Details about Ephraim Clark

Homepage:	http://www.countrymetrics.com
Workplace:	Business School, Middlesex University, (more information at EDIRC)

Access statistics for papers by Ephraim Clark.

Last updated 2024-03-28. Update your information in the RePEc Author Service.

Short-id: pcl46

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Working Papers

2023

1. Cryptocurrency return predictability: What is the role of the environment?
   Post-Print, HAL View citations (3)
   See also Journal Article Cryptocurrency return predictability: What is the role of the environment?, Technological Forecasting and Social Change, Elsevier (2023) View citations (9) (2023)

2022

2. Risk management decisions and value under uncertainty
   Post-Print, HAL
   See also Journal Article Risk management decisions and value under uncertainty, Annals of Operations Research, Springer (2022) (2022)

2019

3. Post global financial crisis modelling: credit risk for firms that are too big to fail
   Post-Print, HAL View citations (1)
   See also Journal Article Post global financial crisis modelling: credit risk for firms that are too big to fail, International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd (2019) (2019)
4. Preface: decision making and risk/return optimization in financial economics
   Post-Print, HAL
   See also Journal Article Preface: decision making and risk/return optimization in financial economics, Annals of Operations Research, Springer (2019) (2019)

2018

5. Preface: Risk management decisions and wealth management in Financial Economics
   Post-Print, HAL
   See also Journal Article Preface: Risk management decisions and wealth management in Financial Economics, Annals of Operations Research, Springer (2018) View citations (1) (2018)

2017

6. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (42)
   See also Journal Article THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS, Economic Inquiry, Western Economic Association International (2016) View citations (36) (2016)

2016

7. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks
   MPRA Paper, University Library of Munich, Germany View citations (15)

2015

8. The role of regulatory credibility in effective bank regulation
   Post-Print, HAL View citations (2)
   See also Journal Article The role of regulatory credibility in effective bank regulation, Journal of Banking & Finance, Elsevier (2015) View citations (3) (2015)

2012

9. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
   MPRA Paper, University Library of Munich, Germany View citations (9)

2010

10. Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991
    Post-Print, HAL
    See also Journal Article Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991, Multinational Finance Journal, Multinational Finance Journal (2010) View citations (1) (2010)
11. Strategic parameters for capital budgeting when abandonment value is stochastic
    Post-Print, HAL
    See also Journal Article Strategic parameters for capital budgeting when abandonment value is stochastic, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (3) (2002)

2005

12. The Evolution of International Political Risk 1956-2001
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group

2002

13. The Internal Rate of Return and Project Financing
    Computing in Economics and Finance 2002, Society for Computational Economics

Journal Articles

2024

1. Operational research insights on risk, resilience & dynamics of financial & economic systems
   Annals of Operations Research, 2024, 334, (1), 1-6

2023

2. Cryptocurrency return predictability: What is the role of the environment?
   Technological Forecasting and Social Change, 2023, 189, (C) View citations (9)
   See also Working Paper Cryptocurrency return predictability: What is the role of the environment?, Post-Print (2023) View citations (3) (2023)

2022

3. Risk management decisions and value under uncertainty
   Annals of Operations Research, 2022, 313, (2), 603-604
   See also Working Paper Risk management decisions and value under uncertainty, Post-Print (2022) (2022)
4. Stock exchange efficiency and convergence: international evidence
   Annals of Operations Research, 2022, 313, (2), 855-875

2021

5. The asymmetric effects of industry specific volatility in momentum returns
   International Journal of Finance & Economics, 2021, 26, (4), 6444-6458 View citations (1)
6. The different dimensions of sustainability and bank performance: Evidence from the EU and the USA
   Journal of International Accounting, Auditing and Taxation, 2021, 43, (C) View citations (10)
7. The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 399-410
8. The post-SOX comparative dynamics of public accounting firm efficiency
   Accounting Research Journal, 2021, 35, (2), 178-195

2020

9. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX
   Sustainability, 2020, 12, (20), 1-25
10. Does the CEO elite education affect firm hedging policies?
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 340-354
11. Keynesian resurgence: financial stimulus and contingent claims modelling
    International Journal of Mathematics in Operational Research, 2020, 17, (2), 199-232
12. New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
    Risk Management, 2020, 22, (2), 108-132 View citations (8)
13. The value premium puzzle, behavior versus risk: New evidence from China
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 12-21

