Caporale, GM. and Gregoriou, A. (2009) 'Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?'. Applied Economics Letters, 16 (3). pp. 223 - 226. ISSN: 1350-4851

Caporale, GM. and Gil-Alana, LA. (2009) 'Persistence in US interest rates: is it stable over time?'. Quantitative and Qualitative Analysis in Social Sciences, 3 (1). pp. 63 - 77. ISSN: 1752-8925

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2009) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'.

Mase, B. (2009) 'The impact of name changes on company value'. Managerial Finance, 35 (4). pp. 316 - 324. ISSN: 0307-4358

Caporale, GM. and Soliman, AM. (2009) 'The asymmetric effects of a common monetary policy in Europe'. Journal of Economic Integration, 24 (3). pp. 455 - 475. ISSN: 1225-651X

Moore, T. (2009) 'Soft budget constraints in EU transition economy enterprises'. International Finance, 12 (3). pp. 411 - 430. ISSN: 1367-0271

Caporale, GM., Serguieva, A., Tsang, E. and Yager, R. (2009) 'Editorial: Risk analysis in complex systems: intelligent systems in finance'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 1 - 3. ISSN: 1099-1174

Caporale, GM., Serguieva, A. and Wu, H. (2009) 'Financial contagion: evolutionary optimization of a multinational agent-based model'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 111 - 125. ISSN: 1055-615X

Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925

Caporale, GM. and Gil-Alana, LA. (2009) 'Multiple shifts and fractional integration in the US and UK unemployment rates'. Journal of Economics and Finance, 33 (4). pp. 364 - 375. ISSN: 1055-0925

Caporale, GM. and Gil-Alana, LA. (2009) 'A multivariate long-memory model with structural breaks'. Journal of Statistical Computation and Simulation, 79 (8). pp. 1001 - 1013. ISSN: 0094-9655

Caporale, GM. and Kontonikas, A. (2009) 'The Euro and inflation uncertainty in the European Monetary Union'. Journal of International Money and Finance, 28 (6). pp. 954 - 971. ISSN: 0261-5606 Open Access Link

Caporale, GM., Georgellis, Y., Tsitsianis, N. and Yin, YP. (2009) 'Income and happiness across Europe: do reference values matter?'. Journal of Economic Psychology, 30 (1). pp. 42 - 51. ISSN: 0167-4870

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries'. Review of World Economics, 145 (2). pp. 189 - 206. ISSN: 1610-2878

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2009) 'Basque terrorism: police action, political measures and the influence of violence on the stock market in the Basque country'. Defence and Peace Economics, 20 (4). pp. 287 - 301. ISSN: 1024-2694

Caporale, GM. and Hanck, C. (2009) 'Cointegration tests of PPP: do they also exhibit erratic behaviour?'. Applied Economics Letters, 16 (1). pp. 9 - 15. ISSN: 1350-4851

Moore, T. (2009) 'Investment, financial liberalisation and complementary hypothesis: Panel data approach for India'. Journal of Financial Decision Making, 5 (1). pp. 1 - 15.

Wang, P. and Moore, T. (2009) 'Sudden changes in volatility: The case of five central European stock markets'. Journal of International Financial Markets, Institutions and Money, 19 (1). pp. 33 - 46. ISSN: 1042-4431 Open Access Link

Caporale, GM., Philippas, N. and Economou, F. (2008) 'Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange'. Economics Bulletin, 7 (17). pp. 1 - 13.

Moore, T. and Green, CJ. (2008) 'Flow of funds and the impact of financial controls on bank portfolio behaviour: A study of India'. European Journal of Finance, 14 (7). pp. 641 - 661. ISSN: 1351-847X

Caporale, GM., Serguieva, A. and Wu, H. (2008) 'A mixed-game agent-based model for simulating financial contagion'.IEEE Congress on Evolutionary Computation (CEC 2008). Hong Kong, Peoples Republic of China. 23 - 6 June. IEEE. pp. 3421 - 3426. ISSN: 1089-778X Open Access Link

Caporale, GM. and Gil-Alana, LA. (2008) 'Long memory and structural breaks in the Spanish stock market index'. Open Operational Research Journal, 2 (5). pp. 13 - 17.

