Items where Author is "Guidi, Francesco"
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(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(Unpublished)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)