El Kalak, Izidin ORCID: https://orcid.org/0000-0002-2992-4042, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Yamada, Kazuo
2024.
The decline of bank ownership and firm’s capital structure: evidence from Japanese business groups.
Applied Economics
10.1080/00036846.2024.2364092
Item availability restricted. |
Ding, Wenjie, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, ap Gwilym, Owain and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846
2023.
Technical analysis as a sentiment barometer and the cross-section of stock returns.
Quantitative Finance
23
(11)
, pp. 1617-1636.
10.1080/14697688.2023.2244991
Item availability restricted. |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Wu, Yuliang, Ebrahim, Rabab and Sharma, Abhijit 2023. Dividend policy, systematic liquidity risk, and the cost of equity capital. Review of Quantitative Finance and Accounting 60 , pp. 839-876. 10.1007/s11156-022-01114-3 |
Evans, Kevin P. ORCID: https://orcid.org/0000-0001-8854-2629, Leung, Woon Sau, Li, Junqiu and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2023. ETF ownership and seasoned equity offerings. Journal of Financial and Quantitative Analysis 10.1017/S002210902300042X |
Jin, Han, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Wu, Yuliang and Xu, Bin 2023. Can star analysts make superior coverage decisions in poor information environment? Journal of Banking and Finance 146 , 106650. 10.1016/j.jbankfin.2022.106650 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wu, Yuliang 2022. Why do firm fundamentals predict returns: Evidence from short selling activity. International Review of Financial Analysis 79 , 101974. 10.1016/j.irfa.2021.101974 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Wood, Geoffrey, Yin, Shuxing and Zhang, Mao 2021. Comprehending the outward FDI from Latin America and OCED: A comparative perspective. International Business Review 30 (5) , 101853. 10.1016/j.ibusrev.2021.101853 |
Ding, Wenjie ORCID: https://orcid.org/0000-0003-2774-5777, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846 2021. Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. Journal of Empirical Finance 63 , pp. 42-56. 10.1016/j.jempfin.2021.05.003 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Gounopoulos, Dimitrios and Wood, Geoffry 2021. The consequences of political donations for IPO premium and performance. Journal of Corporate Finance 67 , 101888. 10.1016/j.jcorpfin.2021.101888 |
Leung, Woon ORCID: https://orcid.org/0000-0002-0389-2126, Evans, Kevin P. ORCID: https://orcid.org/0000-0001-8854-2629 and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2020. The R&D anomaly: risk or mispricing? Journal of Banking and Finance 115 , 105815. 10.1016/j.jbankfin.2020.105815 |
Ding, Wenjie ORCID: https://orcid.org/0000-0003-2774-5777, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846 2019. Investor sentiment and the cross-section of stock returns: New theory and evidence. Review of Quantitative Finance and Accounting 53 , pp. 493-525. 10.1007/s11156-018-0756-z |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Zhao, Yang 2019. CEO incentives, takeover protection and corporate innovation. British Journal of Management 30 (2) , pp. 494-515. 10.1111/1467-8551.12330 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Abdul, Mohamed and Saadouni, Brahim 2019. Price reaction of ethically screened stocks: a study of the Dow Jones Islamic Market World Index. Journal of Business Ethics 154 (3) , pp. 683-699. 10.1007/s10551-016-3389-y |
Leung, Woon Sau ORCID: https://orcid.org/0000-0002-0389-2126, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Chen, Jie ORCID: https://orcid.org/0000-0002-4076-7121 and Wood, Geoffrey 2018. Organization capital, labor market flexibility, and stock returns around the world. Journal of Banking and Finance 89 , pp. 150-168. 10.1016/j.jbankfin.2018.02.008 |
Huang, Winifred and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2018. Excess cash, trading continuity, and liquidity risk. Journal of Corporate Finance 48 , pp. 275-291. 10.1016/j.jcorpfin.2017.11.005 |
Yin, Shuxing, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Benamraoui, Abdelhafid and Saadouni, Brahim 2018. Stock price reaction to profit warnings: the role of time varying betas. Review of Quantitative Finance and Accounting 50 (1) , pp. 67-93. 10.1007/s11156-017-0623-3 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Mohamed, Abdulkadir, Saadouni, Brahim and Ying, Shuxing 2017. Underwriters' allocation with and without discretionary power: evidence from the Hong Kong IPO market. International Review of Financial Analysis 49 , pp. 128-137. |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Mohamed, Abdulkadir and Saadouni, Brahim 2016. Stock return comovement around the Dow Jones Islamic Market World Index revisions. Journal of Economic Behavior and Organization 132 (Supp.) , pp. 50-62. 10.1016/j.jebo.2016.05.011 |
Wu, Yuliang and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2016. Long-term industry reversals. Journal of Banking & Finance 68 , pp. 236-250. 10.1016/j.jbankfin.2016.03.017 |
Wood, Geoffrey, Yin, Shuxing, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Cheah, Jeremy Eng-Tuck 2016. Foreign direct investment and employment rights in South-Eastern Europe. Cambridge Journal of Economics 40 (1) , pp. 141-163. 10.1093/cje/beu070 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Wu, Yuliang and Yin, Shuxing 2015. Trading activity in options and stock around price-sensitive news announcements. Journal of Futures Markets 35 (12) , pp. 1173-1194. 10.1002/fut.21691 |
Huang-Meier, Winifred, Freeman, Mark C. and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2015. Why are aggregate equity payouts pro-cyclical? Journal of Macroeconomics 44 , pp. 98-108. 10.1016/j.jmacro.2015.01.005 |
