.uk/id/eprint/38190/ Hearn, Bruce and Piesse, Jenifer (2010) The limited role of small stock exchanges in economic development: A case study of Mozambique and Swaziland. Development Southern Africa, 27 (2). pp. 205-224. ISSN 0376-835x Mon, 23 Apr 2012 14:14:32 +0100 http://sro.sussex.ac.uk/id/eprint/38191/ http://sro.sussex.ac.uk/id/eprint/38191/ Hearn, Bruce and Piesse, Jenifer (2010) Barriers to the development of small stock markets: A case study of Swaziland and Mozambique. Journal of International Development, 22 (7). pp. 1018-1037. ISSN 0954-1748 Mon, 23 Apr 2012 13:57:55 +0100 http://sro.sussex.ac.uk/id/eprint/38193/ http://sro.sussex.ac.uk/id/eprint/38193/ Hearn, Bruce (2010) Time varying size and liquidity effects in South Asian equity markets: A study of blue-chip industry stocks. International Review of Financial Analysis, 19 (4). pp. 242-257. ISSN 1057-5219 Mon, 23 Apr 2012 13:22:55 +0100 http://sro.sussex.ac.uk/id/eprint/38195/ http://sro.sussex.ac.uk/id/eprint/38195/ Hearn, Bruce (2010) Size and liquidity effects in Japanese regional stock markets. Journal of Japanese and International Economies, 25 (2). pp. 157-181. ISSN 0889-1583 Mon, 23 Apr 2012 13:18:22 +0100 http://sro.sussex.ac.uk/id/eprint/38196/ http://sro.sussex.ac.uk/id/eprint/38196/ Hearn, Bruce (2011) Development strategy in offshore markets: evidence from the Channel Islands. Journal of Economic Studies, 38 (1). pp. 30-51. ISSN 0144-3585