Article

Aussenegg, Wolfgang, Jelic, Ranko, Chen, Louisa and Maringer, Dietmar (2016) Does market liquidity risk affect Euro corporate bond returns more seriously in stress periods? Bank Underground [Weblog article, 27 October 2016].

Baranova, Yuliya, Chen, Louisa and Vause, Nicholas (2015) Has corporate bond market liquidity fallen? Bank Underground.

Bicu-Lieb, Andreea, Chen, Louisa and Elliott ⁠, David (2020) The leverage ratio and liquidity in the gilt and gilt repo markets. Journal of Financial Markets, 48. a100510 1-29. ISSN 1386-4181

Hearn, Bruce (2016) A comparison of the efficacy of liquidity, momentum, size and book-to-market value factors in equity pricing on a heterogeneous sample: evidence from Asia. Financial Markets, Institutions And Instruments, 25 (4). pp. 253-330. ISSN 0963-8008

Hearn, Bruce, Phylaktis, Kate and Piesse, Jenifer (2017) Expropriation risk by block holders, institutional quality and expected stock returns. Journal of Corporate Finance, 45. pp. 122-149. ISSN 0929-1199

Hearn, Bruce and Piesse, Jenifer (2013) Firm level governance and institutional determinants of liquidity: evidence from Sub Saharan Africa. International Review of Financial Analysis, 28. pp. 93-111. ISSN 1057-5219

Jory, Surendranath R and Ngo, Thanh N (2010) Evidence and Implications of Increases in Trading Volume Around Seasoned Equity Offerings. Journal of Financial and Economic Practice, 10 (2). pp. 45-59. ISSN 1937-6820

Ngo, Thanh N and Jory, Surendranath (2008) International evidence on the relationship between trading volume and serial correlation in stock returns. Global Journal of Finance and Banking Issues, 2 (2). pp. 1-13. ISSN 1933-3439

Reports and working papers

Bicu, Andreea, Chen, Louisa and Elliott, David (2017) The leverage ratio and liquidity in the gilt and repo markets. Working Paper. Bank of England, London.

Conference or Workshop Item

Lari Dashtbayaz, Mahmoud (2012) Cash flow accounting and the cost of debt. In: 35th Annual Congress of the European Accounting Association, 9-11 May 2012, Ljubljana, Slovenia.

Thesis

González Carreras, Francisco Jose (2012) Does microfinance have an impact? Three quantitative approaches in rural areas of Bangladesh and Andhra Pradesh, India. Doctoral thesis (PhD), University of Sussex.