Core Research Themes:
- Empirical Corporate Finance:??firm efficiency and performance, equity finance, IPOs, corporate governance, behavioural finance, dividend policy, capital structure, corporate bonds.
- Empirical Banking: Bank productivity, efficiency, and performance, bank risk management, bank competition and regulation, syndicated lending, bank corporate governance, bank globalisation.?
- Empirical Asset Pricing: portfolio management and analysis, asset price volatility, option pricing, stock returns and predictability, stock price synchronisation, stock market internationalisation.
- Quantitative finance and banking (applications):?Financial economics and econometrics, implications of heterogeneous distributions and long-memory in testing market efficiency and modelling dynamic interdependence.
Cross-Disciplinary Research Themes:
When an opportunity arises, members of CERFIB also engage in research into the following broad cross-disciplinary research themes.
- Real Effects of Finance and Banking:?Explore the effects of the finance and banking sector on real economic and social outcomes, such as?SMEs access to finance,?entrepreneurship,?innovation,?poverty,?inequality?and life satisfaction.?
- Ethical and Sustainable Finance and Investments:?green investments,?environmental finance, microfinance,?Islamic banking and finance, corporate social responsibility and finance, climate change and finance.?