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)

BAME, Gender Attainment Gaps, Team-Based Learning.

Ghanei, Mahkameh and Guidi, Francesco ORCID: 0000-0002-2682-189X (2023) BAME and gender attainment gaps: cases study of innovative pedagogy (Team-Based Learning - TBL) and assessment and feedback. In: SHIFT 2023: University of Greenwich Annual Learning & Teaching Conference, 10th-11th Jan, 2023, London, UK. (Unpublished)

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 [Working Paper] (Unpublished)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)

UCAS Entry Qualifications; PAS dataset

Ghanei, Mahkameh and Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) Qualification and student performance in Economics programmes at the University of Greenwich (2011-2020). In: SHIFT 2024: University of Greenwich Annual Learning & Teaching Conference, 11th-12th Jan, 2024, London, UK. (Unpublished)

banking profitability; accounting-based measures; panel GMM

Guidi, Francesco ORCID: 0000-0002-2682-189X (2024) Determinants of banks’ profitability: the case of constituents of the Euro STOXX banks index. In: EFiC 2024 Conference in Banking and Corporate Finance, 4th-5th Jul, 2024, Essex Business School (UK). (Unpublished)

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)