Items where Author / Artist / Editor is "Clark, Ephraim A."

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Clark, Ephraim A., Deshmukh, Nitin ORCID: https://orcid.org/0000-0003-2038-8930, Güran, Celal Barkan and Kassimatis, Konstantinos (2019) Index tracking with utility enhanced weighting. Quantitative Finance . ISSN 1469-7688 (Published online first) (doi:10.1080/14697688.2019.1605189)

Clark, Ephraim A. and Selima, Baccar (2018) Modelling credit spreads with time volatility, skewness, and kurtosis. Annals of Operations Research, 262 (2). pp. 431-461. ISSN 0254-5330 (doi:10.1007/s10479-015-1975-5)

Clark, Ephraim A., Mare, Davide and Radić, Nemanja (2018) Cooperative banks: What do we know about competition and risk preferences? Journal of International Financial Markets, Institutions & Money, 52 . pp. 90-101. ISSN 1042-4431 (doi:10.1016/j.intfin.2017.09.008)

Clark, Ephraim A. and Judge, Amrit (2017) Foreign currency derivatives versus foreign currency debt and the hedging premium. In: Evaluating Country Risks for International Investments: Tools, Techniques and Applications. WORLD SCIENTIFIC, pp. 381-433. 9789813224933. (doi:10.1142/9789813224940_0015)

Clark, Ephraim A. and Judge, Amrit P. (2017) The determinants of foreign currency hedging: does foreign currency debt induce a bias? In: Evaluating Country Risks for International Investments: Tools, Techniques and Applications. WORLD SCIENTIFIC, pp. 499-536. 9789813224933. (doi:10.1142/9789813224940_0018)

Belghitar, Yacine, Clark, Ephraim A. and Deshmukh, Nitin ORCID: https://orcid.org/0000-0003-2038-8930 (2017) Importance of the fund management company in the performance of socially responsible mutual funds. The Journal of Financial Research, 40 (3). pp. 349-367. ISSN 0270-2592 (doi:10.1111/jfir.12127)

Clark, Ephraim A., Qiao, Zhuo and Wong, Wing-Keung (2016) Theories of risk: testing investor behaviour on the Taiwan stock and stock index futures markets. Economic Inquiry, 54 (2). pp. 907-924. ISSN 0095-2583 (doi:10.1111/ecin.12288)

Clark, Ephraim A. and Kassimatis, Konstantinos (2015) Macroeconomic effects on emerging-markets sovereign credit spreads. Journal of Financial Stability, 20 . pp. 1-13. ISSN 1572-3089 (doi:10.1016/j.jfs.2015.06.002)

Clark, Ephraim A. and Jokung, Octave (2015) The role of regulatory credibility in effective bank regulation. Journal of Banking & Finance, 50 . pp. 506-513. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2014.03.018)

Belghitar, Yacine and Clark, Ephraim A. (2015) Managerial risk incentives and investment related agency costs. International Review of Financial Analysis, 38 . pp. 191-197. ISSN 1057-5219 (doi:10.1016/j.irfa.2014.11.012)

Belghitar, Yacine, Clark, Ephraim A. and Deshmukh, Nitin ORCID: https://orcid.org/0000-0003-2038-8930 (2014) Does it pay to be ethical? Evidence from the FTSE4Good. Journal of Banking & Finance, 47 . pp. 54-62. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2014.06.027)

Clark, Ephraim A. and Kassimatis, Konstantinos (2014) Exploiting stochastic dominance to generate abnormal stock returns. Journal of Financial Markets, 20 . pp. 20-38. ISSN 1386-4181 (doi:10.1016/j.finmar.2014.05.002)

Belghitar, Yacine and Clark, Ephraim A. (2014) Convexity, magnification, and translation: the effect of managerial option-based compensation on corporate cash holdings. The Journal of Financial Research, 37 (2). pp. 191-210. ISSN 0270-2592 (doi:10.1111/jfir.12034)

Qiao, Zhuo, Clark, Ephraim A. and Wong, Wing-Keung (2014) Investors' preference towards risk: evidence from the Taiwan stock and stock index futures markets. Accounting & Finance, 54 (1). pp. 251-274. ISSN 0810-5391 (doi:10.1111/j.1467-629X.2012.00508.x)

Clark, Ephraim A. and Kassimatis, Konstantinos (2013) International equity flows, marginal conditional stochastic dominance, and diversification. Review of Quantitative Finance and Accounting, 40 (2). pp. 251-271. ISSN 0924-865X (doi:10.1007/s11156-012-0277-0)

