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Research Output

2020

Cryptocurrencies in Portfolios: Return-liquidity trade-off around China forbidding initial coin offerings

Zhang, S. & Gregoriou, A., 21 Jul 2020, In : Applied Economics Letters. p. 1-5 5 p.

Research output: Contribution to journalArticle

Do more mergers and acquisitions create value for shareholders?

Li, S., Liu, G. & Gregoriou, A., 8 Jul 2020, In : Review of Quantitative Finance and Accounting.

Research output: Contribution to journalArticle

How do you capture liquidity? A review of the literature on low‐frequency stock liquidity

Le, H. & Gregoriou, A., 13 Jul 2020, In : Journal of Economic Surveys .

Research output: Contribution to journalArticle

Open Access
File
Open Access
File

Post Earnings Announcement Drift, liquidity and Zero Leverage Firms: Evidence from the UK Stock Market

Zhang, S. & Gregoriou, A., 19 May 2020, In : Journal of Business Research. 116, p. 13-26 14 p.

Research output: Contribution to journalArticle

Stock Liquidity and Return Distribution: Evidence from the London Stock Exchange

Wang, A., Hudson, R., Rhodes, M., Zhang, S. & Gregoriou, A., 12 May 2020, In : Finance Research Letters . 101539.

Research output: Contribution to journalArticle

The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China

Ahmed, R., Chen, Y., Benjasak, C., Gregoriou, A., Alrwashdeh, N. N. F. & Than, E. T., 28 Sep 2020, In : Quarterly Review of Economics and Finance .

Research output: Contribution to journalArticle

2019

Accruals quality and the cost of debt: The European evidence

Gregoriou, A., Eliwa, Y. & Patterson, A., 7 May 2019, In : International Journal of Accounting and Information Management. 27, 2, p. 333-351 19 p.

Research output: Contribution to journalArticle

Open Access
File
Open Access
File

How do Markets Value Stock Liquidity? Comparative Evidence from the UK, the US, Germany and China

Liu, G., Gregoriou, A. & Bo, Y., 24 Jul 2019, In : Economics Letters. 186, 108500.

Research output: Contribution to journalArticle

Initial bank loans, zero-leverage firms and stock market liquidity: New empirical evidence from the UK

Zhang, S. & Gregoriou, A., 29 Aug 2019, In : Journal of Economic Studies. 46, 5, p. 1028-1051 24 p.

Research output: Contribution to journalArticle

Open Access
File

Liquidity Effects on Travel and Tourism stocks following Global Financial Crises

Gregoriou, A. & Liasidou, S., 31 Dec 2019, In : Journal of Hospitality Financial Management . 27, 2, p. 98–108

Research output: Contribution to journalArticle

Open Access
File

Prospect Theory and Stock Returns: A Seven Factor Pricing Model

Gregoriou, A., Healy, J. & Le, T. T. H., 2 May 2019, In : Journal of Business Research. 101, p. 315-322 8 p.

Research output: Contribution to journalArticle

2018

Carbon Markets: Microstructure, Pricing and Policy

Ibikunle, G. & Gregoriou, A., 1 Mar 2018, London: Palgrave Macmillan. 236 p.

Research output: Book/ReportBook - authored

Cryptocurrencies and asset pricing

Gregoriou, A., 27 Sep 2018, In : Applied Economics Letters.

Research output: Contribution to journalArticle

Open Access
File

Does size matter in predicting hedge funds’ liquidation?

Becam, A., Gregoriou, A. & Gupta, J., 8 Feb 2018, In : European Financial Management.

Research output: Contribution to journalArticle

Open Access
File
2017

Empirical comparison of hazard models in predicting SMEs failure

Gupta, J., Gregoriou, A. & Ebrahimi, T., 16 Jun 2017, In : Quantitative Finance. 18, 3, p. 437-466

Research output: Contribution to journalArticle

Open Access
File

Impact of market-based finance on SMEs failure

Gupta, J. & Gregoriou, A., 26 Oct 2017, In : Economic Modelling. 69, p. 13-25

Research output: Contribution to journalArticle

Pay referents and satisfaction with pay: Does occupational proximity matter?

