School of Economics and Finance
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Recent Submissions
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CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY
(Wiley, 2024-03-18)Are corporate earnings (CE) announcements important for economic activity? We address this question using a novel identification method that combines the valuable information from CE announcements with the heteroscedasticity ... -
Mental Health Admissions to Paediatric Wards Study (MAPS): a protocol for the analysis of Hospital Episode Statistics (HES) data.
(2024-01-29)INTRODUCTION: Children and young people (CYP) presenting with a mental health (MH) crisis are frequently admitted to general acute paediatric wards as a place of safety. Prior to the pandemic, a survey in England showed ... -
Admissions to paediatric medical wards with a primary mental health diagnosis: a systematic review of the literature.
(2024-02-19)OBJECTIVE: To systematically review the literature describing children and young people (CYP) admissions to paediatric general wards because of primary mental health (MH) reasons, particularly in MH crisis. DESIGN: PubMed, ... -
Mental Health Admissions to Paediatric Wards Study (MAPS): protocol of a prospective study of mental health admissions to paediatric wards in England using surveillance and qualitative methods.
(2024-01-25)INTRODUCTION: Children and young people (CYP) presenting with a mental health (MH) crisis are frequently admitted to general acute paediatric wards as a place of safety. Prior to the pandemic, a survey in England showed ... -
Robust Inference on Correlation under General Heterogeneity
Considerable evidence in past research shows size distortion in standard tests for zero autocorrelation or zero cross-correlation when time series are not independent identically distributed random variables, pointing to ... -
Variational inference for large Bayesian vector autoregressions*
(Taylor & Francis, 2023-12-05)We propose a novel variational Bayes approach to estimate high-dimensional Vector Autoregressive (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural representation of ... -
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions
We generalize the Max Share approach to allow for simultaneous identification of a multiplicity of shocks in a Structural Vector Autoregression. Our machinery therefore overcomes the well-known drawbacks that individually ... -
Entry Barriers and Growth: The Role of Endogenous Market Structure
We use China's growth experience as a laboratory to study how reductions in administrative and regulatory entry barriers contribute to growth. We develop a model of endogenous productivity and market structure with ... -
The limits of hegemony: U.S. banks and Chilean firms in the ColdWar
(Elsevier, 2023-11-17) -
Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads
(Elsevier, 2024-03-01) -
The asymptotics of price and strategy in the buyer’s bid double auction
(2023-01-01)In a model with correlated and interdependent values/costs, we identify for the buyer’s bid double auction the asymptotic distributions of the price and of two order statistics in the first order conditions for optimal ... -
The Wall Street stampede: Exit as governance with interacting blockholders
(2022-05-01)The growth of the asset management industry has made it commonplace for firms to have multiple institutional blockholders. In such firms, the strength of governance via exit depends on how blockholders react to each other's ...