Items where Division is "Systemic Risk Centre" and Year is 2024

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Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco and Vivo, Pierpaolo (2024) Distribution of centrality measures on undirected random networks via the cavity method. Proceedings of the National Academy of Sciences of the United States of America, 121 (40). ISSN 0027-8424

Baruník, Jozef, Bevilacqua, Mattia and Faff, Robert (2024) Dynamic industry uncertainty networks and the business cycle. Journal of Economic Dynamics and Control, 159. ISSN 0165-1889

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Caccioli, Fabio, Ferrara, Gerardo and Ramadiah, Amanah (2024) Modelling fire sale contagion across banks and non-banks. Journal of Financial Stability, 71. ISSN 1572-3089

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De Domenico, Federica, Caccioli, Fabio, Livan, Giacomo, Montagna, Guido and Nicrosini, Oreste (2024) Imitation versus serendipity in ranking dynamics. Royal Society Open Science, 11 (7). ISSN 2054-5703

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Kirtac, Kemal and Germano, Guido (2024) Sentiment trading with large language models. Finance Research Letters, 62 (Part B). ISSN 1544-6123

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Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad-Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Correa, Santiago Bohorquez, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Romero, Laura M.Capera, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., Blasis, Riccardo De, Nard, Gianluca F.De, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Dijk, Mathijs A.Van, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, Kalak, Izidin El, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D.V., Fong, Kingsley Y.L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean Baptiste, Hautsch, Nikolaus, He, Xue Zhong, Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent Van, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y.Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'neill, Peter, Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Longarela, Iñaki Rodríguez, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Roşu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeźnik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Ness, Robert A.Van, Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Wel, Michel Van Der, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C.P., Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Wu, Zhen Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius and Zwinkels, Remco (2024) Nonstandard errors. Journal of Finance, 79 (3). 2339 - 2390. ISSN 0022-1082

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Nicolas, Maxime L.D., Desroziers, Adrien, Caccioli, Fabio and Aste, Tomaso (2024) ESG reputation risk matters: an event study based on social media data. Finance Research Letters, 59. ISSN 1544-6123

Nimalendran, Mahendrarajah, Rzayev, Khaladdin and Sagade, Satchit (2024) High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159. ISSN 0304-405X

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Rzayev, Khaladdin, Sakkas, Athanasios and Urquhart, Andrew (2024) An adoption model of cryptocurrencies. European Journal of Operational Research. ISSN 0377-2217 (In Press)

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Sun, Ye, Caccioli, Fabio, Li, Xiancheng and Livan, Giacomo (2024) The academic Great Gatsby Curve. Journal of the Royal Society Interface, 21 (217). ISSN 1742-5689