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Publications

by members of

Middlesex University → Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Ephraim Clark & Amine Lahiani & Salma Mefteh-Wali, 2023, "Cryptocurrency return predictability: What is the role of the environment?," Post-Print, HAL, number hal-04353009, Apr, DOI: 10.1016/j.techfore.2023.122350.

2022

  1. Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent, 2022, "Risk management decisions and value under uncertainty," Post-Print, HAL, number hal-03679406, DOI: 10.1007/s10479-022-04746-9.

2020

  1. Jose Arias & Oleksandr Talavera & Andriy Tsapin, 2020, "Bank Liquidity and Exposure to Industry Shocks," Discussion Papers, Department of Economics, University of Birmingham, number 20-16, Jul.

2019

  1. E. Bace, 2019, "Vietnamese Commercial Banks and Corporate Governance," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr159, Jul.
  2. Farid Aitsahlia & Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent, 2019, "Preface: decision making and risk/return optimization in financial economics," Post-Print, HAL, number hal-03679695, Oct, DOI: 10.1007/s10479-019-03332-w.
  3. Ephraim Clark & Sovan Mitra & Octave Jokung-Nguena, 2019, "Post global financial crisis modelling: credit risk for firms that are too big to fail," Post-Print, HAL, number hal-03699161, DOI: 10.1504/IJFMD.2019.101235.

2018

  1. Edward Bace, 2018, "ALM and Credit Risk," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7809651, Jul.
  2. Hatem Ben Ameur & Ephraim Clark & André de Palma & Jean-Luc Prigent, 2018, "Preface: Risk management decisions and wealth management in Financial Economics," Post-Print, HAL, number hal-03679696, Mar, DOI: 10.1007/s10479-018-2767-5.

2016

  1. Edward Bace, 2016, "Cost of Capital, Returns and Leverage: Empirical Analysis of S&P 500," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506087, Apr.
  2. Edward Bace, 2016, "Stock Returns and Leverage: Analysis of the Dow Jones Industrial Average, 2000-2015," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606305, May.
  3. Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 74344, Apr.
  4. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper, University Library of Munich, Germany, number 75002, Nov.
  5. Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Post-Print, HAL, number halshs-01300735, DOI: 10.1086/685434.

2015

  1. Ephraim Clark & Octave Jokung-Nguena, 2015, "The role of regulatory credibility in effective bank regulation," Post-Print, HAL, number hal-03003034, Jan, DOI: 10.1016/j.jbankfin.2014.03.018.

2013

  1. Quang NGUYEN & Marie Claire VILLEVAL & Hui XU, 2013, "Trust and Trustworthiness Under The Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1301, Jan.

2012

  1. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 42676, Nov.
  2. Quang Nguyen & Marie-Claire Villeval & Hui Xu, 2012, "Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1226.

2010

  1. Ephraim Clark & Patrick Rousseau, 2010, "Strategic parameters for capital budgeting when abandonment value is stochastic," Post-Print, HAL, number hal-01839329, Oct, DOI: 10.1080/09603100110088049.
  2. Ephraim Clark & Magid Gadad & Patrick Rousseau, 2010, "Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991," Post-Print, HAL, number hal-01847055.
  3. Quang Nguyen & Colin Camerer & Tomomi Tanaka, 2010, "Risk and Time Preferences Linking Experimental and Household Data from Vietnam," Post-Print, HAL, number halshs-00547090.

2009

  1. Colin Camerer & Quang Nguyen & Tomomi Tanaka, 2009, "Measuring norms of redistributive transfers: Trust experiments and survey data from Vietnam," Post-Print, HAL, number halshs-00588759, Jun.
  2. Quang Nguyen, 2009, "Present biased and Rosca participation : Evidence from field experiment and household survey data in Vietnam," Post-Print, HAL, number halshs-00588762, Oct.
  3. Nguyen, Quang, 2009, "choice of remuneration regime in fisheries: the case of Hawaii’s longline fisheries," MPRA Paper, University Library of Munich, Germany, number 13792, Mar.
  4. Nguyen, Quang & Leung, PinngSun, 2009, "Revenue Targeting in Fisheries: The Case of Hawaii Longline Fishery," MPRA Paper, University Library of Munich, Germany, number 13846, Mar.
  5. Nguyen, Quang, 2009, "Do fishermen have different preferences?: Insights from an experimental study and household data," MPRA Paper, University Library of Munich, Germany, number 16012, Jul.

2005

  1. Radu Tunaru & Ephraim Clark, 2005, "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 37, Sep.

2002

  1. JB Lesourd & E Clark, 2002, "The Internal Rate of Return and Project Financing," Computing in Economics and Finance 2002, Society for Computational Economics, number 153, Jul.

