Prof. Ephraim Clark
- With Sélima Baccar, “Modelling credit spreads with time volatility, skewness and kurtosis”, ANNALS OF OPERATIONS RESEARCH. (forthcoming).
- With Konstantino Kassimatis, “Macroeconomic Effects on Emerging-Markets Sovereign Credit Spreads”, JOURNAL OF FINANCIAL STABILITY (forthcoming).
- With Zhuo Qiao and Wing-Keung Wong, (forthcoming), “Theories of risk: Testing investor behaviour on the Taiwan stock and stock index futures markets”, ECONOMIC INQUIRY, (forthcoming).
- With Y. Belghitar, “Managerial incentives and investment related agency costs”, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, (forthcoming).
- With Abubakr Saeed , Professor Yacine Belghitar, “Do political connections affect firm performance? Evidence from a developing country”, EMERGING MARKETS, FINANCE AND TRADE. (forthcoming).
- With Y. Belghitar and N. Deshmukh, “Does it pay to be ethical? Evidence from the FTSE4Good”, JOURNAL OF BANKING AND FINANCE, Vol 47, October (2014), pp. 54-62.
- With O. Jokung, “The role of regulatory credibility in effective bank regulation”, JOURNAL OF BANKING AND FINANCE, (online 20 March 2014).
- With K. Kassimatis, “Exploiting stochastic dominance to generate abnormal stock returns”, JOURNAL OF FINANCIAL MARKETS, Vol 20, September (2014), pp. 20-38.
- With Y. Belghitar, The Effect of Option Based Managerial Compensation on Corporate Cash Holdings, JOURNAL OF FINANCIAL RESEARCH, 37 (2) (2014), pp. 191-210.
- Clark, E., (with Qiao, Z., and Wong, W.K.,) “Investors’ Preference towards Risk: Evidence from the Taiwan Stock and Stock Index Futures Markets”, ACCOUNTING AND FINANCE, Vol. 54(1), 2014, pp 251-274.
- Clark, E., (with Kassimatis, K.,) “International equity flows, marginal conditional stochastic dominance, and diversification”, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 40(2), 2013, pp 251-271.
- Clark, E., (with Belghitar, Y., and Mefteh, S.,) “Foreign currency derivatives use and shareholder value”, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 29, 2013, pp 283-293.
- Clark, E., (with Kassimatis, K.,) “An empirical analysis of marginal conditional stochastic dominance”, JOURNAL OF BANKING AND FINANCE, 36, 2012, pp 1044-1151.
- Clark, E., (with Kassimatis, K.,) “An alternative measure of the ‘world market portfolio’: determinants, efficiency, and information content”, JOURNAL OF INTERNATIONAL MONEY AND FINANCE, Vol. 30(5), 2011, pp 724-748.
- Clark, E., (with Belghitar, Y., and Kassimatis, K.,) “The prudential effect of strategic institutional ownership on stock performance”, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, Vol. 20(4), 2011, pp 191-199.
- With Y. Belghitar and A. Saeed, “Political Connections and Leverage: Firm level Evidence from Pakistan”, MANAGERIAL AND DECISION ECONOMICS, (forthcoming).
- With Y. Belghitar, and A. Saeed, “Theoretical motives of corporate cash holdings and political connections: firm level evidence from a developing economy”, INTERNATIONAL REVIEW OF APPLIED ECONOMICS, (forthcoming).
- With Y. Belghitar, “The Effect of CEO Risk Appetite on Firm Volatility: An Empirical Analysis of Financial Firms”, INTERNATIONAL JOURNAL OF THE ECONOMICS OF BUSINESS, Vol. 19 (2) 2012 pp 195-211.
Dr Sina Badreddine
- Badreddine, S., (with Galariotis, E., and Holmes, P.,) “The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks”, Journal of International Financial Markets, Institutions and Money, Vol. 22(3), 2012, pp 589-608.
Dr Nemanja Radić
- Radić, N., (2015). Shareholder value creation in Japanese banking. Journal of Banking and Finance, 52, 199–207.
- Radić, N., (with Akinci, A., Matousek, R., Stewart, C.,) (2013). Monetary policy and the banking sector in Turkey. Journal of International Financial Markets, Institutions and Money, 27, 269–285.
- Radić, N., Fiordelisi, F., Girardone, C., (2012). Efficiency and risk-taking in pre-crisis investment banks. Journal of Financial Services Research, 41:81–101.