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

Article

Badreddine, Sina ORCID: https://orcid.org/0000-0002-1971-6071 and Clark, Ephraim A. (2021) The asymmetric effects of industry specific volatility in momentum returns. International Journal of Finance & Economics, 26 (4) . pp. 6444-6458. ISSN 1076-9307 [Article] (doi:10.1002/ijfe.2130)

Boubaker, Sabri, Clark, Ephraim A. and Mefteh-Wali, Salma (2020) Does the CEO elite education affect firm hedging policies? The Quarterly Review of Economics and Finance, 77 . pp. 340-354. ISSN 1062-9769 [Article] (doi:10.1016/j.qref.2019.11.004)

Clark, Ephraim A. and Qiao, Zhuo (2020) The value premium puzzle, behavior versus risk: new evidence from China. The Quarterly Review of Economics and Finance, 76 . pp. 12-21. ISSN 1062-9769 [Article] (doi:10.1016/j.qref.2019.04.007)

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, 19 (11) . pp. 1893-1904. ISSN 1469-7688 [Article] (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 [Article] (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 [Article] (doi:10.1016/j.intfin.2017.09.008)

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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article] (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 [Article]

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 [Article]

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 [Article] (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 [Article]

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 [Article] (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 [Article]

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 [Article] (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. [Article]

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 [Article]

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 [Article]

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 [Article] (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 [Article] (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 [Article]

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 [Article]

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. [Article]

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 [Article]

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 [Article] (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 [Article]

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. [Article]

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 [Article] (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 [Article] (doi:10.1002/ijfe.338)

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 [Article] (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 [Article]

Clark, Ephraim A. (2003) Pricing the cost of expropriation risk. Review of International Economics, 11 (2) . pp. 412-422. ISSN 1467-9396 [Article] (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 [Article]

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

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 [Article]

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 [Article] (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 [Article]

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 [Article]

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 [Article]

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

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 [Article] (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 [Article]

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 [Article] (doi:10.1002/jid.948)

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

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

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

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 [Article]

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 [Article]

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 [Article]

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 [Article] (doi:10.1080/01900690008525486)

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 [Article]

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 [Article]

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 [Article] (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 [Article] (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 [Article]

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

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 [Article]

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 [Article]

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 [Article]

Clark, Ephraim A. (1997) Valuing political risk. Journal of international money and finance, 16 (3) . pp. 477-490. ISSN 0261-5606 [Article] (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 [Article]

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

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

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 [Article]

Book Section

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. ISBN 9789813224933. [Book Section] (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. ISBN 9789813224933. [Book Section] (doi:10.1142/9789813224940_0018)

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. ISBN 9780387300559. [Book Section]

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. ISBN 0521573548. [Book Section]

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

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. ISBN 9781567205725. [Book Section]

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. ISBN 9783540222484. [Book Section]

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. ISBN 9780470023518. [Book Section]

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. ISBN 9781567205725. [Book Section]

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. ISBN 9780470023518. [Book Section]

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. . [Book Section]

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. ISBN 9780762310166. [Book Section]

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. ISBN 9783897001688. [Book Section]

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. ISBN 9782717841299. [Book Section]

Book

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

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

Clark, Ephraim A. (2002) International finance. Thomson, London. ISBN 1861529716. [Book]

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

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