Clark, Ephraim A. and Kassimatis, Konstantinos (2012) An empirical analysis of marginal conditional stochastic dominance. Journal of Banking & Finance, 36 (4). pp. 1144-1151. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2011.11.006)

Clark, Ephraim A., Belghitar, Yacine and Mefteh, Salma (2012) Foreign currency derivative use and shareholder value. International Review of Financial Analysis . ISSN 1057-5219 (doi:10.1016/j.irfa.2012.02.004)

Belghitar, Yacine and Clark, Ephraim A. (2012) The effect of CEO risk appetite on firm volatility: an empirical analysis of financial firms. International Journal of the Economics of Business, 19 (2). pp. 195-211. ISSN 1357-1516 (doi:10.1080/13571516.2012.642640)

Clark, Ephraim A. and Kassimatis, Konstantinos (2011) An alternative measure of the world market portfolio: determinants, efficiency, and information content. Journal of International Money and Finance, 30 (5). pp. 724-748. ISSN 0261-5606 (doi:10.1016/j.jimonfin.2011.05.005)

Belghitar, Yacine, Clark, Ephraim A. and Kassimatis, Konstantinos (2011) The prudential effect of strategic institutional ownership on stock performance. International Review of Financial Analysis, 20 (4). pp. 191-199. ISSN 1057-5219 (doi:10.1016/j.irfa.2011.04.002)

Clark, Ephraim A., Jokung, Octave and Kassimitis, Konstantinos (2011) Making inefficient market indices efficient. European Journal of Operational Research, 209 (1). pp. 83-93. ISSN 0377-2217 (doi:10.1016/j.ejor.2010.09.013)

Clark, Ephraim A. and Mefteh, Salma (2011) Asymmetric foreign currency exposures and derivatives use: evidence from France. Journal of International Financial Management & Accounting, 22 (1). pp. 27-45. ISSN 0954-1314

Clark, Ephraim A. and Mefteh, Salma (2010) Foreign currency exposure and derivatives use: evidence from France from 2002 to 2005. Banque et Marches, 104 . pp. 21-29. ISSN 1167-4946

Broll, Udo, Clark, Ephraim A. and Lukas, Elmar (2010) Hedging mean-reverting commodities. IMA Journal of Management Mathematics, 21 (1). pp. 19-26. ISSN 1471-678X (doi:10.1093/imaman/dpp013)

Clark, Ephraim A. and Meftah, Salma (2010) Foreign currency derivatives use, firm value and the effect of the exposure profile: evidence from France. International Journal of Business, 15 (2). ISSN 1083-4346

Clark, Ephraim A. and Judge, Amrit P. (2009) Foreign currency derivatives versus foreign currency debt and the hedging premium. European Financial Management, 15 (3). pp. 606-642. ISSN 1354-7798 (doi:10.1111/j.1468-036X.2007.00431.x)

Clark, Ephraim A. and Tunaru, Radu (2008) Modelling stochastic political risk for capital budgeting: currency crises. Banque et marchés . pp. 45-56. ISSN 1167-4946

Clark, Ephraim A., Zenaidi, Amel and Trabelsi, Monia Gharbi (2008) Capital market integration, currency crises and exchange rate regimes. International journal of finance & economics, 13 (3). pp. 280-306. ISSN 1076-9307 (doi:10.1002/ijfe.338)

Clark, Ephraim A. and Judge, Amrit P. (2008) The determinants of foreign currency hedging: does foreign currency debt induce a bias? European Financial Management Journal, 14 (3). pp. 445-469.

Clark, Ephraim A., Masood, O. and Tunaru, Radu (2008) The effect of political events on the Pakistan stock exchange 1947-2001. Investment management and financial innovations, 5 (3). ISSN 1810-4967

Belghitar, Yacine, Clark, Ephraim A. and Judge, Amrit P. (2008) The value effects of foreign currency and interest rate hedging: the UK evidence. International Journal of Business, 13 (1). pp. 43-60. ISSN 1083-4346

Clark, Ephraim A. and Easaw, Joshy (2007) Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain. European Journal Of Operational Research, 178 (2). pp. 595-602. ISSN 0377-2217 (doi:10.1016/j.ejor.2006.02.003)

