Items where Greenwich Author is "Guidi, Francesco"
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ASEAN, Efficient Market Hypothesis, (EMH), variance ratio, cointegration
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)
ASEAN, efficient market hypothesis, variance ratio, cointegration
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.
ASEAN, leverage effect, 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)
Covid-19, equity market, 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(Unpublished)
Market concentration, Non-performing loans, Financial stability, 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)
Market concentration, non-performing loans, financial stability, banking
Guidi, Francesco
ORCID: 0000-0002-2682-189X
(2019)
Concentration, competition and financial stability in the South-East Europe banking context.
[Working Paper]
(Submitted)
Markov Switching Regimes ARCH models, Smooth transition conditional correlation, optimal portfolio, diversification benefits, news approach
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)
Markov switching regimes; ARCH models; Smooth transition conditional correlation; Optimal portfolio; Diversification benefits; 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)
R&D; Knowledge capital; Productivity; 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)
R&D; knowledge capital; productivity; meta-analysis;
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]
South-Eastern Europe, stock markets, cointegration, correlation, diversification
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)
The greater China region; Cointegration; Rolling windows; Conditional correlation; Diversification
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)
banking profitability; commercial banks; panel GMM; 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)
commercial banks, efficiency, 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)
emerging stock markets, day-of-the-week effect, market efficiency, variance ratio test, 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)
equity markets, multivariate cointegration, 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)
innovation; post-entry performance; R&D; 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]
microfinance, financial sustainability, efficiency, 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)
profitability, banking, dynamic panel, South-Eastern Europe
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)
short sale ban; volatility; bid-ask spread; 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)
short selling, financial crisis, 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)
stock markets, cointegration, time-varying correlations, India, 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)