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

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

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'.

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

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.

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

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. 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.

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

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.

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 Cerrato, M. (2006) 'Panel data tests of PPP: A critical overview'. Applied Financial Economics, 16 (1-2). pp. 73 - 91. ISSN: 0960-3107

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

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

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

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

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. 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

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

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

Moore, T., Green, CJ. and Murinde, V. (2005) 'Portfolio behaviour in a flow of funds model for the household in India'. The Journal of Development Studies, 41 (4). pp. 675 - 702. ISSN: 0022-0388

Caporale, GM., Howells, P. and Soliman, AM. (2005) 'Endogenous growth models and stock market development: Evidence from four countries'. Review of Development Economics, 9 (2). pp. 166 - 176. ISSN: 1363-6669

Caporale, GM., Ntantamis, C., Pantelidis, T. and Pittis, N. (2005) 'The BDS test as a test for the adequacy of a GARCH(1,1) specification: A Monte Carlo study'. Journal of Financial Econometrics, 3 (2). pp. 282 - 309. ISSN: 1479-8409

Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis'. International Journal of Finance and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307

Caporale, GM., Cipollini, A. and Demetriades, PO. (2005) 'Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity'. Journal of International Money and Finance, 24 (1). pp. 39 - 53. ISSN: 0261-5606

Caporale, GM., Panopoulou, E. and Pittis, N. (2005) 'The Feldstein-Horioka puzzle revisited: a Monte Carlo study'. Journal of International Money and Finance, 24 (7). pp. 1143 - 1149. ISSN: 0261-5606

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates'. Open Economies Review, 16 (2). pp. 107 - 133. ISSN: 0923-7992

Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for contagion: a conditional correlation analysis'. Journal of Empirical Finance, 12 (3). pp. 476 - 489. ISSN: 0927-5398

Caporale, GM. and Gil-Alana, LA. (2005) 'Fractional cointegration and aggregate money demand functions'. The Manchester School, 73 (6). pp. 737 - 753. ISSN: 1467-9957

Mallick, S. and Moore, T. (2005) 'Impact of World Bank lending in an adjustment-led growth model'. Economic Systems, 29 (4). pp. 366 - 383. ISSN: 0939-3625 Open Access Link