Wang, P. and Moore, T. (2008) 'Stock market integration for the transition economies: Time-varying conditional correlation approach'. Manchester School, 76 (s1). pp. 116 - 133. ISSN: 1463-6786 Open Access Link

Caporale, GM. and Cerrato, M. (2008) 'Black market and official exchange rates: long-run equilibrium and short-run dynamics'. Review of International Economics, 16 (3). pp. 401 - 412. ISSN: 0965-7576

Babalos, V., Caporale, GM., Kostakis, A. and Philippas, N. (2008) 'Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market'. European Journal of Finance, 14 (8). pp. 735 - 753. ISSN: 1351-847X

Mallick, S. and Moore, T. (2008) 'Foreign capital in a growth model'. The Review of Development Economics, 12 (1). pp. 143 - 159. ISSN: 1363-6669

Anyfantakis, C., Caporale, GM. and Pittis, N. (2008) 'Parameter instability and forecasting performance: a Monte Carlo study'. International Journal of Business Forecasting and Marketing Intelligence,, 1 (1). pp. 1 - 201. ISSN: 1744-6635

Caporale, GM. and Gil-Alana, LA. (2008) 'Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates'. Empirica, 35 (3). pp. 241 - 253. ISSN: 0340-8744

Barassi, MR., Caporale, GM. and Hall, SG. (2008) 'A comparison between tests for changes in the adjustment coefficients in cointegrated systems'. Journal of Statistical Computation and Simulation, 78 (1). pp. 1 - 17. ISSN: 0094-9655

Caporale, GM. and Gil-Alana, LA. (2008) 'Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks'. Computational Statistics and Data Analysis, 52 (11). pp. 4998 - 5013. ISSN: 0167-9473

Caporale, GM. and Gil-Alana, LA. (2008) 'Mean reversion in the Nikkei, Standard and Poor and Dow Jones indices'. Journal of Money, Investment and Banking, 5. pp. 13 - 27.

Cai, X., Liu, GS. and Mase, B. (2008) 'The long-run performance of initial public offerings and its determinants: The case of China'. Review of Quantitative Finance and Accounting, 30 (4). pp. 419 - 432. ISSN: 0924-865X

Mase, B. (2008) 'Comovement in the FTSE 100 Index'. Applied Financial Economics Letters, 4 (1). pp. 9 - 12. ISSN: 1744-6546

Mase, B. (2008) 'A change of focus: Stock market reclassification in the UK'. The European Journal of Finance, 14 (3). pp. 179 - 193. ISSN: 1351-847X

Ghatak, S. and Moore, T. (2007) 'Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR'.

Mase, B. (2007) 'The Impact of Changes in the FTSE 100 Index'. Financial Review, 42 (3). pp. 461 - 484.

Mase, B. (2007) 'The impact of changes in the FTSE 100 index'. The Financial Review, 42 (3). pp. 461 - 484. ISSN: 0732-8516 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2007) 'Long-range forecasting of the S&P 500 stock market index using fractional integration techniquesi'. Journal of Financial Forecasting, 1 (1). pp. 71 - 82.

Caporale, GM. and Gil-Alana, LA. (2007) 'Testing for deterministic and stochastic cycles in macroeconomic time series'. Empirica, 34 (2). pp. 155 - 169. ISSN: 0340-8744

Moore, T. (2007) 'Has the entry to the EU altered the dynamic link of the stock returns for the emerging markets?'. Applied Financial Economics, 17 (17). pp. 1431 - 1446. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2007) 'The stochastic unit root model and fractional integration: an extension to the seasonal case'. Applied Stochastic Models and Data Analysis, 23 (5). pp. 439 - 453. ISSN: 1524-1904

Caporale, GM. and Gil-Alana, LA. (2007) 'Non-linearities and fractional integration in the US unemployment rate'. Oxford Bulletin of Economics and Statistics, 69 (4). pp. 521 - 544. ISSN: 0305-9049

Moore, T. and Wang, P. (2007) 'Volatility in stock returns for new EU member states: Markov regime switching model'. International Review of Financial Analyses, 16 (3). pp. 282 - 292. ISSN: 1057-5219

Moore, T. (2007) 'India's emerging financial market: A flow of funds model'. Routledge, Taylor & Francis. ISSN 13: 9780415434096

Moore, T. and Green, CJ. (2007) 'A portfolio approach to firms’ financing decision: evidence from India using the Almost Ideal Demand System', inResearch in Accounting in Emerging Economies. , 7. pp. 355 - 377.

Moore, T. (2007) 'The Euro and Stock Markets in Hungary, Poland, and UK'. Journal of Economic Integration, 22. pp. 69 - 90.

Caporale, GM., Gil-Alana, LA. and Nazarski, M. (2007) 'Testing of nonstationarities in the unit circle, long memory processes, and day of the week effects in financial data', inAdvances In Quantitative Analysis Of Finance And Accounting (Vol. 5). WORLD SCIENTIFIC. pp. 23 - 50. ISBN 13: 9789812772213.

Mase, B. (2006) 'Investor awareness and the long-term impact of FTSE 100 index redefinitions'. Applied Financial Economics, 16 (15). pp. 1113 - 1118. ISSN: 0960-3107

Mase, B., Kyriacou, K. and Madsen, JB. (2006) 'Does inflation exaggerate the equity premium?'. Journal of Economic Studies, 33 (5). pp. 344 - 356. ISSN: 0144-3585

Kyriacou, K. and Mase, B. (2006) 'The adverse consequences of share-based pay in risky companies'. Journal of Management and Governance, 10 (3). pp. 307 - 323. ISSN: 1385-3457