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Research Output 2013 2019

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Article
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
Costs
Accruals quality
Cost of debt
Managers
Economics
Open Access
File
disability
violence
victimization
accident
empirical research

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. 108500.

Research output: Contribution to journalArticle

Germany
China
Value stocks
Liquidity
Market value

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
Stock market liquidity
Leverage
Announcement
Bank loans
Empirical evidence

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

Factors
Capital asset pricing model
Stock returns
Prospect theory
Asset returns
Leverage
Announcement
Loans
Price effects
Asymmetry
2018

Cryptocurrencies and asset pricing

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

Research output: Contribution to journalArticle

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

Liquidation
Hedge funds
Covariates
Prediction model
Factors
2017

Empirical comparison of hazard models in predicting SMEs failure

Gupta, J., Gregoriou, A. & Ebrahimi, T., 16 Jun 2017, In : Quantitative Finance.

Research output: Contribution to journalArticle

Open Access
File
Hazard models
Small and medium-sized enterprises
Discrete-time
Continuous time
Bankruptcy

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

Small and medium-sized enterprises
Finance
Capital markets
Bankruptcy
Financing
Nonlinear modeling
Deviation
Bid
Misalignment
Block trades

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
Proximity
Prestige
Pay satisfaction
Employees
Influencing factors

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
price
test
method
distribution
volatility
London Stock Exchange
Decomposition
Stock market liquidity
Bid/ask spread
Integrated
2016
Overdraft
Current account
Costs
Deposits
Inertia
Liquidity
Bahrain
Islamic banking
Investors
Premium

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
Bankruptcy
Hazard models
Discrete-time
Continuous time
Censored data
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

Investors
Trading costs
London Stock Exchange
Portfolio construction
Behavioral model

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

Stock prices
Telecommunications
Factors
Developed countries
Developing countries

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
Carbon markets
Liquidity
Market efficiency
Emissions trading scheme
Return predictability

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

Ashton, J., Gregoriou, A. & Healy, J., 31 Jan 2015, In : European Journal of Finance. p. 1-23 23 p.

Research output: Contribution to journalArticle

Deposits
Factors
Retail
Building societies
Estimator
2014
Open Access
File
Security returns
Calculation method
Measure of risk
Risk and return

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

Listed companies
Capital structure
Capital markets
Stock exchange
Financing
Electronic trading
Broker
Limit orders
Trading systems
Proportion

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

Event study
Non-normality
Wild bootstrap
Stock index
Stock price reaction
European Union
Emissions trading scheme
Mean-reverting
Unit root tests
Market efficiency

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

Price impact
Futures markets
Block trades
Climate
Proportion

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

Retirement age
Human capital
Labour market
Retirement
Capital markets

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

Credit risk modeling
Small and medium-sized enterprises
Internationalization
Default prediction
Prediction model
Banking
Centralization
Interest rates
Monetary policy
Deposits

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

Credit risk modeling
Operating cash flows
Small and medium-sized enterprises
Cash flow
Bankruptcy
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

House prices
Structural change
Unit root tests