Journal Articles
Souropanis, I and
Vivian, A (2023)
Forecasting realized volatility with wavelet decomposition,
Journal of Empirical Finance, 74, 101432, ISSN: 0927-5398. DOI:
10.1016/j.jempfin.2023.101432.
Alsubaiei, BJ, Calice, G,
Vivian, A (2023)
How does oil market volatility impact mutual fund performance?,
International Review of Economics & Finance, 89(Part A), pp.1601-1621, ISSN: 1059-0560. DOI:
10.1016/j.iref.2023.08.023.
Chondrogiannis, I, Freeman, M,
Vivian, A (2023)
Are fund managers incentivised to ignore stock market jumps?,
The European Journal of Finance, pp.1-31, ISSN: 1351-847X. DOI:
10.1080/1351847x.2022.2156804.
Tan, X, Geng, Y,
Vivian, A, Wang, X (2021)
Measuring risk spillovers between oil and clean energy stocks: evidence from a systematic framework,
Resources Policy, 102406, ISSN: 0301-4207. DOI:
10.1016/j.resourpol.2021.102406.
Chen, P,
Vivian, A, Cheng, Y (2021)
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine,
Annals of Operations Research, ISSN: 0254-5330. DOI:
10.1007/s10479-021-04406-4.
Tan, X, Sirichand, K,
Vivian, A, Wang, X (2021)
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals,
International Journal of Forecasting, 38(3), pp.944-969, ISSN: 0169-2070. DOI:
10.1016/j.ijforecast.2021.07.005.
Alsubaiei, B, Calice, G,
Vivian, A (2021)
Sovereign CDS and Mutual Funds: Global Evidence,
Journal of International Financial Markets, Institutions and Money, 73, 101354, ISSN: 1042-4431. DOI:
10.1016/j.intfin.2021.101354.
Hoepner, AGF, McMillan, D,
Vivian, A, Wese Simen, C (2021)
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective,
European Journal of Finance, 27(1-2), pp.1-7, ISSN: 1351-847X. DOI:
10.1080/1351847X.2020.1847725.
Alsubaiei, B, Calice, G,
Vivian, A (2020)
How Does Mutual Fund Flow Respond to Oil Market Volatility?,
The European Journal of Finance, pp.1-25, ISSN: 1351-847X. DOI:
10.1080/1351847X.2020.1842784.
Tan, X, Sirichand, K,
Vivian, A, Wang, X (2020)
How Connected is the Carbon Market to Energy and Financial Markets? A Systematic Analysis of Spillovers and Dynamics,
Energy Economics, ISSN: 0140-9883. DOI:
10.1016/j.eneco.2020.104870.
Lu, Q and
Vivian, A (2020)
Domestically Formed International Diversification,
Journal of International Money and Finance, pp.102131-102131, ISSN: 0261-5606. DOI:
10.1016/j.jimonfin.2019.102131.
Kumsta, R and
Vivian, A (2019)
The Financial Strength Anomaly in the UK: Information Uncertainty or Liquidity?,
The European Journal of Finance, pp.I-XXXIII, ISSN: 1351-847X. DOI:
10.1080/1351847X.2019.1641532.
Brooks, C, Hoepner, A, McMillan, D,
Vivian, A, Wese Simen, C (2019)
Financial data science: the birth of a new financial research paradigm complementing econometrics?,
The European Journal of Finance, 25(17), pp.1627-1637, ISSN: 1351-847X. DOI:
10.1080/1351847X.2019.1662822.
Ma, J,
Vivian, A, Wohar, ME (2019)
What drives commodity returns? Market, sector or idiosyncratic factors?,
Oxford Bulletin of Economics and Statistics, 82(2), pp.311-330, ISSN: 0305-9049. DOI:
10.1111/obes.12334.
Bataa, E,
Vivian, A, Wohar, M (2019)
Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014,
Bulletin of Economic Research, boer.12199, ISSN: 0307-3378. DOI:
10.1111/boer.12199.
Gupta, R, Pierdzioch, C,
Vivian, AJ, Wohar, ME (2019)
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests,
Finance Research Letters, 29, pp.315-322, ISSN: 1544-6123. DOI:
10.1016/j.frl.2018.08.013.
Ataullah, A,
Vivian, A, Xu, B (2018)
Optimistic disclosure tone and conservative debt policy,
Abacus, 54(4), pp.445-484, ISSN: 0001-3072. DOI:
10.1111/abac.12140.
Ma, J,
Vivian, A, Wohar, M (2018)
Global factors and equity market valulations: Do country characteristics matter?,
International Journal of Finance and Economics, 23(4), pp.427-441, ISSN: 1076-9307. DOI:
10.1002/ijfe.1630.
Olson, E,
Vivian, A, Wohar, M (2018)
What is a better cross-hedge for energy: Equities or other commodities?,
Global Finance Journal, 42, 100417, ISSN: 1044-0283. DOI:
10.1016/j.gfj.2018.02.003.
Vivian, A and Xu, B (2017)
Time-varying managerial overconfidence and pecking order preference,
Review of Quantitative Finance and Accounting, 50(3), ISSN: 0924-865X. DOI:
10.1007/s11156-017-0647-8.