Clark, Ephraim A. and Lakshmi, Geeta (2007) Assymetric information and the pricing of sovereign eurobonds: India 1990–1992. Global Finance Journal, 18 (1). pp. 124-142. ISSN 1044-0283 (doi:10.1016/j.gfj.2007.01.002)

Clark, Ephraim A., Zenaidi, Amel and Baccar, S. (2007) Market valuation of technology stocks before and after the crash. International Journal of Business, 12 (2). pp. 209-216. ISSN 1083-4346

Clark, Ephraim A. and Mondello, Gerard (2006) Dynamic uncertainty and the pricing of natural monopolies: the case of urban water management. In: Frontiers in water resource economics. Goetz, Renan-Ulrich and Berga, Dolors, eds. Springer Science+Business Media, New York. 9780387300559.

Clark, Ephraim A. and Jokung, Octave (2006) General portfolio rules: application to multivariate normal distributions. The ICFAI journal of financial economics, 4 (3). pp. 7-13. ISSN 0972-9154

Clark, Ephraim A., Zenaidi, Amel and Hachicha, A. (2006) Trading patterns and prices in the Tunisian Interbank foreign exchange market: evidence from high frequency data. Euro-Mediterranean economics and finance review, 1 (1). pp. 97-115.

Clark, Ephraim A. and Jokung, Octave (2006) The role of population and wealth in international capital flows. Studies in economics and finance, 23 (1). pp. 4-12. ISSN 1086-7376

Giannopoulos, Kostas, Clark, Ephraim A. and Tunaru, Radu (2005) Portfolio selection under VaR constraints. Computational Management Science, 2 (2). pp. 123-138. ISSN 1619-697X (doi:10.1007/s10287-004-0030-9)

Clark, Ephraim A. and Lakshmi, Geeta (2005) Are currency crises anticipated? Evidence from Mexican government guaranteed bonds 1993-1995. International journal of finance, 17 (4). ISSN 1041-2743

Clark, Ephraim A. (2005) Foreign direct investment: the incentive to expropriate and the cost of expropriation risk. In: Numerical methods in finance. Breton, Michele and Ben-Ameur, Hatem, eds. Cambridge University Press, New York. 0521573548.

Clark, Ephraim A. (2005) Modelling and measuring sovereign credit risk. In: The best of Wilmott. Wilmott, Paul, ed. John Wiley & Sons, London. .

Clark, Ephraim A. and Judge, Amrit P. (2005) The motives for corporate hedging: the UK evidence. Research in Financial Economics, 1 (1). pp. 57-78.

Clark, Ephraim A., Tunaru, Radu and Viney, H. (2005) An option pricing framework for the valuation of football players. Review of financial economics, 14 (3). pp. 281-295. ISSN 1058-3300 (doi:10.1016/j.rfe.2004.11.002)

Clark, Ephraim A. and Lakshmi, Geeta (2004) Sovereign debt and the cost of migration: India 1990-1992. Journal of Asian economics, 15 (1). pp. 111-134. ISSN 1049-0078 (doi:10.1002/ijfe.338)

Clark, Ephraim A., Bouchet, Michel Henri and Groslambert, Bertrand (2004) Analyzing the Asian crisis: was it really a surprise? In: Global financial markets: issues and strategies. Ghosh, Dilip K. and Ariff, Mohamed, eds. Greenwood press. 9781567205725.

Clark, Ephraim A. and Ghosh, Dilip K. (2004) Arbitrage, hedging, and speculation : the foreign exchange market. Praeger, Westport, Conn.. 9781567205824.

Clark, Ephraim A. and Zenaidi, Amel (2004) Country default risk and the determinants of sovereign debt discounts. In: Sovereign risk and financial crises. Frenkel, Michael, Karmann, Alexander and Scholtens, L. J. R., eds. Springer, Berlin, pp. 29-50. 9783540222484.

Clark, Ephraim A. and Kassimatis, Konstantinos (2004) Country financial risk and stock market performance: the case of Latin America. Journal of economics and business., 56 (1). pp. 21-41. ISSN 0148-6195 (doi:10.1016/j.jeconbus.2003.03.001)

Clark, Ephraim A., Gadad, Magid and Rousseau, Patrick (2004) Investor valuation of the abandonment option: empirical evidence from UK divestitures 1985-1991. Multinational Finance Journal . ISSN 1096-1879

Clark, Ephraim A. (2004) Measuring country risk as implied volatility. In: The Best of Wilmott 1: incorporating the quantitative finance review. Willmott, Paul, ed. John Wiley & Sons, London. 9780470023518.

