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Items where Author is "Guidi, Francesco"

Items where Author is "Guidi, Francesco"

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(EMH) ARCH models ASEAN Asian stock markets Banking banking profitability bid-ask spread Cointegration commercial banks Conditional correlation correlation Covid-19 day-of-the-week effect diversification Diversification benefits dynamic panel efficiency Efficient Market Hypothesis emerging stock markets equity market equity markets financial crisis Financial stability financial sustainability forecast foreign ownership GARCH-M global financial crisis India innovation Knowledge capital leverage effect liquidity Market concentration market efficiency Markov switching regimes Markov Switching Regimes ARCH models Meta-analysis microfinance multivariate cointegration News approach Non-performing loans Optimal portfolio panel GMM portfolio portfolio allocation post-entry performance Productivity profitability R&D Rolling windows short sale ban short selling Smooth transition conditional correlation South-Eastern Europe stock markets survival analysis The greater China region time-varying correlations variance ratio variance ratio test volatility
Number of items: 95.

(EMH)

Guidi, Francesco ORCID: 0000-0002-2682-189X 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:https://doi.org/10.1080/09603107.2012.718064)

ARCH models

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

ASEAN

Guidi, Francesco ORCID: 0000-0002-2682-189X 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:https://doi.org/10.1080/09603107.2012.718064)

Guidi, Francesco ORCID: 0000-0002-2682-189X 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 ORCID: 0000-0002-2682-189X 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 ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.irfa.2011.09.001)

Banking

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Concentration, competition and financial stability in the South-East Europe banking context. International Review of Economics & Finance, 76. pp. 639-670. ISSN 1059-0560 (doi:https://doi.org/10.1016/j.iref.2021.07.005)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Enowbi Batwo, Michael (2020) The determinants of commercial banks’ profitability in the South-Eastern Europe region: a system GMM approach. [Working Paper] (Unpublished)

Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) Concentration, competition and financial stability in the South-East Europe banking context. [Working Paper] (Submitted)

banking profitability

Guidi, Francesco ORCID: 0000-0002-2682-189X (2022) The determinants of commercial banks' profitability in the South-Eastern Europe region: a system GMM approach. In: Nguyen, Duc, (ed.) Handbook of Banking and Finance in Emerging Markets. Economics 2022 . Edward Elgar Publishing, UK, pp. 200-217. ISBN 978-1800880900; 978-1800880894 (doi:https://doi.org/10.4337/9781800880900.00018)

bid-ask spread

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. Research in International Business and Finance, 70 (A):102316. pp. 1-23. ISSN 0275-5319 (Print), 1878-3384 (Online) (doi:https://doi.org/10.1016/j.ribaf.2024.102316)

Cointegration

Guidi, Francesco ORCID: 0000-0002-2682-189X , Savva, Christos S. and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.mulfin.2016.04.002)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.intfin.2014.01.007)

Guidi, Francesco ORCID: 0000-0002-2682-189X 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:https://doi.org/10.1080/09603107.2012.718064)

Gupta, Rakesh and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.irfa.2011.09.001)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

commercial banks

Guidi, Francesco ORCID: 0000-0002-2682-189X (2022) The determinants of commercial banks' profitability in the South-Eastern Europe region: a system GMM approach. In: Nguyen, Duc, (ed.) Handbook of Banking and Finance in Emerging Markets. Economics 2022 . Edward Elgar Publishing, UK, pp. 200-217. ISBN 978-1800880900; 978-1800880894 (doi:https://doi.org/10.4337/9781800880900.00018)

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Cost efficiency of commercial banks in South-East Europe: a time-varying approach. [Working Paper] (Unpublished)

Conditional correlation

Guidi, Francesco ORCID: 0000-0002-2682-189X , Savva, Christos S. and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.mulfin.2016.04.002)

correlation

Guidi, Francesco ORCID: 0000-0002-2682-189X and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.intfin.2014.01.007)

Covid-19

Madonia, Giuseppina and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The Impact of Covid-19 on Portfolio Allocation in the UK Equity Market. [Working Paper] (Unpublished)

day-of-the-week effect

Guidi, Francesco ORCID: 0000-0002-2682-189X , 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:https://doi.org/10.1177/097265271101000304)

diversification

Guidi, Francesco ORCID: 0000-0002-2682-189X , Madonia, Giuseppina and Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X (2022) International linkages across South America equity markets: a cross-country and cross-industry analysis. [Working Paper] (Unpublished)

