Centre for Economics and Financial Econometrics Research publications

Economic Policy publications

Anbarci, Nejat and Nick Feltovich
Directed Search, Coordination Failure and Seller Profits: An Experimental Comparison of Posted Pricing with Single and Multiple Prices. Forthcoming, International Economic Review.

Megan Leonard, T.D. Stanley & Chris Doucouliagos
Does the UK Minimum Wage Reduce Employment? Forthcoming, British Journal of Industrial Relations

Anbarci, Nejat and C.J. Sun
Robustness of Intermediate Agreements and Bargaining Solutions, 2013, Games and Economic Behavior, 77(1): 367-376.

Hayat Aziz, Bahodir Ganiev and Xueli Tang
Expectations of Future Income and Real Exchange Rate Movements, 2013, Journal of Banking and Finance, 37: 1274-1285.

Colombo, Luca and Paola Labrecciosa
How should commodities be taxed? A supergame-theoretic analysis, 2013, Journal of Public Economics, 97:196-205.

Colombo, Luca and Paola Labrecciosa
Oligopoly exploitation of a private property productive asset, 2013, Journal of Economic Dynamics and Control, 37: 838-853.

Doucouliagos, Hristos and Patrice Laroche
Unions and Intangible Capital, 2013, Industrial Relations, 52(2): 467-491.

Johnston D and W. Lee
Extra Status and Extra Stress: Are Promotions Good for Us? 2013, Industrial and Labor Relations Review, 66:32-54.

Anbarci, Nejat and Nick Feltovich
Simultaneous Bargaining with Random Implementation: An Experimental Study, 2012, Games and Economic Behavior, 76: 495-514.

Hristos Doucouliagos, T.D. Stanley and Janto Haman
Pay for Performance and Governance Reform, 2012, Industrial Relations, 51(3): 670-703.

Doucouliagos, Hristos, T.D. Stanley and Margaret Giles
Is the Value of Life Exaggerated? 2012, Journal of Health Economics, 31: 197-206.

Silvers, Randy
The Value of Information in a Principal-Agent Model with Moral Hazard: The Ex Post Contracting Case, 2012, Games and Economic Behavior, 74: 352-365.

Johnston D and W. Lee
Climbing the Job Ladder: New Evidence of Gender Inequity, 2012, Industrial Relations: A Journal of Economy and Society, 51: 129-151.

Vaidya, Samarth and S. Skaperdas
Persuasion as a contest, 2012, Economic Theory, 51: 465-486.

Anbarci, Nejat and John Boyd III
Nash Demand Game and the Kalai-Smorodinsky Solution, 2011,Games and Economic Behavior, 71: 14-22.

Gahramanov, Emin and Ratbek Dzhumashev
A comment on A Dynamic Portfolio Model of Tax Evasion: Comparative Statics of Tax Rates and its Implication for Economic Growth, 2011, Journal of Economic Dynamics and Control, 35: 253-256.

Bandyopadhyay, Debasis and Xueli Tang
Parental Nurturing and Adverse Effects of Redistribution, 2011,Journal of Economic Growth, 16: 71-98.

Djankov, Simeon., Caroline Freund and Pham Cong
Trading on Time, 2010, Review of Economics and Statistics, 92: 166-173.

Scarborough, Helen and Bennett, Jeff

2012 Cost-benefit analysis and distributional preferences: a choice modelling approach, Edward Elgar Publishing, Cheltenham, England.

Stanley, T. D. and Doucouliagos, Hristos

2012 Meta-regression analysis in economics and business, Routledge, Oxon, England.

Editorships

Professor Pasquale M Sgro

Co-Editor of Journal of International Trade and Economic Development published by Routledge (U.K. and U.S.A).

Professor Chris Doucouliagos

Associate Editor of Journal of Economic Surveys published by Wiley.

Member of editorial board of European Journal of Political Economy published by Elsevier.

Member of editorial board of Sustainability Accounting, Management and Policy Journal published by Emerald.

Associate Professor Mehmet Ulubasoglu

Member of editorial board of Journal of International Trade and Economic Development published by Routledge (U.K. and U.S.A).

Financial Econometrics Group

Westerlund, J., and Narayan, P.K., 2013 Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets, Journal of Futures Markets (In Press).

Narayan, P.K., and Narayan, S., 2013 Psychological Oil Price Barrier and Firm Returns, Journal of Behavioral Finance (In Press).

Westerlund, J., and Narayan, P.K., 2012 Does the Choice of Estimator Matter for Forecasting Returns, Journal of Banking and Finance, 36, 2632-2640.

Narayan, P.K., Mishra, M., Narayan S., 2011 Do Market Capitalisations and Stocks Traded Converge? New Global Evidence, Journal of Banking and Finance, 35, 2771-2781.

Narayan, P.K., and Sharma, S., 2011 New Evidence on Oil Price and Firm Returns, Journal of Banking and Finance, 35, 3253-3262.

Makin, T., and Narayan, P.K., 2011 Have Domestic or Foreign Factors driven European External Imbalances, Journal of International Money and Finance, 30, 537-546.

Narayan, P.K., Narayan, S., and Mishra, S., 2011 Do Remittances Induce Inflation? Fresh Evidence from Developing Countries, Southern Economic Journal, 77, 914-933.

Narayan, P.K., 2010 What Drives Stock Markets Over Short Horizons? Evidence from Emerging Markets, Quantitative Finance, 11, 261-269.

Narayan, P.K., and Zheng, X., 2010 Market Liquidity Risk Factor and Financial Market Anomalies: Evidence from the Chinese Stock Market, Pacific-Basin Finance Journal, 18, 509-520.

Narayan, P.K., and Popp, S., 2010 A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time, Journal of Applied Statistics, 37, 1425-1438.

Thuraisamy, K., Gannon, G. 2013. Modelling the sovereign linkages of key Latin American economies. Journal of International Financial Markets, Institutions and Money.  23, 222-239.

Hayat, Aziz, Ganiev, Bahodir and Tang, Xueli (forthcoming), Expectations of future income and real exchange rate movements, Journal of Banking and Finance


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