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

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.

Caporale, GM., Rault, C., Sova, AM. and Sova, R. (2008) 'On the trade balance effects of free trade agreements between the EU-15 and the CEEC-4 countries'. William Davidson Institute Working Paper.Open Access Link

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

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

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

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

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.Open Access Link

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) '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

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

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 Open Access Link

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

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 Open Access Link

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

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

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

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., 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 & Accounting. Brunel University. pp. 23 - 50.Open Access Link

Kyriacou, K. (Accepted) 'The Impact of Risk on the Decision to Exercise an ESO'. Brunel University.Open Access Link

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 Open Access Link

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

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 Open Access Link

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 Open Access Link

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. 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. and Cerrato, M. (2006) 'Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics'. CESifo Working Paper.

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. (2006) 'The informativeness of insider trades: A review of the literature'. The Cyprus Journal of Sciences, 4. pp. 159 - 176. ISSN: 1450-2291

Moore, T. and Pentecost, EJ. (2006) 'The Sources of Real Exchange Rate Fluctuations in India'. , 41. pp. 9 - 23.

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

Moore, T. and Pentecost, EJ. (2006) 'An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach'. Journal of Comparative Economics, 34 (2). pp. 357 - 376. ISSN: 0147-5967 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2006) 'Modelling Structural Breaks in the Us, UK and Japanese Unemployment Rates'. CESifo Working Paper Series.

Caporale, GM. and Gil-Alana, LA. (2006) 'Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260-1994'. Empirical Economics, 31 (1). pp. 83 - 93. ISSN: 0377-7332 Open Access Link

Pentecost, EJ. and Moore, T. (2006) 'Financial liberalization in India and a new test of the complementarity hypothesis'. Economic Development and Cultural Change, 54 (2). pp. 487 - 502. ISSN: 0013-0079 Open Access Link

Caporale, GM., Pittis, N. and Spagnolo, N. (2006) 'Volatility transmission and financial crises'. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925

Moore, T., Green, CJ. and Murinde, V. (2006) 'Financial sector reforms and stochastic policy simulation: A flow of funds model for India'. Journal of Policy Modeling, 28 (3). pp. 319 - 333. ISSN: 0161-8938 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2006) 'Long memory at the long-run and the seasonal monthly frequencies in the US money stock'. Applied Economics Letters, 13 (15). pp. 965 - 968. ISSN: 1350-4851 Open Access Link

Caporale, GM. and Cerrato, M. (2006) 'Panel Data Tests Of PPP: A Critical Overview'. Applied Financial Economics, 16 (1-2). pp. 73 - 91. ISSN: 0960-3107 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2006) 'Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques'. Applied Financial Economics Letters, 2 (1). pp. 9 - 12. ISSN: 1744-6546 Open Access Link

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'Interest rate linkages: identifying structural relations'. Applied Financial Economics, 15 (14). pp. 977 - 986. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2005) 'Nelson and Plosser revisited: evidence from fractional ARIMA models'. American Journal of Applied Sciences, 2 (4). pp. 860 - 872. ISSN: 1546-9239 Open Access Link

Kyriacou, K. and Mase, B. (2005) 'Executive stock option exercises, tax, and the predictive ability of transaction value'. Journal of Derivatives Accounting, 2 (2). pp. 203 - 214. ISSN: 0219-8681 Open Access Link