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Details about Ephraim Clark

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

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Last updated 2020-02-10. Update your information in the RePEc Author Service.

Short-id: pcl46


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Working Papers

2017

  1. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (25)

    See also Journal Article in Economic Inquiry (2016)

2016

  1. 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 Downloads View citations (15)

2012

  1. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)

2010

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

2005

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

2002

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

Journal Articles

2019

  1. A measure of total firm performance: new insights for the corporate objective
    Annals of Operations Research, 2019, 281, (1), 121-141 Downloads
  2. Political connections and corporate financial decision making
    Review of Quantitative Finance and Accounting, 2019, 53, (4), 1099-1133 Downloads
  3. Political connections and corporate performance: Evidence from Pakistan
    Economics of Transition and Institutional Change, 2019, 27, (4), 863-889 Downloads
  4. Preface: decision making and risk/return optimization in financial economics
    Annals of Operations Research, 2019, 281, (1), 1-2 Downloads
  5. Stock-ADR Arbitrage: Microstructure Risk
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) Downloads

2018

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

2017

  1. 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 Downloads View citations (8)
  2. IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS
    Journal of Financial Research, 2017, 40, (3), 349-367 Downloads
  3. Political connections and firm operational efficiencies: evidence from a developing country
    Review of Managerial Science, 2017, 11, (1), 191-224 Downloads View citations (4)

2016

  1. Do Political Connections Affect Firm Performance? Evidence from a Developing Country
    Emerging Markets Finance and Trade, 2016, 52, (8), 1876-1891 Downloads View citations (2)
  2. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
    Economic Inquiry, 2016, 54, (2), 907-924 Downloads View citations (21)
    See also Working Paper (2017)

2015

  1. Macroeconomic effects on emerging-markets sovereign credit spreads
    Journal of Financial Stability, 2015, 20, (C), 1-13 Downloads View citations (6)
  2. Managerial risk incentives and investment related agency costs
    International Review of Financial Analysis, 2015, 38, (C), 191-197 Downloads View citations (4)
  3. Political Connections and Leverage: Firm‐level Evidence from Pakistan
    Managerial and Decision Economics, 2015, 36, (6), 364-383 Downloads View citations (5)
  4. The role of regulatory credibility in effective bank regulation
    Journal of Banking & Finance, 2015, 50, (C), 506-513 Downloads View citations (1)

2014

  1. CONVEXITY, MAGNIFICATION, AND TRANSLATION: THE EFFECT OF MANAGERIAL OPTION-BASED COMPENSATION ON CORPORATE CASH HOLDINGS
    Journal of Financial Research, 2014, 37, (2), 191-210 Downloads View citations (2)
  2. Does it pay to be ethical? Evidence from the FTSE4Good
    Journal of Banking & Finance, 2014, 47, (C), 54-62 Downloads View citations (16)
  3. Exploiting stochastic dominance to generate abnormal stock returns
    Journal of Financial Markets, 2014, 20, (C), 20-38 Downloads View citations (1)
  4. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
    Accounting and Finance, 2014, 54, (1), 251-274 Downloads View citations (19)
  5. 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 Downloads View citations (3)

2013

  1. EDITORIAL NOTE
    Annals of Financial Economics (AFE), 2013, 08, (02), 1-2 Downloads
  2. Foreign currency derivative use and shareholder value
    International Review of Financial Analysis, 2013, 29, (C), 283-293 Downloads View citations (8)
  3. International equity flows, marginal conditional stochastic dominance and diversification
    Review of Quantitative Finance and Accounting, 2013, 40, (2), 251-271 Downloads View citations (5)

2012

  1. An empirical analysis of marginal conditional stochastic dominance
    Journal of Banking & Finance, 2012, 36, (4), 1144-1151 Downloads View citations (7)
  2. 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 Downloads

2011

  1. An alternative measure of the "world market portfolio": Determinants, efficiency, and information content
    Journal of International Money and Finance, 2011, 30, (5), 724-748 Downloads View citations (2)
  2. Making inefficient market indices efficient
    European Journal of Operational Research, 2011, 209, (1), 83-93 Downloads View citations (19)
  3. The prudential effect of strategic institutional ownership on stock performance
    International Review of Financial Analysis, 2011, 20, (4), 191-199 Downloads View citations (3)

2010

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

2009

  1. Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium
    European Financial Management, 2009, 15, (3), 606-642 Downloads View citations (7)
  2. PRICING DEFAULT RISK WITH PARISIAN OPTIONS: EMPIRICAL EVIDENCE FROM HIGH GROWTH COMPANIES
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-18 Downloads
  3. The Effect of Country Default Risk on Foreign Direct Investment
    Economia Internazionale / International Economics, 2009, 62, (3), 342-361 Downloads View citations (3)

2008

  1. Capital market integration, currency crises, and exchange rate regimes 1990-2002
    International Journal of Finance & Economics, 2008, 13, (3), 280-306 Downloads View citations (1)
  2. The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias?
    European Financial Management, 2008, 14, (3), 445-469 Downloads View citations (24)

2007

  1. Assymetric information and the pricing of sovereign eurobonds: India 1990-1992
    Global Finance Journal, 2007, 18, (1), 124-142 Downloads
  2. 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 Downloads View citations (10)

2005

  1. An option pricing framework for valuation of football players
    Review of Financial Economics, 2005, 14, (3-4), 281-295 Downloads View citations (6)
  2. MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK
    Annals of Financial Economics (AFE), 2005, 01, (01), 1-20 Downloads View citations (2)
  3. Portfolio selection under VaR constraints
    Computational Management Science, 2005, 2, (2), 123-138 Downloads View citations (3)

2004

  1. Country financial risk and stock market performance: the case of Latin America
    Journal of Economics and Business, 2004, 56, (1), 21-41 Downloads View citations (4)
  2. Sovereign debt and the cost of migration: India 1990-1992
    Journal of Asian Economics, 2004, 15, (1), 111-134 Downloads

2003

  1. Controlling the risk: a case study of the Indian liquidity crisis 1990-92
    Journal of International Development, 2003, 15, (3), 285-298 Downloads
  2. Pricing the Cost of Expropriation Risk
    Review of International Economics, 2003, 11, (2), 412-422 Downloads View citations (16)
  3. Quantification of political risk with multiple dependent sources
    Journal of Economics and Finance, 2003, 27, (2), 125-135 Downloads View citations (4)

2002

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

2001

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

2000

  1. Resource Management and the Mayor's Guarantee in French Water Allocation
    Environmental & Resource Economics, 2000, 15, (2), 103-113 Downloads View citations (8)
  2. Water Management in France: Delegation and Irreversibility
    Journal of Applied Economics, 2000, 3, 325-352 Downloads View citations (9)

1999

  1. A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule
    Management Science, 1999, 45, (12), 1724-1727 Downloads View citations (13)
  2. Beta lives - some statistical perspectives on the capital asset pricing model
    The European Journal of Finance, 1999, 5, (3), 213-224 Downloads View citations (5)

1998

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

1997

  1. Valuing political risk
    Journal of International Money and Finance, 1997, 16, (3), 477-490 Downloads View citations (39)

1996

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

1990

  1. The Zealousness of Being Novel: A Reply to Haila
    Environment and Planning A, 1990, 22, (8), 1115-1119 Downloads

1987

  1. A Critical Note on Ball's Reformulation of the Role of Urban Land Rent
    Environment and Planning A, 1987, 19, (2), 263-267 Downloads

Books

2018

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

Editor

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