Journal articles

2024

  1. Hachmi Ben Ameur & Ephraim Clark & Zied Ftiti & Jean-Luc Prigent, 2024, "Operational research insights on risk, resilience & dynamics of financial & economic systems," Annals of Operations Research, Springer, volume 334, issue 1, pages 1-6, March, DOI: 10.1007/s10479-024-05869-x.
  2. Ann-Ngoc Nguyen & Viet Le & Andros Gregoriou & David Kernohan, 2024, "Insider Trading before Earnings News: The Role of Executive Pay Disparity," JRFM, MDPI, volume 17, issue 10, pages 1-36, October.
  3. Viet Le & Ann-Ngoc Nguyen & Andros Gregoriou & William Forbes, 2024, "Insider Trading and CEO Pay-Gap Induced Turnover," JRFM, MDPI, volume 17, issue 11, pages 1-25, October.

2023

  1. Clark, Ephraim & Lahiani, Amine & Mefteh-Wali, Salma, 2023, "Cryptocurrency return predictability: What is the role of the environment?," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122350.

2022

  1. Ephraim Clark & Zhuo Qiao, 2022, "Stock exchange efficiency and convergence: international evidence," Annals of Operations Research, Springer, volume 313, issue 2, pages 855-875, June, DOI: 10.1007/s10479-020-03869-1.
  2. Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent, 2022, "Risk management decisions and value under uncertainty," Annals of Operations Research, Springer, volume 313, issue 2, pages 603-604, June, DOI: 10.1007/s10479-022-04746-9.

2021

  1. Orlando Llanos-Contreras & Jose Arias & Carlos Maquieira, 2021, "Risk taking behavior in Chilean listed family firms: a socioemotional wealth approach," International Entrepreneurship and Management Journal, Springer, volume 17, issue 1, pages 165-184, March, DOI: 10.1007/s11365-019-00628-y.
  2. Espinosa-Méndez, Christian & Arias, Jose, 2021, "COVID-19 effect on herding behaviour in European capital markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101787.
  3. Giuseppe Orlando & Edward Bace, 2021, "Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)," Administrative Sciences, MDPI, volume 11, issue 3, pages 1-28, June.
  4. Moufty, Souad & Clark, Ephraim & Al-Najjar, Basil, 2021, "The different dimensions of sustainability and bank performance: Evidence from the EU and the USA," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100381.
  5. Belghitar, Yacine & Clark, Ephraim & Dropsy, Vincent & Mefteh-Wali, Salma, 2021, "The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 399-410, DOI: 10.1016/j.qref.2021.03.002.
  6. Ephraim Clark & Zhuo Qiao, 2021, "The post-SOX comparative dynamics of public accounting firm efficiency," Accounting Research Journal, Emerald Group Publishing Limited, volume 35, issue 2, pages 178-195, August, DOI: 10.1108/ARJ-08-2020-0260.
  7. Sina Badreddine & Ephraim Clark, 2021, "The asymmetric effects of industry specific volatility in momentum returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 6444-6458, October, DOI: 10.1002/ijfe.2130.

2020

  1. Edward Bace & Ana Ferreira & David McMillan, 2020, "Regulation’s influence on EU banking efficiency: An evaluation post crisis," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1838735-183, January, DOI: 10.1080/23322039.2020.1838735.
  2. Clark, Ephraim & Qiao, Zhuo, 2020, "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 12-21, DOI: 10.1016/j.qref.2019.04.007.
  3. Boubaker, Sabri & Clark, Ephraim & Mefteh-Wali, Salma, 2020, "Does the CEO elite education affect firm hedging policies?," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 340-354, DOI: 10.1016/j.qref.2019.11.004.
  4. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020, "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, volume 12, issue 20, pages 1-25, October.
  5. Ephraim Clark & Sovan Mitra & Octave Jokung, 2020, "Keynesian resurgence: financial stimulus and contingent claims modelling," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, volume 17, issue 2, pages 199-232.
  6. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020, "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, volume 22, issue 2, pages 108-132, June, DOI: 10.1057/s41283-019-00057-9.

2019

  1. Mitra, Sovan & Raju Chinthalapati, V.L. & Clark, Ephraim & McGroarty, Frank, 2019, "Stock-ADR Arbitrage: Microstructure Risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.08.004.
  2. Ephraim Clark & Sovan Mitra & Octave Jokung, 2019, "Post global financial crisis modelling: credit risk for firms that are too big to fail," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 7, issue 1, pages 15-39.
  3. Yacine Belghitar & Ephraim Clark & Abubakr Saeed, 2019, "Political connections and corporate financial decision making," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 4, pages 1099-1133, November, DOI: 10.1007/s11156-018-0776-8.
  4. Yacine Belghitar & Ephraim Clark & Konstantino Kassimatis, 2019, "A measure of total firm performance: new insights for the corporate objective," Annals of Operations Research, Springer, volume 281, issue 1, pages 121-141, October, DOI: 10.1007/s10479-018-2983-z.
  5. Farid AitSahlia & Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent, 2019, "Preface: decision making and risk/return optimization in financial economics," Annals of Operations Research, Springer, volume 281, issue 1, pages 1-2, October, DOI: 10.1007/s10479-019-03332-w.
  6. Ephraim Clark & Nitin Deshmukh & Celal Barkan Güran & Konstantino Kassimatis, 2019, "Index tracking with utility enhanced weighting," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 11, pages 1893-1904, November, DOI: 10.1080/14697688.2019.1605189.
  7. Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2019, "Political connections and corporate performance: Evidence from Pakistan," Economics of Transition and Institutional Change, John Wiley & Sons, volume 27, issue 4, pages 863-889, October, DOI: 10.1111/ecot.12213.
  8. Nguyen, Q. & Nguyen, N.K. K. & Nguyen, L.H. N., 2019, "Dynamic topology and allometric scaling behavior on the Vietnamese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 235-243, DOI: 10.1016/j.physa.2018.09.061.

