Publications 2018

2018

• Chu, J., A. Florou, and Pope, Peter F., (2018). Auditor Education: Does it Matter?. European Accounting Review, 1-32.
• Elliott, M., J. Hazell, and G Co-Pierre, (2018). Systemic Risk-Shifting in Financial Networks Journal of Economic Theory, 191, 105-157.
• Faraglia, E., A. Marcet, R. Oikonomou, & A. Scott, (2018). Government Debt Management: The Long and the Short of it. Review of Economic Studies, 86(6), 2554–2604.
• George, T., C.-Y. Hwang, and Y. Li (2018). The 52-week high, q theory and the cross-section of stock returns. Journal of Financial Economics,128(1),148-163.
• Henderson, V., Hobson, D., & Tse, A. S. L. (2018). Probability weighting, stop-loss and the disposition effect. Journal of Economic Theory, 178, 360-397.
• Hobson, D., A. S. Tse, and Y. Zhu, (2018). Optimal consumption and investment under transaction costs. Mathematical Finance, 29(2), 483-506.
• Hwang, C. Y., & Li, Y. (2018). Analysts’ reputational concerns, self-censoring, and the international dispersion effect. Management Science, 64(5), 2289-2307.
• Lindenthal, T., and E.B. Johnson, (2018).  Machine Learning, Architectural Style and Property Values. The Journal of Real Estate Finance and Economics, 1-32.
• Lindenthal, T., (2018). "Machine Learning and AI in the Built Environment," Final report
• Lindenthal, T. (2018). Estimating Supply Elasticities for Residential Real Estate in the United Kingdom. Comprehensive Geographic Information Systems: Socio-economic applications. Elsevier.
• Reddy, B. V. (2018). The Fat Controller: Slimming Down the Excesses of Controlling Shareholders in UK Listed Companies. Oxford Journal of Legal Studies, 38(4), 733-763
• Tehranchi, M., (2018). "A Black-Scholes inequality: applications and generalisation," Finance & Stochastics, 24, 1–38.