Details about Francesco Guidi

Access statistics for papers by Francesco Guidi.

Last updated 2024-09-08. Update your information in the RePEc Author Service.

Short-id: pgu243

Working Papers

2016

1. R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (57)
   Also in Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre (2015) View citations (2)
   See also Journal Article R&D and productivity in OECD firms and industries: A hierarchical meta-regression analysis, Research Policy, Elsevier (2016) View citations (51) (2016)

2015

2. Inverted-U relationship between innovation and survival: evidence from firm-level UK data
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre
3. Variations in the effect of R&D investment on firm productivity: UK evidence
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (1)

2014

4. An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (33)
   See also Journal Article An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (34) (2014)
5. R&D investment, productivity and rates of return: A meta-analysis of the evidence on OECD firms and industries
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

6. Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (7)

2010

7. Cointegration and conditional correlations among German and Eastern Europe equity markets
   MPRA Paper, University Library of Munich, Germany View citations (5)
8. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets, International Review of Financial Analysis, Elsevier (2012) View citations (72) (2012)
9. Financial Development and Income Inequality: Evidence from African Countries
   MPRA Paper, University Library of Munich, Germany View citations (146)
10. Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models
    MPRA Paper, University Library of Munich, Germany View citations (1)
11. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets, Journal of Emerging Market Finance, Institute for Financial Management and Research (2011) View citations (27) (2011)

2009

12. ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)
13. Testing the weak-form market efficiency and the day of the week effects of some African countries
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries, The African Finance Journal, Africagrowth Institute (2010) View citations (5) (2010)
14. The economic effects of oil prices shocks on the UK manufacturing and services sector
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article The Economic Effects of Oil Prices Shocks on the UK Manufacturing and Services Sectors, The IUP Journal of Applied Economics, IUP Publications (2010) View citations (6) (2010)

2008

15. European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel
    MPRA Paper, University Library of Munich, Germany View citations (2)
16. Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Volatility and Long-Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK, The IUP Journal of Financial Economics, IUP Publications (2009) View citations (3) (2009)

Undated

17. 2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)

Journal Articles

2024

1. 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, 2024, 70, (PA)

2021

2. Concentration, competition and financial stability in the South-East Europe banking context
   International Review of Economics & Finance, 2021, 76, (C), 639-670 View citations (1)

2016

3. 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, 2016, 35, (C), 59-78 View citations (8)
4. R&D and productivity in OECD firms and industries: A hierarchical meta-regression analysis
   Research Policy, 2016, 45, (10), 2069-2086 View citations (51)
   See also Working Paper R&D and productivity in OECD firms and industries: a hierarchical meta-regression analysis, Greenwich Papers in Political Economy (2016) View citations (57) (2016)

2014

5. An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
   Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 119-136 View citations (34)
   See also Working Paper An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits, Greenwich Papers in Political Economy (2014) View citations (33) (2014)

2013

6. Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests
   Applied Financial Economics, 2013, 23, (4), 265-274 View citations (9)

2012

7. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
   International Review of Financial Analysis, 2012, 21, (C), 10-22 View citations (72)
   See also Working Paper Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets, MPRA Paper (2010) View citations (4) (2010)

2011

8. Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets
   Journal of Emerging Market Finance, 2011, 10, (3), 337-389 View citations (27)
   See also Working Paper Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets, MPRA Paper (2010) View citations (8) (2010)

2010

9. Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries
   The African Finance Journal, 2010, 12, (Conference Issue), 1-26 View citations (5)
   See also Working Paper Testing the weak-form market efficiency and the day of the week effects of some African countries, MPRA Paper (2009) View citations (2) (2009)
10. The Economic Effects of Oil Prices Shocks on the UK Manufacturing and Services Sectors
    The IUP Journal of Applied Economics, 2010, IX, (4), 5-34 View citations (6)
    See also Working Paper The economic effects of oil prices shocks on the UK manufacturing and services sector, MPRA Paper (2009) View citations (8) (2009)

2009

11. Volatility and Long-Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
    The IUP Journal of Financial Economics, 2009, VII, (2), 7-39 View citations (3)
    See also Working Paper Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK, MPRA Paper (2008) (2008)

Chapters

2022

1. The determinants of commercial banks' profitability in the South-Eastern Europe region: a system GMM approach
   Chapter 11 in Handbook of Banking and Finance in Emerging Markets, 2022, pp 200-217