Georgellis, Y., Garcia, S. M., Gregoriou, A. & Ozbilgin, M., 22 Dec 2017, In : British Journal of Management.

Research output: Contribution to journalArticle

Open Access
File

Test of recent advances in extracting information from option prices

Healy, J., Gregoriou, A. & Hudson, R., 27 Sep 2017, In : International Review of Financial Analysis.

Research output: Contribution to journalArticle

Open Access
File
2016

Does the London Stock Exchange require an Upstairs Market? Evidence from Block Trades

Gregoriou, A., 1 Jan 2016, In : Journal of Economic Studies. 43, 3, p. 447-457 11 p.

Research output: Contribution to journalArticle

Open Access
File

Empirical Comparison of Hazard Models in Predicting Bankruptcy

Gupta, J., Gregoriou, A. & Ebrahimi, T., 4 Jul 2016, In : Social Science Research Network.

Research output: Contribution to journalArticle

Open Access
File
2015

A simple behaviour model of investor holding periods under the presence of trading costs

Gregoriou, A., 29 Sep 2015, In : Applied Economics Letters. 23, 6, p. 432-435 4 p.

Research output: Contribution to journalArticle

Determinants of telecommunication stock prices

Gregoriou, A., Healy, J. & Gupta, J., 1 Jan 2015, In : Journal of Economic Studies. 42, 4, p. 534-548 15 p.

Research output: Contribution to journalArticle

Liquidity and market efficiency in the world's largest carbon market

Ibikunle, G., Gregoriou, A., Hoepner, A. & Rhodes, M., 27 Nov 2015, In : British accounting review. 48, 4, p. 431-447 17 p.

Research output: Contribution to journalArticle

Open Access
File

Public vs Private SMEs: A comparison of distress hazard

Gupta, J., Gregoriou, A. & Ibikunle, G., 24 Apr 2015.

Research output: Working paper

Open Access
File

The relative influence of price and non-price factors on short-term retail deposit quantities?

Ashton, J., Gregoriou, A. & Healy, J., 13 Mar 2015, In : European Journal of Finance. p. 1-23 23 p.

Research output: Contribution to journalArticle

2014
Open Access
File

Determinants of the Capital Structure of Listed Vietnamese Companies

Nguyen, D. T. T., Diaz-Rainey, I. & Gregoriou, A., 3 Dec 2014, In : Journal of Southeast Asian Economies. 31, 3

Research output: Contribution to journalArticle

Event studies correcting for nonnormality using the wild bootstrap

Gregoriou, A., 1 Jun 2014, In : Applied Economics Letters. 21, 15

Research output: Contribution to journalArticle

Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market

Gregoriou, A., Ibikunle, G. & Pandit, N., 21 Jul 2014, In : European Journal of Finance. 22, 2

Research output: Contribution to journalArticle

Retirement in a global labour market: a call for abolishing the fixed retirement age

Baruch, Y., Sayce, S. & Gregoriou, A., 1 Jan 2014, In : Personnel Review. 43, 3

Research output: Contribution to journalArticle

The effect of internationalisation on modelling credit risk for SMEs: evidence from UK market

Gupta, J., Wilson, N., Gregoriou, A. & Healy, J., 15 May 2014, In : Journal of International Financial Markets, Institutions and Money. 31, p. 397-413 17 p.

Research output: Contribution to journalArticle

The value of operating cash flow in modelling credit risk for SMEs

Gupta, J., Wilson, N., Gregoriou, A. & Healy, J., 14 Mar 2014, In : Applied Financial Economics. 24, 9

Research output: Contribution to journalArticle

2013

Aggregate and regional house price to earnings ratio dynamics in the UK

Gregoriou, A., Kontonikas, A. & Montagnoli, A., 26 Sep 2013, In : Urban Studies. 51, 13

Research output: Contribution to journalArticle