Finance, Economics, Accounting and Analytics

Type	Division
School	Business

Latest research outputs

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Modified Brownian Motion Approach to Modelling Returns Distribution

Dhesi, G, Shakeel, MB and Xiao, L (2016). Modified Brownian Motion Approach to Modelling Returns Distribution. Wilmott. 82, pp. 74-77. https://doi.org/10.1002/wilm.10494

Journal article

Exploring the Curriculum gap: An analysis of Management Accounting topics and skills

Howard, A and Warwick, J (2016). Exploring the Curriculum gap: An analysis of Management Accounting topics and skills. Chartered Association of Business Schools Learning, Teaching and Student Experience. York 28 - 29 Apr 2015

Conference paper

Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices

Dhesi, G and Ausloos, M (2016). Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 93 (6). https://doi.org/10.1103/PhysRevE.93.062115

Journal article

Early Global Trotters and their Entrepreneurial Employment Practices. A Case Study of the Colonial Hong Kong Government, 1845–1850.

Cai, QQ, Cheung, C and Kwong, C (2016). Early Global Trotters and their Entrepreneurial Employment Practices. A Case Study of the Colonial Hong Kong Government, 1845–1850. Journal of Entrepreneurship in Emerging Economies. 8 (3), pp. 378-384. https://doi.org/10.1108/JEEE-07-2016-0022

Journal article

Constructing a historical case for the teaching of business and management subjects – public and private multinational enterprises in colonial Hong Kong

Cheung, C (2016). Constructing a historical case for the teaching of business and management subjects – public and private multinational enterprises in colonial Hong Kong. Journal of Entrepreneurship in Emerging Economies. 8 (3), pp. 355-377. https://doi.org/10.1108/jeee-03-2015-0025

Journal article

Exploitative Learning and Entrepreneurial Opportunity Recognition of a Family Business in Hong Kong during and after the Second World War

Cheung, C (2016). Exploitative Learning and Entrepreneurial Opportunity Recognition of a Family Business in Hong Kong during and after the Second World War. Journal of Entrepreneurship in Emerging Economies. 8 (3), pp. 321-334. https://doi.org/10.1108/JEEE-06-2015-0035

Journal article

The Prevalence of Mathematical Anxiety in a Business School: A Comparative Study Across Subject Areas

Howard, A and Warwick, J (2016). The Prevalence of Mathematical Anxiety in a Business School: A Comparative Study Across Subject Areas. International Journal of Social Sciences & Educational Studies. 3 (2), pp. 4-25.

Journal article

Understanding Chinese entrepreneurship from a historical perspective: What can we Learn from our Entrepreneurship heritage and How? [Editorial]

Cheung, C, Zheng, V, Kwong, C and Wong, SL (2016). Understanding Chinese entrepreneurship from a historical perspective: What can we Learn from our Entrepreneurship heritage and How? [Editorial]. Journal of Entrepreneurship in Emerging Economies. 8 (3), pp. 298-303. https://doi.org/10.1108/JEEE-07-2016-0021

Journal article

Bank Size, Risk-taking and Capital Regulation in Bangladesh

Rahman, M.M., Zheng, C. and Ashraf, B. (2015). Bank Size, Risk-taking and Capital Regulation in Bangladesh. Eurasian Journal of Business and Economics. 8 (15), pp. 95-114. https://doi.org/10.17015/ejbe.2015.015.05

Journal article

Shareholder protection, creditor rights and bank dividend policies

Ashraf, B.N. and Zheng, C. (2015). Shareholder protection, creditor rights and bank dividend policies. China Finance Review International. 5 (2).

Journal article

Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector

Ashraf, B., Arshad, S., Rahman, M.M., Kamal, M.A. and Khan, K. (2015). Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector. Journal of Financial Engineering. 2 (1). https://doi.org/10.1142/S2345768615500099

Journal article

Signatures of systems with non-exchangeable lifetimes: some implications in the analysis of financial risk

Cerqueti, R and Spizzichino, F. (2015). Signatures of systems with non-exchangeable lifetimes: some implications in the analysis of financial risk. in: Kitzos, C (ed.) Springer Proceedingsin Mathematics & Statistics Springer.

Book chapter

Approximating Markov Chains for Bootstrapping and Simulation

Cerqueti, R., Falbo, P., Guastaroba, G. and Pelizzari, C. (2015). Approximating Markov Chains for Bootstrapping and Simulation. in: Steland, A (ed.) Stochastic Models, Statistics and Their Applications,Springer Proceedings in Mathematics & Statistics Switzerland Springer.

Book chapter

The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange

Bartolacci, F., Castellano, N.G. and Cerqueti, R. (2015). The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange. Technology Analysis & Strategic Management. 27 (1), pp. 102-123. https://doi.org/10.1080/09537325.2014.952624

Journal article

Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity

Cerqueti, R. and Ventura, M. (2015). Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity. The B.E. Journal of Theoretical Economics. 15 (2). https://doi.org/10.1515/bejte-2013-0104

Journal article

Risk and uncertainty in the patent race: a probabilistic model

Cerqueti, R and Ventura, M (2015). Risk and uncertainty in the patent race: a probabilistic model. IMA Journal of Management Mathematics. 26 (1), pp. 39-62. https://doi.org/10.1093/imaman/dpt020

Journal article

On the coexistence of innovators and imitators

Cerqueti, R., Tramontana, F. and Ventura, M. (2015). On the coexistence of innovators and imitators. Technological Forecasting and Social Change. 90 (B), pp. 487-496. https://doi.org/10.1016/j.techfore.2014.03.011

Journal article

A review of aggregation techniques for agent-based models: understanding the presence of long-term memory

