Items where Research Group is "Applied Econometrics And Finance

In Press

Kummer, Michael, Slivko, Olga and Zhang, Michael (Xiaoquan) (2019) Economic downturn and volunteering: Do economic crises affect content generation on Wikipedia. Information Systems Research. ISSN 1047-7047 (In Press)

Published

Bounader, Lahcen and Doukali, Mohamed (2019) Firm-Level Data and Monetary Policy: The Case of a Middle Income Country.

Bowen, Frances, Brock, Mike, Craske, James ORCID: https://orcid.org/0000-0001-6096-0888 and Lu, Liang (2019) Response to Ofwat consultation on driving transformational innovation in the sector. Centre for Competition Policy.

Brown, Alasdair and Reade, J. James (2019) The wisdom of amateur crowds: Evidence from an online community of sports tipsters. European Journal of Operational Research, 272 (3). pp. 1073-1081. ISSN 0377-2217

Brown, Alasdair, Reade, J. James and Vaughan Williams, Leighton (2019) When are prediction market prices most informative? International Journal of Forecasting, 35 (1). pp. 420-428. ISSN 0169-2070

Brown, Alasdair and Yang, Fuyu (2019) The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting. International Journal of Forecasting, 35 (1). pp. 288-296. ISSN 0169-2070

Brunnschweiler, Christa N. ORCID: https://orcid.org/0000-0002-8610-6433 and Lujala, Päivi (2019) Economic backwardness and social tension. The Scandinavian Journal of Economics, 121 (2). pp. 482-516. ISSN 0347-0520

Deutscher, Elias and Kummer, Michael (2019) Response to Competition and Markets Authority: Call for information - Digital Mergers. UNSPECIFIED.

Doukali, Mohamed and Belinga, Vincent (2019) The Moroccan New Keynesian Phillips Curve: A Structural Econometric Analysis.

Gu, Ariel ORCID: https://orcid.org/0000-0002-3993-8165 and Yoo, Hong Il (2019) Vcemway: A one-stop solution for robust inference with multiway clustering. Stata Journal, 19 (4). pp. 900-912. ISSN 1536-867X

Henckel, Timo, Menzies, Gordon, Moffatt, Peter and Zizzo, Daniel (2019) Three dimensions of central bank credibility and inferential expectations: The Euro zone. Journal of Macroeconomics, 60. pp. 294-308. ISSN 0164-0704

Kummer, Michael and Schulte, Patrick (2019) When private information settles the bill: Money and privacy in Google’s market for smartphone applications. Management Science, 65 (8). 3470–3494. ISSN 0025-1909

Moffatt, Peter (2019) Data Analysis. In: Handbook of Research Methods and Applications in Experimental Economics. Edward Elgar. ISBN 9781788110556

Nikoloulopoulos, Aristidis K. ORCID: https://orcid.org/0000-0003-0853-0084 and Moffatt, Peter (2019) Coupling couples with copulas: analysis of assortative matching on risk attitude. Economic Inquiry, 57 (1). pp. 654-666. ISSN 0095-2583

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2019) Communication networks, externalities and the price of information. The RAND Journal of Economics, 50 (2). pp. 481-502. ISSN 0741-6261

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364, Stoja, Evarist and Windmeijer, Frank (2019) Telling tales from the tails: high-dimensional tail interdependence. Journal of Applied Econometrics, 34 (5). pp. 779-794. ISSN 0883-7252

Yin, Yun and Moffatt, Peter (2019) Correcting the bias in the Practitioner Black-Scholes method. Journal of Risk and Financial Management, 12 (4). ISSN 1911-8066