2019

14. A measure of total firm performance: new insights for the corporate objective
    Annals of Operations Research, 2019, 281, (1), 121-141 View citations (5)
15. Index tracking with utility enhanced weighting
    Quantitative Finance, 2019, 19, (11), 1893-1904
16. Political connections and corporate financial decision making
    Review of Quantitative Finance and Accounting, 2019, 53, (4), 1099-1133 View citations (14)
17. Political connections and corporate performance: Evidence from Pakistan
    Economics of Transition and Institutional Change, 2019, 27, (4), 863-889 View citations (2)
18. Post global financial crisis modelling: credit risk for firms that are too big to fail
    International Journal of Financial Markets and Derivatives, 2019, 7, (1), 15-39
    See also Working Paper Post global financial crisis modelling: credit risk for firms that are too big to fail, Post-Print (2019) View citations (1) (2019)
19. Preface: decision making and risk/return optimization in financial economics
    Annals of Operations Research, 2019, 281, (1), 1-2
    See also Working Paper Preface: decision making and risk/return optimization in financial economics, Post-Print (2019) (2019)
20. Stock-ADR Arbitrage: Microstructure Risk
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C)

2018

21. Bank competition and stability in the CIS markets
    Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 190-203 View citations (22)
22. Cooperative banks: What do we know about competition and risk preferences?
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 90-101 View citations (14)
23. Modelling credit spreads with time volatility, skewness, and kurtosis
    Annals of Operations Research, 2018, 262, (2), 431-461 View citations (6)
24. Preface: Risk management decisions and wealth management in Financial Economics
    Annals of Operations Research, 2018, 262, (2), 239-240 View citations (1)
    See also Working Paper Preface: Risk management decisions and wealth management in Financial Economics, Post-Print (2018) (2018)

2017

25. Corporate governance and cash holdings in MENA: Evidence from internal and external governance practices
    Research in International Business and Finance, 2017, 39, (PA), 1-12 View citations (25)
26. IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS
    Journal of Financial Research, 2017, 40, (3), 349-367 View citations (3)
27. Political connections and firm operational efficiencies: evidence from a developing country
    Review of Managerial Science, 2017, 11, (1), 191-224 View citations (7)

2016

28. Do Political Connections Affect Firm Performance? Evidence from a Developing Country
    Emerging Markets Finance and Trade, 2016, 52, (8), 1876-1891 View citations (16)
29. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
    Economic Inquiry, 2016, 54, (2), 907-924 View citations (36)
    See also Working Paper Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, MPRA Paper (2017) (2017)

2015

30. Macroeconomic effects on emerging-markets sovereign credit spreads
    Journal of Financial Stability, 2015, 20, (C), 1-13 View citations (11)
31. Managerial risk incentives and investment related agency costs
    International Review of Financial Analysis, 2015, 38, (C), 191-197 View citations (13)
32. Political Connections and Leverage: Firm‐level Evidence from Pakistan
    Managerial and Decision Economics, 2015, 36, (6), 364-383 View citations (21)
33. The role of regulatory credibility in effective bank regulation
    Journal of Banking & Finance, 2015, 50, (C), 506-513 View citations (3)
    See also Working Paper The role of regulatory credibility in effective bank regulation, Post-Print (2015) View citations (2) (2015)

2014

34. CONVEXITY, MAGNIFICATION, AND TRANSLATION: THE EFFECT OF MANAGERIAL OPTION-BASED COMPENSATION ON CORPORATE CASH HOLDINGS
    Journal of Financial Research, 2014, 37, (2), 191-210 View citations (3)
35. Does it pay to be ethical? Evidence from the FTSE4Good
    Journal of Banking & Finance, 2014, 47, (C), 54-62 View citations (44)
36. Exploiting stochastic dominance to generate abnormal stock returns
    Journal of Financial Markets, 2014, 20, (C), 20-38 View citations (4)
37. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
    Accounting and Finance, 2014, 54, (1), 251-274 View citations (21)
38. Theoretical motives of corporate cash holdings and political connections: firms level evidence from a developing economy
    International Review of Applied Economics, 2014, 28, (6), 813-831 View citations (4)

2013

39. EDITORIAL NOTE
    Annals of Financial Economics (AFE), 2013, 08, (02), 1-2
40. Foreign currency derivative use and shareholder value
    International Review of Financial Analysis, 2013, 29, (C), 283-293 View citations (15)
41. International equity flows, marginal conditional stochastic dominance and diversification
    Review of Quantitative Finance and Accounting, 2013, 40, (2), 251-271 View citations (9)

2012

42. An empirical analysis of marginal conditional stochastic dominance
    Journal of Banking & Finance, 2012, 36, (4), 1144-1151 View citations (9)
43. The Effect of CEO Risk Appetite on Firm Volatility: An Empirical Analysis of Financial Firms☆
    International Journal of the Economics of Business, 2012, 19, (2), 195-211 View citations (8)

2011

44. An alternative measure of the "world market portfolio": Determinants, efficiency, and information content
    Journal of International Money and Finance, 2011, 30, (5), 724-748 View citations (2)
45. Making inefficient market indices efficient
    European Journal of Operational Research, 2011, 209, (1), 83-93 View citations (25)
46. The prudential effect of strategic institutional ownership on stock performance
    International Review of Financial Analysis, 2011, 20, (4), 191-199 View citations (5)