Cerqueti, R. and Rotundo, G. (2015). A review of aggregation techniques for agent-based models: understanding the presence of long-term memory. Quality & Quantity. 49 (4), pp. 1693-1717. https://doi.org/10.1007/s11135-014-9995-9

Journal article

Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data

Cerqueti, R. and Ausloos, M. (2015). Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data. Physica A: Statistical Mechanics and its Applications. 421, pp. 187-207. https://doi.org/10.1016/j.physa.2014.11.027

Journal article

Corruptibility and tax evasion

Cerqueti, R. and Coppier, R. (2015). Corruptibility and tax evasion. European Journal of Law and Economics. 39 (2), pp. 355-373. https://doi.org/10.1007/s10657-013-9406-z

Journal article

Approximating multivariate Markov chains for bootstrapping through contiguous partitions

Cerqueti, R., Falbo, P., Guastaroba, G. and Pelizzari, C. (2015). Approximating multivariate Markov chains for bootstrapping through contiguous partitions. OR Spectrum. 37 (3), pp. 803-841. https://doi.org/10.1007/s00291-015-0397-8

Journal article

Socio-economical analysis of Italy: The case of hagiotoponym cities

Cerqueti, R. and Ausloos, M. (2015). Socio-economical analysis of Italy: The case of hagiotoponym cities. The Social Science Journal. 52 (4), pp. 561-564. https://doi.org/10.1016/j.soscij.2015.03.004

Journal article

Cross ranking of cities and regions: population versus income

Cerqueti, R. and Ausloos, M. (2015). Cross ranking of cities and regions: population versus income. Journal of Statistical Mechanics: Theory and Experiment. 2015 (7), pp. P07002-P07002. https://doi.org/10.1088/1742-5468/2015/07/p07002

Journal article

Effect of religious rules on time of conception in Romania from 1905 to 2001

Herteliu, C., Ileanu, B.V., Ausloos, M. and Rotundo, G. (2015). Effect of religious rules on time of conception in Romania from 1905 to 2001. Human Reproduction. 30 (9), pp. 2202-2214. https://doi.org/10.1093/humrep/dev129

Journal article

Teaching mathematical modelling: demonstrating enrichment and elaboration

Warwick, J (2015). Teaching mathematical modelling: demonstrating enrichment and elaboration. International Journal of Mathematics Learning and Teaching. 2015 (20 Jan).

Journal article

The Dependence Structure in Credit Risk between Money and Derivatives Markets: A Time-Varying Conditional Copula Approach

Wu, W. and McMillan. D. (2014). The Dependence Structure in Credit Risk between Money and Derivatives Markets: A Time-Varying Conditional Copula Approach. Managerial Finance. 40 (8), pp. 758-769. https://doi.org/10.1108/MF-07-2013-0184

Journal article

Non-Parametric Estimation of Copula Parameters: Testing for Time-Varying Correlation

Gong, J., Wu, W., McMillan. D and Shi, D. (2014). Non-Parametric Estimation of Copula Parameters: Testing for Time-Varying Correlation. Studies in Nonlinear Dynamics & Econometrics. 19 (1), pp. 93-106. https://doi.org/10.1515/snde-2012-0089

Journal article

National culture and dividend policy: International evidence from banking

Zheng, C. and Ashraf, B.N. (2014). National culture and dividend policy: International evidence from banking. Journal of Behavioral and Experimental Finance. 3, pp. 22-40. https://doi.org/10.1016/j.jbef.2014.07.002

Journal article

A disutility-based drift control for exchange rates

Castellano, R, Cerqueti, R and D'Ecclesia, R. L (2014). A disutility-based drift control for exchange rates. Optimization. 63 (2), pp. 255-269. https://doi.org/10.1080/02331934.2011.641016

Journal article

A quantitative view on policymakers’ goal, institutions and tax evasion

Bovi, M and Cerqueti, R (2014). A quantitative view on policymakers’ goal, institutions and tax evasion. Quality & Quantity. 48 (3), pp. 1493-1510. https://doi.org/10.1007/s11135-013-9849-x

Journal article

Mean–Variance portfolio selection in presence of infrequently traded stocks

Castellano, R and Cerqueti, R (2014). Mean–Variance portfolio selection in presence of infrequently traded stocks. European Journal of Operational Research. 234 (2), pp. 442-449. https://doi.org/10.1016/j.ejor.2013.04.024

Journal article

Exhaustion of resources: a marked temporal process framework

Cerqueti, R (2014). Exhaustion of resources: a marked temporal process framework. Stochastic Environmental Research and Risk Assessment. 28 (4), pp. 1023-1033. https://doi.org/10.1007/s00477-013-0798-7

Journal article

Symmetries of systems with spatially bounded domains

Cerqueti, R and Sarnari, F (2014). Symmetries of systems with spatially bounded domains. Journal of Advanced Research in Dynamical and Control Systems. 6 (1), pp. 11-25.

Journal article

Benford’s law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions

Mir, T. A, Ausloos, M and Cerqueti, R (2014). Benford’s law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions. The European Physical Journal B. 87 (11). https://doi.org/10.1140/epjb/e2014-50525-2

Journal article

Starting and growing a venture at a time of economic crisis - practical legal and policy considerations

Cheung, C. (2014). Starting and growing a venture at a time of economic crisis - practical legal and policy considerations. Journal of General Management. 40 (1), pp. 97-105. https://doi.org/10.1177/030630701404000106

Journal article

Dynamic Linkages in Credit Risk: Modeling the Time-Varying Correlation between the Money and Derivatives Markets over the Crisis Period

Wu, W. and McMillan, D. (2013). Dynamic Linkages in Credit Risk: Modeling the Time-Varying Correlation between the Money and Derivatives Markets over the Crisis Period. Journal of Risk. 16 (2), p. 51–59. https://doi.org/10.21314/JOR.2013.270

Journal article