Professor Jon Tucker's Outputs (4)

A new composite financial maturity index and its application to China’s province-level regions (2016)
Journal Article

This paper introduces a new regional “financial maturity index” (FMI) based on previous studies of financial development theory. We explore a unified measure of regional financial development by constructing a new composite financial maturity model.... Read More about A new composite financial maturity index and its application to China’s province-level regions.

Some extensions of the CAPM for individual assets (2016)
Journal Article

© 2016 Elsevier Inc. There is ample evidence that stock returns exhibit non-normal distributions with high skewness and excess kurtosis. Experimental evidence has shown that investors like positive skewness, dislike extreme losses and show high level... Read More about Some extensions of the CAPM for individual assets.

Bank regulation and stock market stability across countries (2016)
Journal Article

© 2016, © Emerald Group Publishing Limited. Purpose: The purpose of this paper is to investigate whether bank capital strength and external auditing requirements influenced international stock market stability during the 2007/2008 global financial cr... Read More about Bank regulation and stock market stability across countries.

Auditor choice in Italian non-listed firms (2016)
Journal Article

© Emerald Group Publishing Limited. Purpose – This paper aims to investigate auditor choice in those Italian non-listed firms adopting the “traditional” model of corporate governance. In Italy, non-listed firms can choose between two types of auditor... Read More about Auditor choice in Italian non-listed firms.