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Items where Author is "Guidi, Francesco"

Items where Author is "Guidi, Francesco"

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Number of items: 52.

(EMH)

Guidi, Francesco and Gupta, Rakesh (2012) Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests. Applied Financial Economics, 23 (4). pp. 265-274. ISSN 0960-3107 (Print), 1466-4305 (Online) (doi:10.1080/09603107.2012.718064)

ASEAN

Guidi, Francesco and Gupta, Rakesh (2012) Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests. Applied Financial Economics, 23 (4). pp. 265-274. ISSN 0960-3107 (Print), 1466-4305 (Online) (doi:10.1080/09603107.2012.718064)

Guidi, Francesco and Gupta, Rakesh (2012) Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors. Discussion Paper. Griffith University, Brisbane, Australia. (doi:2012-14)

Guidi, Francesco and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

Asian stock markets

Gupta, Rakesh and Guidi, Francesco (2011) Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21. pp. 10-22. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.09.001)

Cointegration

Guidi, Francesco, Savva, Christos S. and Ugur, Mehmet (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

Guidi, Francesco and Ugur, Mehmet (2014) An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions & Money, 30. pp. 119-136. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.007)

Guidi, Francesco and Gupta, Rakesh (2012) Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests. Applied Financial Economics, 23 (4). pp. 265-274. ISSN 0960-3107 (Print), 1466-4305 (Online) (doi:10.1080/09603107.2012.718064)

Gupta, Rakesh and Guidi, Francesco (2011) Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21. pp. 10-22. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.09.001)

Guidi, Francesco and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

Conditional correlation

Guidi, Francesco, Savva, Christos S. and Ugur, Mehmet (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

correlation

Guidi, Francesco and Ugur, Mehmet (2014) An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions & Money, 30. pp. 119-136. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.007)

day-of-the-week effect

Guidi, Francesco, Gupta, Rakesh and Maheshwari, Suneel (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Journal of Emerging Market Finance, 10 (3). pp. 337-389. ISSN 0972-6527 (Print), 0973-0710 (Online) (doi:10.1177/097265271101000304)

Diversification

Guidi, Francesco, Savva, Christos S. and Ugur, Mehmet (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

Guidi, Francesco and Ugur, Mehmet (2014) An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions & Money, 30. pp. 119-136. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.007)

efficiency

Guidi, Francesco and Marr, Ana (2012) Microfinance institutions: financial sustainability and efficiency. In: The 3rd International Microfinance Conference, 31 Jan 2012, University of Greenwich, London, UK. (Unpublished)

Efficient Market Hypothesis

Guidi, Francesco and Gupta, Rakesh (2012) Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests. Applied Financial Economics, 23 (4). pp. 265-274. ISSN 0960-3107 (Print), 1466-4305 (Online) (doi:10.1080/09603107.2012.718064)

Guidi, Francesco and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

emerging stock markets

Guidi, Francesco, Gupta, Rakesh and Maheshwari, Suneel (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Journal of Emerging Market Finance, 10 (3). pp. 337-389. ISSN 0972-6527 (Print), 0973-0710 (Online) (doi:10.1177/097265271101000304)

financial sustainability

Guidi, Francesco and Marr, Ana (2012) Microfinance institutions: financial sustainability and efficiency. In: The 3rd International Microfinance Conference, 31 Jan 2012, University of Greenwich, London, UK. (Unpublished)

forecast

Guidi, Francesco and Gupta, Rakesh (2012) Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors. Discussion Paper. Griffith University, Brisbane, Australia. (doi:2012-14)

GARCH-M

Guidi, Francesco, Gupta, Rakesh and Maheshwari, Suneel (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Journal of Emerging Market Finance, 10 (3). pp. 337-389. ISSN 0972-6527 (Print), 0973-0710 (Online) (doi:10.1177/097265271101000304)

global financial crisis

Guidi, Francesco and Marr, Ana (2012) Microfinance institutions: financial sustainability and efficiency. In: The 3rd International Microfinance Conference, 31 Jan 2012, University of Greenwich, London, UK. (Unpublished)

India

Gupta, Rakesh and Guidi, Francesco (2011) Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21. pp. 10-22. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.09.001)

innovation

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Knowledge capital

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna and Guidi, Francesco (2016) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. Research Policy, 45 (10). pp. 2069-2086. ISSN 0048-7333 (doi:10.1016/j.respol.2016.08.001)

Ugur, Mehmet, Trushin, Esref, Solomon, Edna M. and Guidi, Francesco (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet, Guidi, Francesco and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

leverage effect

Guidi, Francesco and Gupta, Rakesh (2012) Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors. Discussion Paper. Griffith University, Brisbane, Australia. (doi:2012-14)

market efficiency

Guidi, Francesco, Gupta, Rakesh and Maheshwari, Suneel (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Journal of Emerging Market Finance, 10 (3). pp. 337-389. ISSN 0972-6527 (Print), 0973-0710 (Online) (doi:10.1177/097265271101000304)

Meta-analysis

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna and Guidi, Francesco (2016) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. Research Policy, 45 (10). pp. 2069-2086. ISSN 0048-7333 (doi:10.1016/j.respol.2016.08.001)

Ugur, Mehmet, Trushin, Esref, Solomon, Edna M. and Guidi, Francesco (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet, Guidi, Francesco and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

microfinance

Guidi, Francesco and Marr, Ana (2012) Microfinance institutions: financial sustainability and efficiency. In: The 3rd International Microfinance Conference, 31 Jan 2012, University of Greenwich, London, UK. (Unpublished)

post-entry performance

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Productivity

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna and Guidi, Francesco (2016) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. Research Policy, 45 (10). pp. 2069-2086. ISSN 0048-7333 (doi:10.1016/j.respol.2016.08.001)

Ugur, Mehmet, Trushin, Esref, Solomon, Edna M. and Guidi, Francesco (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet, Guidi, Francesco and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

R&D

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna and Guidi, Francesco (2016) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. Research Policy, 45 (10). pp. 2069-2086. ISSN 0048-7333 (doi:10.1016/j.respol.2016.08.001)

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Ugur, Mehmet, Trushin, Esref, Solomon, Edna M. and Guidi, Francesco (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet, Guidi, Francesco and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

Rolling windows

Guidi, Francesco, Savva, Christos S. and Ugur, Mehmet (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

South-Eastern Europe

Guidi, Francesco and Ugur, Mehmet (2014) An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions & Money, 30. pp. 119-136. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.007)

stock markets

Guidi, Francesco and Ugur, Mehmet (2014) An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions & Money, 30. pp. 119-136. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.007)

Gupta, Rakesh and Guidi, Francesco (2011) Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21. pp. 10-22. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.09.001)

survival analysis

Ugur, Mehmet, Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

The greater China region

Guidi, Francesco, Savva, Christos S. and Ugur, Mehmet (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

time-varying correlations

Gupta, Rakesh and Guidi, Francesco (2011) Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. International Review of Financial Analysis, 21. pp. 10-22. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.09.001)

variance ratio

Guidi, Francesco and Gupta, Rakesh (2012) Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests. Applied Financial Economics, 23 (4). pp. 265-274. ISSN 0960-3107 (Print), 1466-4305 (Online) (doi:10.1080/09603107.2012.718064)

Guidi, Francesco and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

variance ratio test

Guidi, Francesco, Gupta, Rakesh and Maheshwari, Suneel (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Journal of Emerging Market Finance, 10 (3). pp. 337-389. ISSN 0972-6527 (Print), 0973-0710 (Online) (doi:10.1177/097265271101000304)

This list was generated on Mon Apr 23 03:40:00 2018 BST.