Adcock, Christopher, Hua, Xiuping, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Yin, Shuxing 2014. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis. Journal of International Money and Finance 49 (B) , pp. 470-491. 10.1016/j.jimonfin.2014.06.004 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Daya, Wael and Yin, Shuxing 2014. Index revisions, systematic liquidity risk and the cost of equity capital. Journal of International Financial Markets, Institutions and Money 33 , pp. 283-298. 10.1016/j.intfin.2014.07.009 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Wang, Jian 2014. Commodity futures price behaviour following large one-day price changes. Applied Financial Economics 24 (14) , pp. 939-948. 10.1080/09603107.2014.914140 |
Agyei-Ampomah, Sam, Gounopoulos, Dimitrios and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2014. Does gold offer a better protection against losses in sovereign debt bonds than other metals? Journal of Banking and Finance 40 , pp. 507-521. 10.1016/j.jbankfin.2013.11.014 |
Adcock, Chris, Hua, Xiuping, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Yin, Shuxing 2014. Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements. The European Journal of Finance 10.1080/1351847X.2014.899260 |
Wood, Geoffrey, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Yin, Shuxing and Cheah, Jeremy Eng-Tuck 2014. Foreign direct investment from emerging markets to Africa: the HRM context. Human Resource Management 53 (1) , pp. 179-201. 10.1002/hrm.21550 |
Agyei-Ampomah, Sam, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Yin, Shuxing 2013. The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies. International Review of Financial Analysis 29 , pp. 251-260. 10.1016/j.irfa.2012.05.006 |
Lambertides, Neophytos and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2013. Stock price volatility and informational efficiency following the mandatory adoption of IFRS in Europe. Journal of Applied Accounting Research 14 (1) , pp. 4-17. 10.1108/09675421311282513 |
Daya, Wael, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Freeman, Mark 2012. Information efficiency changes following FTSE 100 index revisions. Journal of International Financial Markets, Institutions and Money 22 (4) , pp. 1054-1069. 10.1016/j.intfin.2012.01.002 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Alrabadi, Dima W. H. and Yin, Shuxing 2012. Systematic liquidity risk and stock price reaction to shocks. Accounting & Finance 52 (2) , pp. 467-493. 10.1111/j.1467-629X.2011.00403.x |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Agyei-Ampomah, Sam, Saadouni, Brahim and Yin, Shuxing 2012. Stabilization and the aftermarket prices of initial public offerings. Review of Quantitative Finance and Accounting 41 (3) , pp. 417-439. 10.1007/s11156-012-0315-y |
Agyei-Ampomah, Sam and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2011. The comovement of option listed stocks. Journal of Banking & Finance 35 (8) , pp. 2056-2069. 10.1016/j.jbankfin.2011.01.016 |
Goergen, Marc ORCID: https://orcid.org/0000-0003-4391-2651, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Yin, Shuxing 2010. Price, volume and spread effects associated with the expiry of lock-in agreements : evidence from the Hong Kong IPO market. Pacific-Basin Finance Journal 18 (5) , pp. 442-459. 10.1016/j.pacfin.2010.05.001 |
Joseph, Nathan Lael and Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2010. Testing for overreaction and return continuations in stock price index returns. International Journal of Strategic Decision Sciences 1 (2) , pp. 93-113. 10.4018/jsds.2010040105 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Alrabadi, Dima W.H., Freeman, Mark and Yin, Shuxing 2010. Systematic liquidity risk and asset pricing: evidence from London Stock Exchange. International Journal of Banking, Accounting and Finance 2 (4) , pp. 387-403. 10.1504/IJBAAF.2010.037156 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Joseph, Nathan Lael and Palliere, Clement 2009. Stock index reaction to large price changes: Evidence from major Asian stock indexes. Pacific-Basin Finance Journal 17 (4) , pp. 444-459. 10.1016/j.pacfin.2008.11.001 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Joseph, Nathan L. and Joulmer, Joulmer 2009. Stock price reaction following large one-day price changes: UK evidence. Journal of Banking & Finance 33 (8) , pp. 1481-1493. 10.1016/j.jbankfin.2009.02.010 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Bowe, Michael 2009. Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE. Applied Financial Economics 19 (3) , pp. 203-212. 10.1080/09603100801964396 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Saadouni, Brahim and Yin, Shuxing 2008. The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs). Journal of Multinational Financial Management 18 (3) , pp. 209-228. 10.1016/j.mulfin.2007.08.002 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715, Saadouni, Brahim and Yin, Shuxing 2008. Warrants in IPOs: Evidence from Hong Kong. Pacific-Basin Finance Journal 16 (5) , pp. 539-554. 10.1016/j.pacfin.2007.11.003 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Saadouni, Brahim 2007. The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal? Applied Financial Economics 17 (6) , pp. 501-510. 10.1080/09603100600690085 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Bowe, Michael 2006. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE. International Review of Financial Analysis 15 (1) , pp. 1-20. 10.1016/j.irfa.2005.07.001 |
Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 2004. The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach. Journal of Empirical Finance 11 (5) , pp. 695-708. 10.1016/j.jempfin.2003.09.003 |