Clark, Ephraim A. and Tunaru, Radu (2004) Political risk in Taiwan: valuing the doubly stochastic China factor. In: Global financial markets : issues and strategies. Ghosh, Dilip K. and Ariff, Mohamed, eds. Greenwood Press. 9781567205725.

Clark, Ephraim A. (2004) Sovereign debt default risk: quantifying the (un)willingness to pay. In: The best of wilmott 1: incorporating the quantitative finance review. Wilmott, Paul, ed. John Wiley & Sons, London. 9780470023518.

Clark, Ephraim A. (2003) Pricing the cost of expropriation risk. Review of International Economics, 11 (2). pp. 412-422. ISSN 1467-9396 (doi:10.1111/1467-9396.00391)

Judge, Amrit P. and Clark, Ephraim A. (2003) Risk management disclosure practices of UK non-financial firms after FRS13. Finance Letters, 1 (2). pp. 57-60. ISSN 1740-6242

Clark, Ephraim A. (2003) Contemporary China: the reunification effect on political risk in Hong Kong. Garp risk review (10). pp. 24-28.

Bouchet, Michel Henri, Clark, Ephraim A. and Groslambert, Bertrand (2003) Country risk assessment: a guide to global investment strategy. John Wiley & Sons, Chichester. 9780470845004.

Clark, Ephraim A., Tan, Mark and Tunaru, Radu (2003) Cross hedging jet fuel on the Singapore spot market. International Journal of Banking and Finance, 1 (2). ISSN 1675-7227

Clark, Ephraim A. (2003) Derivative securities for country risk coverage: implied volatility swaps. In: Global risk assessment: issues concepts and applicatiopns. Global Risk Assessments, Inc., Riverside CA. .

Clark, Ephraim A. and Mondello, Gerard (2003) Erratum: an introduction to water management. International journal of public administration, 26 (13). pp. 1553-1554. ISSN 0190-0692 (doi:10.1081/PAD-120024409)

Clark, Ephraim A. and Tunaru, Radu (2003) Quantification of political risk with multiple dependent sources. Journal of economics and finance, 27 (2). pp. 125-135. ISSN 1938-9744

Clark, Ephraim A. (2003) Strategic capital budgeting: the abandonment option with political risk. In: Advances in financial planning and forecasting. Lee, Cheng F., ed. JAI, London, pp. 113-132. 9780762310166.

Clark, Ephraim A. and Lakshmi, Geeta (2003) War and emerging market default risk: the case of India and the Iraqi invasion of Kuwait. International Journal of Business, 8 (4). pp. 395-408. ISSN 1083-4346

Clark, Ephraim A. and Mondello, Gerard (2003) Water management in France: delegation and market based auto-regulation. International journal of public administration, 26 (3). pp. 317-328. ISSN 0190-0692

Clark, Ephraim A. (2002) Country rulers: macrometrics for country risk assessment. Garp risk review (8). p. 36.

Clark, Ephraim A. and Rousseau, Patrick (2002) Strategic parameters for capital budgeting when abandonment value is stochastic. Applied Financial Economics, 12 (2). pp. 123-130. ISSN 1466-4305 (doi:10.1080/09603100110088049)

Clark, Ephraim A. and Mondello, Gerard (2002) Regulating natural monopolies: the case of drinking water in France. Water resources update (121). pp. 72-78. ISSN 1548-3517

Clark, Ephraim A. and Lakshmi, Geeta (2002) Controlling the risk: a case study of the Indian liquidity crisis 1990-92. Journal of International Development, 15 (3). pp. 285-298. ISSN 1099-1328 (doi:10.1002/jid.948)

Clark, Ephraim A. (2002) International finance. Thomson, London. 1861529716.

Clark, Ephraim A. (2002) Measuring country risk as implied volatility. Wilmott, Fall . ISSN 1540-6962

Clark, Ephraim A. and Gadad, Magid (2001) The option to divest as a strategic management tool. Corporate Finance review . pp. 16-20.

Clark, Ephraim A. and Tunaru, Radu (2001) Emerging markets: investing with political risk. Multinational Finance Journal, 5 (3). pp. 155-173. ISSN 1096-1879

Clark, Ephraim A. and Zenaidi, Amel (2001) The quantification of country risk: effects on the sovereign debt discount. Finance India . pp. 805-820. ISSN 0970-3772

Clark, Ephraim A., Lesourd, Jean-Baptiste and Thiéblemont, René (2001) International commodity trading : physical and derivative markets. John Wiley & Sons, Chichester. 9780471852100.

