Accounting and Finance - Journal Articles

Accounting and Finance - Journal Articles

 

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  • Bowen, David A.; Hutchinson, Mark C. (2014-09-11)
    In this paper, we provide the first comprehensive UK evidence on the profitability of the pairs trading strategy. Evidence suggests that the strategy performs well in crisis periods, so we control for both risk and liquidity ...
  • Carton, Fergal; Hedman, Jonas; Dennehy, Denis; Damsgaard, Jan; Tan, Kay-Ti; McCarthy, James B. (2012)
    This paper derives a theoretical framework for consideration of both the technologically driven dimensions of mobile payment solutions, and the associated value proposition for customers. Banks promote traditional payment ...
  • Foran, Jason; Hutchinson, Mark C.; O'Sullivan, Niall (Elsevier B.V., 2015-01)
    We investigate the pricing of systematic liquidity risk in UK equities using a large sample of daily data. Employing four alternative measures of liquidity we first find strong evidence of commonality in liquidity across ...
  • Foran, Jason; Hutchinson, Mark C.; O'Sullivan, Niall (Elsevier, 2014-03)
    Using tick data covering a 12 year period including much of the recent financial crisis we provide an unprecedented examination of the relationship between liquidity and stock returns in the UK market. Previous research ...
  • Helbing, Dirk; Bishop, Steven; Conte, Rosaria; Lukowicz, Paul; McCarthy, James B. (EDP Sciences, Società Italiana di Fisica and Springer, 2012-11)
    We have built particle accelerators to understand the forces that make up our physical world. Yet, we do not understand the principles underlying our strongly connected, techno-socio-economic systems. We have enabled ...

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