All Stories

  1. Long-term industry reversals

    Article • Journal of Banking & Finance, July 2016, Elsevier

    khelifa Mazouz

  2. Stock return comovement around the Dow Jones Islamic Market World Index revisions

    Article • Journal of Economic Behavior & Organization, May 2016, Elsevier

    khelifa Mazouz

  3. Why are aggregate equity payouts pro-cyclical?

    Article • Journal of Macroeconomics, June 2015, Elsevier

    khelifa Mazouz

  4. Foreign direct investment and employment rights in South-Eastern Europe

    Article • Cambridge Journal of Economics, December 2014, Oxford University Press (OUP)

    khelifa Mazouz

  5. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis

    Article • Journal of International Money and Finance, December 2014, Elsevier

    khelifa Mazouz

  6. Index revisions, systematic liquidity risk and the cost of equity capital

    Article • Journal of International Financial Markets Institutions and Money, November 2014, Elsevier

    khelifa Mazouz

  7. Trading Activity in Options and Stock Around Price-Sensitive News Announcements

    Article • Journal of Futures Markets, August 2014, Wiley

    khelifa Mazouz

  8. Commodity futures price behaviour following large one-day price changes

    Article • Applied Financial Economics, May 2014, Taylor & Francis

    khelifa Mazouz

  9. Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements

    Article • European Journal of Finance, March 2014, Taylor & Francis

    khelifa Mazouz

  10. Does gold offer a better protection against losses in sovereign debt bonds than other metals?

    Article • Journal of Banking & Finance, March 2014, Elsevier

    khelifa Mazouz

  11. Foreign Direct Investment from Emerging Markets to Africa: The HRM Context

    Article • Human Resource Management, January 2014, Wiley

    khelifa Mazouz

  12. Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

    Article • SSRN Electronic Journal, January 2014, Elsevier

    khelifa Mazouz

  13. The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies

    Article • International Review of Financial Analysis, September 2013, Elsevier

    khelifa Mazouz

  14. Stock price volatility and informational efficiency following the mandatory adoption of IFRS in Europe

    Article • Journal of Applied Accounting Research, May 2013, Emerald

    khelifa Mazouz

  15. Information efficiency changes following FTSE 100 index revisions

    Article • Journal of International Financial Markets Institutions and Money, October 2012, Elsevier

    khelifa Mazouz, Mark Freeman

  16. Stabilization and the aftermarket prices of initial public offerings

    Article • Review of Quantitative Finance and Accounting, September 2012, Springer Science + Business Media

    khelifa Mazouz

  17. The comovement of option listed stocks

    Article • Journal of Banking & Finance, August 2011, Elsevier

    khelifa Mazouz

  18. Systematic liquidity risk and stock price reaction to shocks

    Article • Accounting and Finance, February 2011, Wiley

    khelifa Mazouz

  19. Price, volume and spread effects associated with the expiry of lock-in agreements

    Article • Pacific-Basin Finance Journal, November 2010, Elsevier

    khelifa Mazouz

  20. Testing for Overreaction and Return Continuations in Stock Price Index Returns

    Article • International Journal of Strategic Decision Sciences, January 2010, IGI Global

    khelifa Mazouz

  21. Systematic liquidity risk and asset pricing: evidence from London Stock Exchange

    Article • International Journal of Banking Accounting and Finance, January 2010, Inderscience Publishers

    khelifa Mazouz

  22. Offering methods and issuer-oriented underpricing costs: Evidence from the Hong Kong IPO market

    Article • Journal of International Financial Markets Institutions and Money, December 2009, Elsevier

    khelifa Mazouz

  23. Stock index reaction to large price changes: Evidence from major Asian stock indexes

    Article • Pacific-Basin Finance Journal, September 2009, Elsevier

    khelifa Mazouz

  24. Stock price reaction following large one-day price changes: UK evidence

    Article • Journal of Banking & Finance, August 2009, Elsevier

    khelifa Mazouz

  25. Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

    Article • Applied Financial Economics, February 2009, Taylor & Francis

    khelifa Mazouz

  26. Systematic Liquidity Risk and Stock Price Reaction to Shocks: Evidence from London Stock Exchange

    Article • SSRN Electronic Journal, January 2009, Elsevier

    khelifa Mazouz

  27. Systematic Liquidity Risk and Asset Pricing: Evidence from London Stock Exchange

    Article • SSRN Electronic Journal, January 2009, Elsevier

    khelifa Mazouz, Mark Freeman

  28. Warrants in IPOs: Evidence from Hong Kong

    Article • Pacific-Basin Finance Journal, November 2008, Elsevier

    khelifa Mazouz

  29. The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs)

    Article • Journal of Multinational Financial Management, July 2008, Elsevier

    khelifa Mazouz

  30. The overreaction hypothesis in the UK market: empirical analysis

    Article • Applied Financial Economics, September 2007, Taylor & Francis

    khelifa Mazouz

  31. The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?

    Article • Applied Financial Economics, March 2007, Taylor & Francis

    khelifa Mazouz

  32. New evidence on the price and liquidity effects of the FTSE 100 index revisions

    Article • International Review of Financial Analysis, January 2007, Elsevier

    khelifa Mazouz

  33. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE

    Article • International Review of Financial Analysis, January 2006, Elsevier

    khelifa Mazouz

  34. The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach

    Article • Journal of Empirical Finance, December 2004, Elsevier

    khelifa Mazouz

  35. Does Options Listing Have any Impact on the Time Varying Volatility of the Underlying Traded Stocks? Evidence from NYSE Stocks Listed on the CBOE

    Article • SSRN Electronic Journal, January 2004, Elsevier

    khelifa Mazouz

  36. New Evidence on the Effect of CBOE Options Listing on the Volatility of NYSE Listed Stocks: Examining the Periods of 1980s and 1990s

    Article • SSRN Electronic Journal, January 2002, Elsevier

    khelifa Mazouz

  37. Testing for Overreaction and Return Continuations in Stock Price Index Returns

    Article • IGI Global

    khelifa Mazouz

  38. Organization Capital, Labor Market Flexibility and Stock Returns Around the World

    Article • SSRN Electronic Journal, Elsevier

    khelifa Mazouz