Guidi, Francesco ORCID: 0000-0002-2682-189X , Savva, Christos S. and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.mulfin.2016.04.002)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.intfin.2014.01.007)

Diversification benefits

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

dynamic panel

Guidi, Francesco ORCID: 0000-0002-2682-189X and Enowbi Batwo, Michael (2020) The determinants of commercial banks’ profitability in the South-Eastern Europe region: a system GMM approach. [Working Paper] (Unpublished)

efficiency

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Cost efficiency of commercial banks in South-East Europe: a time-varying approach. [Working Paper] (Unpublished)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Marr, Ana ORCID: 0000-0002-8764-5682 (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 ORCID: 0000-0002-2682-189X 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:https://doi.org/10.1080/09603107.2012.718064)

Guidi, Francesco ORCID: 0000-0002-2682-189X 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 ORCID: 0000-0002-2682-189X , 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:https://doi.org/10.1177/097265271101000304)

equity market

Madonia, Giuseppina and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The Impact of Covid-19 on Portfolio Allocation in the UK Equity Market. [Working Paper] (Unpublished)

equity markets

Guidi, Francesco ORCID: 0000-0002-2682-189X , Madonia, Giuseppina and Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X (2022) International linkages across South America equity markets: a cross-country and cross-industry analysis. [Working Paper] (Unpublished)

financial crisis

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The effect of short selling bans on UK stocks in relation to market metrics of volatility, liquidity, and price discovery. [Working Paper] (Unpublished)

Financial stability

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Concentration, competition and financial stability in the South-East Europe banking context. International Review of Economics & Finance, 76. pp. 639-670. ISSN 1059-0560 (doi:https://doi.org/10.1016/j.iref.2021.07.005)

Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) Concentration, competition and financial stability in the South-East Europe banking context. [Working Paper] (Submitted)

financial sustainability

Guidi, Francesco ORCID: 0000-0002-2682-189X and Marr, Ana ORCID: 0000-0002-8764-5682 (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 ORCID: 0000-0002-2682-189X 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)

foreign ownership

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Cost efficiency of commercial banks in South-East Europe: a time-varying approach. [Working Paper] (Unpublished)

GARCH-M

Guidi, Francesco ORCID: 0000-0002-2682-189X , 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:https://doi.org/10.1177/097265271101000304)

global financial crisis

Guidi, Francesco ORCID: 0000-0002-2682-189X and Marr, Ana ORCID: 0000-0002-8764-5682 (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 ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.irfa.2011.09.001)

innovation

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Knowledge capital

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.respol.2016.08.001)

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Esref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Guidi, Francesco ORCID: 0000-0002-2682-189X and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

leverage effect

Guidi, Francesco ORCID: 0000-0002-2682-189X 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)

liquidity

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. Research in International Business and Finance, 70 (A):102316. pp. 1-23. ISSN 0275-5319 (Print), 1878-3384 (Online) (doi:https://doi.org/10.1016/j.ribaf.2024.102316)

Market concentration

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Concentration, competition and financial stability in the South-East Europe banking context. International Review of Economics & Finance, 76. pp. 639-670. ISSN 1059-0560 (doi:https://doi.org/10.1016/j.iref.2021.07.005)

Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) Concentration, competition and financial stability in the South-East Europe banking context. [Working Paper] (Submitted)

market efficiency

Guidi, Francesco ORCID: 0000-0002-2682-189X , 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:https://doi.org/10.1177/097265271101000304)

Markov switching regimes

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Markov Switching Regimes ARCH models

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

Meta-analysis

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.respol.2016.08.001)

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Esref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Guidi, Francesco ORCID: 0000-0002-2682-189X and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

microfinance

Guidi, Francesco ORCID: 0000-0002-2682-189X and Marr, Ana ORCID: 0000-0002-8764-5682 (2012) Microfinance institutions: financial sustainability and efficiency. In: The 3rd International Microfinance Conference, 31 Jan 2012, University of Greenwich, London, UK. (Unpublished)

multivariate cointegration

Guidi, Francesco ORCID: 0000-0002-2682-189X , Madonia, Giuseppina and Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X (2022) International linkages across South America equity markets: a cross-country and cross-industry analysis. [Working Paper] (Unpublished)

News approach

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

Non-performing loans

Guidi, Francesco ORCID: 0000-0002-2682-189X (2021) Concentration, competition and financial stability in the South-East Europe banking context. International Review of Economics & Finance, 76. pp. 639-670. ISSN 1059-0560 (doi:https://doi.org/10.1016/j.iref.2021.07.005)

Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) Concentration, competition and financial stability in the South-East Europe banking context. [Working Paper] (Submitted)

Optimal portfolio

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

panel GMM

Guidi, Francesco ORCID: 0000-0002-2682-189X (2022) The determinants of commercial banks' profitability in the South-Eastern Europe region: a system GMM approach. In: Nguyen, Duc, (ed.) Handbook of Banking and Finance in Emerging Markets. Economics 2022 . Edward Elgar Publishing, UK, pp. 200-217. ISBN 978-1800880900; 978-1800880894 (doi:https://doi.org/10.4337/9781800880900.00018)

portfolio

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The effect of short selling bans on UK stocks in relation to market metrics of volatility, liquidity, and price discovery. [Working Paper] (Unpublished)

portfolio allocation

Madonia, Giuseppina and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The Impact of Covid-19 on Portfolio Allocation in the UK Equity Market. [Working Paper] (Unpublished)

post-entry performance

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Productivity

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.respol.2016.08.001)

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Esref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Guidi, Francesco ORCID: 0000-0002-2682-189X and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

profitability

Guidi, Francesco ORCID: 0000-0002-2682-189X and Enowbi Batwo, Michael (2020) The determinants of commercial banks’ profitability in the South-Eastern Europe region: a system GMM approach. [Working Paper] (Unpublished)

R&D

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.respol.2016.08.001)

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Esref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis. [Working Paper]

Solomon, Edna M., Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Guidi, Francesco ORCID: 0000-0002-2682-189X and Trushin, Esref (2015) Variations in the effect of R&D investment on firm productivity: UK evidence. [Working Paper]

Rolling windows

Guidi, Francesco ORCID: 0000-0002-2682-189X , Savva, Christos S. and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.mulfin.2016.04.002)

short sale ban

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. Research in International Business and Finance, 70 (A):102316. pp. 1-23. ISSN 0275-5319 (Print), 1878-3384 (Online) (doi:https://doi.org/10.1016/j.ribaf.2024.102316)

short selling

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2020) The effect of short selling bans on UK stocks in relation to market metrics of volatility, liquidity, and price discovery. [Working Paper] (Unpublished)

Smooth transition conditional correlation

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

South-Eastern Europe

Guidi, Francesco ORCID: 0000-0002-2682-189X (2022) The determinants of commercial banks' profitability in the South-Eastern Europe region: a system GMM approach. In: Nguyen, Duc, (ed.) Handbook of Banking and Finance in Emerging Markets. Economics 2022 . Edward Elgar Publishing, UK, pp. 200-217. ISBN 978-1800880900; 978-1800880894 (doi:https://doi.org/10.4337/9781800880900.00018)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Enowbi Batwo, Michael (2020) The determinants of commercial banks’ profitability in the South-Eastern Europe region: a system GMM approach. [Working Paper] (Unpublished)

Guidi, Francesco ORCID: 0000-0002-2682-189X and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.intfin.2014.01.007)

stock markets

Guidi, Francesco ORCID: 0000-0002-2682-189X and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.intfin.2014.01.007)

Gupta, Rakesh and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.irfa.2011.09.001)

survival analysis

Ugur, Mehmet ORCID: 0000-0003-3891-3641 , Trushin, Eshref, Solomon, Edna M. and Guidi, Francesco ORCID: 0000-0002-2682-189X (2015) Inverted-U relationship between innovation and survival: evidence from firm-level UK data. [Working Paper]

The greater China region

Guidi, Francesco ORCID: 0000-0002-2682-189X , Savva, Christos S. and Ugur, Mehmet ORCID: 0000-0003-3891-3641 (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:https://doi.org/10.1016/j.mulfin.2016.04.002)

time-varying correlations

Gupta, Rakesh and Guidi, Francesco ORCID: 0000-0002-2682-189X (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:https://doi.org/10.1016/j.irfa.2011.09.001)

variance ratio

Guidi, Francesco ORCID: 0000-0002-2682-189X 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:https://doi.org/10.1080/09603107.2012.718064)

Guidi, Francesco ORCID: 0000-0002-2682-189X 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 ORCID: 0000-0002-2682-189X , 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:https://doi.org/10.1177/097265271101000304)

volatility

Patel, Harihar and Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. Research in International Business and Finance, 70 (A):102316. pp. 1-23. ISSN 0275-5319 (Print), 1878-3384 (Online) (doi:https://doi.org/10.1016/j.ribaf.2024.102316)

This list was generated on Fri Apr 19 14:41:02 2024 UTC.