Olson, E,
Vivian, A, Wohar, M (2017)
Do commodities make effective hedges for equity investors?,
Research in International Business and Finance, 42, ISSN: 0275-5319. DOI:
10.1016/j.ribaf.2017.07.064.
Valcarcel, V,
Vivian, AJ, Wohar, ME (2017)
Predictability and Underreaction in Industry-Level Returns: Evidence from Commodity Markets,
Journal of Commodity Markets, 6, pp.1-15, DOI:
10.1016/j.jcomm.2017.02.003.
Jordan, SJ,
Vivian, A, Wohar, M (2017)
Stock returns forecasting with metals: Sentiment vs. fundamentals,
The European Journal of Finance, 24(6), pp.458-477, ISSN: 1466-4364. DOI:
10.1080/1351847X.2017.1323770.
Song, X, Tippett, MJ,
Vivian, A (2017)
Assessing abnormal returns: the case of Chinese M&A acquiring firms,
Research in International Business and Finance, 42, pp.191-207, ISSN: 0275-5319. DOI:
10.1016/j.ribaf.2017.05.009.
Ataullah, A,
Vivian, A, Xu, B (2017)
Time-varying managerial overconfidence and corporate debt maturity structure,
The European Journal of Finance, 24(2), pp.157-181, ISSN: 1466-4364. DOI:
10.1080/1351847X.2016.1274266.
Jordan, SJ,
Vivian, A, Wohar, M (2016)
Forecasting market returns: bagging or combining?,
International Journal of Forecasting, 33(1), pp.102-120, ISSN: 0169-2070. DOI:
10.1016/j.ijforecast.2016.07.003.
Jordan, SJ,
Vivian, A, Wohar, M (2015)
Can commodity returns forecast Canadian sector stock returns?,
International Review of Economics and Finance, 41, pp.172-188, ISSN: 1059-0560. DOI:
10.1016/j.iref.2015.08.013.
Sousa, RM,
Vivian, A, Wohar, M (2015)
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors,
International Review of Economics and Finance, 41, pp.122-143, ISSN: 1059-0560. DOI:
10.1016/j.iref.2015.09.001.
Jordan, SJ,
Vivian, AJ, Wohar, ME (2015)
Location, location, location: currency effects and return predictability?,
Applied Economics, 47(18), pp.1883-1898, ISSN: 1466-4283. DOI:
10.1080/00036846.2014.1000537.
Shinozawa, Y and
Vivian, A (2015)
Determinants of money flows into investment trusts in Japan,
Journal of International Financial Markets, Institutions and Money, In(Press), ISSN: 1042-4431. DOI:
10.1016/j.intfin.2015.02.005.
Sirichand, K,
Vivian, A, Wohar, M (2015)
Examining real interest parity: which component reverts quickest and in which regime?,
International Review of Financial Analysis, In(Press), ISSN: 1057-5219. DOI:
10.1016/j.irfa.2015.01.007.
Jordan, SJ,
Vivian, AJ, Wohar, ME (2014)
Forecasting Returns: New European Evidence,
Journal of Empirical Finance, 26, pp.76-95, DOI:
10.1016/j.jempfin.2014.02.001.
Jordan, SJ,
Vivian, AJ, Wohar, ME (2014)
Sticky Prices or Economically-Linked Economies: The Case of Forecasting the Chinese Stock Market,
Journal of International Money and Finance, 41, pp.95-109, DOI:
10.1016/j.jimonfin.2013.11.001.
Olson, E,
Vivian, AJ, Wohar, ME (2014)
The relationship between energy and equity markets: Evidence from volatility impulse response functions,
Energy Economics, 43, pp.297-305, ISSN: 0140-9883. DOI:
10.1016/j.eneco.2014.01.009.
Vivian, AJ and Wohar, ME (2013)
The Output Gap and Stock Returns: Do Cyclical Fluctuations Predict Portfolio Returns?,
International Review of Financial Analysis, 26, pp.40-50, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2012.05.002.
Vivian, AJ (2012)
Did expected returns fall? Evidence from UK size portfolios,
The European Journal of Finance, 18(5), pp.439-468, ISSN: 1351-847X. DOI:
10.1080/1351847X.2011.601662.
Vivian, AJ and Wohar, ME (2012)
Commodity Volatility Breaks,
Journal of International Financial Markets, Institutions and Money, 22(2), pp.395-422, ISSN: 1042-4431. DOI:
10.1016/j.intfin.2011.12.003.
Vivian, AJ and Wohar, ME (2010)
UK stock price effects of permanent and transitory shocks,
The European Journal of Finance, 16(7), pp.p. 641-656, ISSN: 1351-847X. DOI:
10.1080/13518471003638682.
Vivian, AJ (2007)
The UK Equity Premium: 1901-2004,
Journal of Business Finance and Accounting, 34(9/10), pp.p. 1496-1527, ISSN: 1468-5957. DOI:
10.1111/j.1468-5957.2007.02065.x.