2010

47. Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991
    Multinational Finance Journal, 2010, 14, (3-4), 291-317 View citations (1)
    See also Working Paper Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991, Post-Print (2010) (2010)

2009

48. Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium
    European Financial Management, 2009, 15, (3), 606-642 View citations (25)
49. PRICING DEFAULT RISK WITH PARISIAN OPTIONS: EMPIRICAL EVIDENCE FROM HIGH GROWTH COMPANIES
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-18
50. The Effect of Country Default Risk on Foreign Direct Investment
    Economia Internazionale / International Economics, 2009, 62, (3), 342-361 View citations (4)

2008

51. Capital market integration, currency crises, and exchange rate regimes 1990-2002
    International Journal of Finance & Economics, 2008, 13, (3), 280-306 View citations (1)
52. The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias?
    European Financial Management, 2008, 14, (3), 445-469 View citations (29)

2007

53. Assymetric information and the pricing of sovereign eurobonds: India 1990-1992
    Global Finance Journal, 2007, 18, (1), 124-142 View citations (1)
54. Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain
    European Journal of Operational Research, 2007, 178, (2), 595-602 View citations (13)

2006

55. The role of population and wealth in international capital flows
    Studies in Economics and Finance, 2006, 23, (1), 4-12

2005

56. An option pricing framework for valuation of football players
    Review of Financial Economics, 2005, 14, (3-4), 281-295 View citations (11)
    Also in Review of Financial Economics, 2005, 14, (3-4), 281-295 (2005) View citations (3)
57. MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK
    Annals of Financial Economics (AFE), 2005, 01, (01), 1-20 View citations (4)
58. Portfolio selection under VaR constraints
    Computational Management Science, 2005, 2, (2), 123-138 View citations (3)

2004

59. Country financial risk and stock market performance: the case of Latin America
    Journal of Economics and Business, 2004, 56, (1), 21-41 View citations (6)
60. Sovereign debt and the cost of migration: India 1990-1992
    Journal of Asian Economics, 2004, 15, (1), 111-134

2003

61. Controlling the risk: a case study of the Indian liquidity crisis 1990-92
    Journal of International Development, 2003, 15, (3), 285-298
62. Pricing the Cost of Expropriation Risk
    Review of International Economics, 2003, 11, (2), 412-422 View citations (16)
63. Quantification of political risk with multiple dependent sources
    Journal of Economics and Finance, 2003, 27, (2), 125-135 View citations (7)

2002

64. Strategic parameters for capital budgeting when abandonment value is stochastic
    Applied Financial Economics, 2002, 12, (2), 123-130 View citations (3)
    See also Working Paper Strategic parameters for capital budgeting when abandonment value is stochastic, Post-Print (2010) (2010)

2001

65. Emerging Markets: Investing with Political Risk
    Multinational Finance Journal, 2001, 5, (3), 155-173 View citations (8)

2000

66. Resource Management and the Mayor's Guarantee in French Water Allocation
    Environmental & Resource Economics, 2000, 15, (2), 103-113 View citations (9)
67. Water Management in France: Delegation and Irreversibility
    Journal of Applied Economics, 2000, 3, 325-352 View citations (10)
    Also in Journal of Applied Economics, 2000, 3, (2), 325-352 (2000) View citations (2)

1999

68. A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule
    Management Science, 1999, 45, (12), 1724-1727 View citations (15)
69. Beta lives - some statistical perspectives on the capital asset pricing model
    The European Journal of Finance, 1999, 5, (3), 213-224 View citations (5)

1998

70. Dynamique industrielle de la gestion municipale de l'eau
    Revue d'Économie Industrielle, 1998, 83, (1), 183-196
71. Political Risk in Hong Kong and Taiwan: Pricing the China Factor
    Journal of Economic Integration, 1998, 13, 276-291 View citations (1)
72. Risk Aversion, Wealth and International Capital Flows
    Review of International Economics, 1998, 6, (3), 507-15 View citations (4)

1997

73. Valuing political risk
    Journal of International Money and Finance, 1997, 16, (3), 477-490 View citations (57)

1996

74. Editorial
    The European Journal of Finance, 1996, 2, (1), 3-4

Books

2018

1. Evaluating Country Risks for International Investments:Tools, Techniques and Applications
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2006

1. Dynamic Uncertainty and the Pricing of Natural Monopolies: The Case of Urban Water Management
   Springer

2005

2. Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk
   Springer

Editor

1. Annals of Financial Economics (AFE)
   World Scientific Publishing Co. Pte. Ltd.
2. Frontiers in Finance and Economics
   SKEMA Business School