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Forecasting realised volatility using regime-switching models
Ding Y, Kambouroudis D & McMillan DG (2025) Forecasting realised volatility using regime-switching models. International Review of Economics and Finance, 101, Art. No.: 104171. https://doi.org/10.1016/j.iref.2025.104171
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Board characteristics and aggressive CSR engagement: Does CSR committee provoke or restrain?
Uyar A, Al-Shaer H, Kuzey C & Karaman A (2025) Board characteristics and aggressive CSR engagement: Does CSR committee provoke or restrain?. Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-025-01403-7
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The Predictive Power of the Oil Variance Risk Premium
McMillan D & Ziadat S (2025) The Predictive Power of the Oil Variance Risk Premium. Resources Policy, 103, Art. No.: 105550. https://doi.org/10.1016/j.resourpol.2025.105550
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Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS
Humpe A, McMillan DG & Sch?ttl A (2025) Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS. Finance Research Letters, 75, Art. No.: 106869. https://doi.org/10.1016/j.frl.2025.106869
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CSR Governance Committee and Carbon Emission Performance: Does Committee Composition Matter?
Meqbel R, Alta’any M, Abweny M & Al-Shaer H (2025) CSR Governance Committee and Carbon Emission Performance: Does Committee Composition Matter?. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.3164
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The FED Model: Is it Still With Us?
McMillan D (2025) The FED Model: Is it Still With Us?. North American Journal of Economics and Finance.
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Internationalisation, waste management, and board attributes
Uyar A, Al-Shaer H, Kuzey C & Karaman A (2025) Internationalisation, waste management, and board attributes. Business Strategy and the Environment, 34 (3), pp. 3714-3738. https://doi.org/10.1002/bse.4175
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Is Portfolio Diversification Still Effective: Evidence Spanning Three Crises from the Perspective of U.S. Investors
McMillan D, Kambouroudis D & Huang R (2025) Is Portfolio Diversification Still Effective: Evidence Spanning Three Crises from the Perspective of U.S. Investors. Journal of Asset Management.
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The Role of CEO Power and Audit Committees in Cybersecurity Risk Management
Al-Shaer H, Albitar K, Derouiche I & Hussainey K (2025) The Role of CEO Power and Audit Committees in Cybersecurity Risk Management. The International Journal of Accounting.
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Risky firms, ESG, and firm value: do women undertake a particular role?
Al-Shaer H, Kuzey C, Uyar A, Karaman A & Hasnaoui A (2025) Risky firms, ESG, and firm value: do women undertake a particular role?. Journal of Accounting Literature. https://doi.org/10.1108/JAL-04-2024-0065
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Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
McMillan D (2024) Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. Journal of Forecasting. https://doi.org/10.1002/for.3219
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Building towards One Health: A Transdisciplinary Autoethnographic Approach to Understanding Perceptions of Sustainable Aquatic Foods in Vietnam
Li S, Ang SY, Hunter AM, Erdem S, Bostock J, Da CT, Nguyen NT, Moss A, Hope W, Howie C, Newton R, Casteleiro MA & Little D (2024) Building towards One Health: A Transdisciplinary Autoethnographic Approach to Understanding Perceptions of Sustainable Aquatic Foods in Vietnam. Sustainability, 16 (24), pp. 1-23, Art. No.: 10865. https://www.mdpi.com/2071-1050/16/24/10865; https://doi.org/10.3390/su162410865
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Cultivating Public Value and Accountability Beyond NPM: A Non-Western Perspective
Ang SY & Danture W (2024) Cultivating Public Value and Accountability Beyond NPM: A Non-Western Perspective. Financial Accountability and Management. https://doi.org/10.1111/faam.12426
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Do firms with more powerful CEOs and greater visibility have better social reputation?
Kuzey C, Uyar A, Al-Shaer H & Karaman A (2024) Do firms with more powerful CEOs and greater visibility have better social reputation?. International Journal of Accounting and Information Management. https://doi.org/10.1108/IJAIM-06-2024-0214
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Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties
Khasawneh M, McMillan D & Kambouroudis D (2024) Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties. International Review of Financial Analysis, 95 (A), Art. No.: 103333. https://doi.org/10.1016/j.irfa.2024.103333