http://bura.brunel.ac.uk/handle/2438/13030 2026-05-11T04:15:43Z http://bura.brunel.ac.uk/handle/2438/33235 Title: A tail of labor supply and a tale of monetary policy Authors: Cantore, C; Ferroni, F; Mumtaz, H; Theophilopoulou, A Abstract: ... Description: JEL Classification: E52, E32, C10.; An earlier version of the article is available: Cantore, Cristiano and Ferroni, Filippo and Mumtaz, Haroon and Theophilopoulou, Angeliki, A Tail of Labor Supply and a Tale of Monetary Policy (July 7, 2022). Federal Reserve Bank of Chicago Working Paper No. 2022-30, Available at: https://www.chicagofed.org/-/media/publications/working-papers/2022/wp2022-30-pdf.pdf?sc_lang=en (also available at: https://ssrn.com/abstract=4156171 or https://doi.org/10.2139/ssrn.4156171). It has not been certified by peer review. 2026-01-01T00:00:00Z http://bura.brunel.ac.uk/handle/2438/33218 Title: Political Appointment of Executives, Green Action and Firm Performance: Evidence from the World Bank Enterprise Survey Authors: Pokharel, PR; AlQahtani, M; Lodh, S; Nandy, M Abstract: ... Description: ... 2026-01-01T00:00:00Z http://bura.brunel.ac.uk/handle/2438/33169 Title: Residual Income Valuation and Stock Returns: Evidence From a Value-to-Price Investment Strategy Authors: Haboub, A; Kartsaklas, A; Sarafidis, V Abstract: This paper contributes to the accounting and asset pricing anomalies literature by investigating the performance of value-to-price (V/P) strategies, and the relationship between V/P ratio and various risk proxies. If the V/P ratio successfully predicts future returns at stock level, we hypothesize that portfolios based on the V/P ratio generate excess returns and consist of companies that are undervalued for extended periods. Both overlapping and non-overlapping returns are used to test the risk/mispricing explanation of the V/P strategy. Results for the US market show that high V/P portfolios outperform low V/P portfolios across horizons extending from 1 to 3 years. The V/P ratio is positively correlated to future stock returns after controlling for firm characteristics, which are well-known risk proxies. Findings also indicate that profitability and investment add explanatory power to the Fama–French three-factor model and for stocks with V/P ratio close to 1. However, these factors cannot explain all variation in excess returns especially for Years 2 and 3 and for stocks with high V/P ratios. Finally, portfolios with the highest V/P stocks select companies that are significantly mispriced relative to their equity (investment) and profitability growth persistence in the future. Description: JEL classification: G11, G12, G14. 2026-04-21T00:00:00Z http://bura.brunel.ac.uk/handle/2438/33119 Title: Connectedness Spillover Matrices : a Tool for Diversification Authors: González Cortés, D; Nandy, M; Lodh, S Abstract: ... Description: ... 2026-01-01T00:00:00Z