Clark, Ephraim A., Marois, Bernard and Cernes, Joëlle (2001) Management des risques internationaux. Economica, Paris. 9782717842173.

Clark, Ephraim A., Bouchet, Michel Henri and Groslambert, Bertrand (2001) Revisiting the Asian financial crisis: were capital markets caught by surprise? The International journal of finance, 13 (2). ISSN 1041-2743

Clark, Ephraim A. and Lakshmi, Geeta (2001) The market reaction to reported country risk in India. In: Economics of transition: theory, experiences and EU enlargement: INFER Annual Conference 2001. Stierle, Michael H. and Birringer, Thomas, eds. Verlag für Wissenschaft und Forschung, Berlin. 9783897001688.

Clark, Ephraim A. and Mondello, Gerard (2000) Water management in France: delegation and irreversibility. Journal of applied economics, 3 (2). pp. 325-352. ISSN 1514-0326

Clark, Ephraim A. (2000) Agency conflict and the signalling snafu in the Mexican peso conflict of 1994. International journal of public administration, 23 (5-8). pp. 837-876. ISSN 0190-0692 (doi:10.1080/01900690008525486)

Clark, Ephraim A. and Tunaru, Radu (2000) Les options réelles et des risques politiques multiples dépendents: une comparaison avec le modèle du risque unique. In: Gestion des risques dans un cadre international : réflexions théoriques et tests empiriques. Bellalah, Mondher and Rahman, Kamal Abdel, eds. Economica, Paris. 9782717841299.

Clark, Ephraim A. and Mondello, Gerard (2000) Resource management and the mayor's guarantee in French water allocation. International review of environmental and resource economics, 15 (2). pp. 103-113. ISSN 1932-1465

Clark, Ephraim A. and Jokung, Octave (1999) Asset proportions, stochastic dominance and the 50% rule. Management Science, 45 (12). pp. 1724-1737. ISSN 0025-1909

Clark, Ephraim A. and Adcock, C. J. (1999) Beta lives: some statistical perspectives on the capital asset pricing model. European Journal of Finance, 5 (3). pp. 213-224. ISSN 1351-847X (doi:10.1080/135184799337055)

Clark, Ephraim A. and Mondello, Gerard (1999) Institutional constraints in water management: the French case. Water International, 24 (3). pp. 266-268. ISSN 0250-8060 (doi:10.1080/02508069908692170)

Clark, Ephraim A. (1999) L'effet de réunification sur le risque politique à Hong Kong. Banque et marchés . pp. 50-55. ISSN 1167-4946

Clark, Ephraim A. and Zenaidi, Amel (1999) Sovereign debt discounts and the unwillingness to pay. Finance, 20 (2). pp. 185-199. ISSN 0752-6180

Clark, Ephraim A. and Jokung, Octave (1998) Risk aversion, wealth and international capital flows. Review of international economics, 6 (3). pp. 507-515. ISSN 0965-7576

Clark, Ephraim A. and Mondello, Gerard (1998) La gestion préventive des risques et pollutions environmentales: accords volontaires et responsabilité. Revue d'economie industrielle, 83 . pp. 183-196. ISSN 0154-3229

Clark, Ephraim A. (1998) Political risk in Hong Kong and Taiwan: pricing the China factor. Journal of economic integration, 13 (2). pp. 278-293. ISSN 1225-651X

Clark, Ephraim A. (1997) Valuing political risk. Journal of international money and finance, 16 (3). pp. 477-490. ISSN 0261-5606 (doi:10.1016/S0261-5606(97)00008-9)

Clark, Ephraim A. (1996) Les contrats à terme sur matières premières: ce que les investisseurs devraient savoir. Banque et Marches . ISSN 1167-4946

Clark, Ephraim A. (1995) L'évaluation du risque dans les prêts internationaux: le cas du Mexique en 1994. Economie internationale, 64 . ISSN 1240-8093

Clark, Ephraim A. (1995) A general international market index. International journal of finance, 7 (3). ISSN 1041-2743

Clark, Ephraim A. and Jokung, Octave (1988) Capital budgeting, political risk and prudence. International journal of finance, 10 (1). pp. 933-943. ISSN 1041-2743

This list was generated on Wed Oct 16 05:18:13 2019 BST.