Items where Author, Editor or other role is "Morelli, David"
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| Bevilacqua, Mattia, Morelli, David A., Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77 . Article Number 101832. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101832) (KAR id:89461) |
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| Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2020) Asymmetric implied market volatility and terrorist attacks. International Review of Financial Analysis, 67 . Article Number 101417. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101417) (KAR id:79243) |
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| Bevilacqua, Mattia (2019) The Information Content of Decomposed Implied Volatility and Skewness Measures. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:75687) |
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| Bevilacqua, Mattia, Morelli, David, Tunaru, Radu (2019) The Determinants of the Model-Free Positive and Negative Volatilities. Journal of International Money and Finance, 92 . pp. 1-24. ISSN 0261-5606. E-ISSN 1873-0639. (doi:10.1016/j.jimonfin.2018.12.003) (KAR id:70980) |
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| Hosseini, Seyedmehdi (2021) Stock Market and Its Determinants: Three Empirical Studies. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.88049) (KAR id:88049) |
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| Jayakody, Shashitha, Morelli, David A., Nica, Melania, Oberoi, Jaideep (2024) Trust and employment protection legislation. Economics Letters, 234 . Article Number 111441. ISSN 0165-1765. (doi:10.1016/j.econlet.2023.111441) (KAR id:104504) |
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| Jayakody, Shashitha, Morelli, David A., Oberoi, Jaideep S (2023) Political uncertainty, corruption, and corporate cash holdings. Journal of Corporate Finance, 82 . Article Number 102447. ISSN 0929-1199. (doi:10.1016/j.jcorpfin.2023.102447) (KAR id:102225) |
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| Jayakody, Shashitha Gimhani (2023) Essays on Political Economy and Finance. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.99832) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:99832) |
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| Morelli, David A., Vioto, Davide (2020) Assessing the contribution of China’s financial sectors to systemic risk. Journal of Financial Stability, 50 . Article Number 100777. ISSN 1572-3089. (doi:10.1016/j.jfs.2020.100777) (KAR id:82958) |
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| Morelli, David A. (2014) Momentum Profits and conditional time-varying systematic risk. Journal of International Financial Markets, Institutions and Money, 29 (1). pp. 242-255. ISSN 1042-4431. (doi:10.1016/j.intfin.2013.11.007) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:46743) |
| Morelli, David A. (2012) Security returns, beta, size and book-to-market equity: Evidence from the Shanghai A-share market. Review of Quantitative Finance and Accounting, 38 (1). pp. 47-60. ISSN 0924-865X. (doi:10.1007/s11156-010-0218-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:25703) |
| Morelli, David A. (2011) Joint Conditionality in Testing the Beta-Return Relationship: Evidence Based on the UK Stock Market. Journal of International Financial Markets, Institutions and Money, 21 (1). pp. 1-13. ISSN 1042-4431. (doi:10.1016/j.intfin.2010.05.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:25565) |
| Morelli, David A. (2010) European Capital Market Integration: An Empirical Study Based on an European Asset Pricing Model. Journal of International Financial Markets, Institutions and Money, 20 (4). pp. 363-375. ISSN 1042-4431. (doi:10.1016/j.intfin.2010.03.007) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:25466) |
| Morelli, David A. (2009) Capital Market Integration – Evidence from the G7 Countries. Applied Financial Economics, 19 (13). pp. 1043-1057. ISSN 1466-4305. (doi:10.1080/09603100802167262) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:25467) |
| Morelli, David A. (2007) Beta, size, book-to-market equity and returns: A study based on UK data. Journal of Multinational Financial Management, 17 (3). pp. 257-272. ISSN 1042-444X. (doi:10.1016/j.mulfin.2006.12.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:2938) |
| Morelli, David A. (2003) Capital Asset Pricing Models on UK Securities using ARCH. Applied Financial Economics, 13 (3). pp. 211-223. ISSN 0960-3107. (doi:10.1080/09603100110115174) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9219) |
| Morelli, David A. (2002) 'The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility. Empirical Evidence Based on UK Data'. International Review of Financial Analysis, 11 (1). pp. 101-110. ISSN 1057-5219. (doi:10.1016/S1057-5219(01)00066-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9217) |
| Morelli, David A. (2002) 'The Robustness of Tests of Structural Change in Equity Returns using Factor Analysis'. Applied Economics, 34 (part 2). pp. 241-252. ISSN 0003-6846. (doi:10.1080/00036840110036279) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9218) |
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| Quaye, Enoch Nii Boi (2021) Volatility Relations in Stocks, Dividends and Lifetime Income. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.87942) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:87942) |
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| Vioto, Davide (2019) Modeling and Testing the Evolution of Systemic Risk and Herding Behavior in Financial Markets. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:80377) |
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