2018

  1. Edward Bace, 2018, "Strategic human resources and governance in banking," Journal of Human Resource Management, Comenius University in Bratislava, Faculty of Management, volume 21, issue 2, pages 1-7.
  2. Clark, Ephraim & Mare, Davide Salvatore & Radić, Nemanja, 2018, "Cooperative banks: What do we know about competition and risk preferences?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 90-101, DOI: 10.1016/j.intfin.2017.09.008.
  3. Clark, Ephraim & Radić, Nemanja & Sharipova, Alma, 2018, "Bank competition and stability in the CIS markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.intfin.2017.12.005.
  4. Ephraim Clark & Selima Baccar, 2018, "Modelling credit spreads with time volatility, skewness, and kurtosis," Annals of Operations Research, Springer, volume 262, issue 2, pages 431-461, March, DOI: 10.1007/s10479-015-1975-5.
  5. Hatem Ben Ameur & Ephraim Clark & André Palma & Jean-Luc Prigent, 2018, "Preface: Risk management decisions and wealth management in Financial Economics," Annals of Operations Research, Springer, volume 262, issue 2, pages 239-240, March, DOI: 10.1007/s10479-018-2767-5.
  6. Razaz Felimban & Christos Floros & Ann-Ngoc Nguyen, 2018, "The impact of dividend announcements on share price and trading volume," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 2, pages 210-230, May, DOI: 10.1108/JES-03-2017-0069.
  7. Ann-Ngoc Nguyen & Muhammad Sadiq Shahid & David Kernohan, 2018, "Investor confidence and mutual fund performance in emerging markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 6, pages 1288-1310, November, DOI: 10.1108/JES-07-2017-0175.
  8. Quang Nguyen & Trang Kim & Marina Papanastassiou, 2018, "Policy uncertainty, derivatives use, and firm-level FDI," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 49, issue 1, pages 96-126, January, DOI: 10.1057/s41267-017-0090-z.

2017

  1. Yacine Belghitar & Ephraim Clark & Nitin Deshmukh, 2017, "Importance Of The Fund Management Company In The Performance Of Socially Responsible Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 40, issue 3, pages 349-367, September.
  2. Al-Najjar, Basil & Clark, Ephraim, 2017, "Corporate governance and cash holdings in MENA: Evidence from internal and external governance practices," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 1-12, DOI: 10.1016/j.ribaf.2016.07.030.
  3. Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2017, "Political connections and firm operational efficiencies: evidence from a developing country," Review of Managerial Science, Springer, volume 11, issue 1, pages 191-224, January, DOI: 10.1007/s11846-015-0185-5.
  4. Kim, Huong Trang & Papanastassiou, Marina & Nguyen, Quang, 2017, "Multinationals and the impact of corruption on financial derivatives use and firm value: Evidence from East Asia," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 39-59, DOI: 10.1016/j.mulfin.2017.02.001.
  5. Quang Nguyen, 2017, "Do Natural Disasters Open a Window of Opportunity for Corruption?," Journal of Development Studies, Taylor & Francis Journals, volume 53, issue 1, pages 156-172, January, DOI: 10.1080/00220388.2016.1187724.

2016

  1. Bace, Edward, 2016, "Bank profitability: Liquidity, capital and asset quality," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 9, issue 4, pages 327-331, October.
  2. Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016, "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 907-924, April.
  3. Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2016, "Do Political Connections Affect Firm Performance? Evidence from a Developing Country," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1876-1891, August, DOI: 10.1080/1540496X.2015.1041845.
  4. Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Economic Development and Cultural Change, University of Chicago Press, volume 64, issue 3, pages 545-572, DOI: 10.1086/685434.

2015

  1. Belghitar, Yacine & Clark, Ephraim, 2015, "Managerial risk incentives and investment related agency costs," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 191-197, DOI: 10.1016/j.irfa.2014.11.012.
  2. Clark, Ephraim & Kassimatis, Konstantinos, 2015, "Macroeconomic effects on emerging-markets sovereign credit spreads," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 1-13, DOI: 10.1016/j.jfs.2015.06.002.
  3. Clark, Ephraim & Jokung, Octave, 2015, "The role of regulatory credibility in effective bank regulation," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 506-513, DOI: 10.1016/j.jbankfin.2014.03.018.
  4. Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2015, "Political Connections and Leverage: Firm‐level Evidence from Pakistan," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 36, issue 6, pages 364-383, September.
  5. Khachatryan, Karen & Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2015, "Gender and preferences at a young age: Evidence from Armenia," Journal of Economic Behavior & Organization, Elsevier, volume 118, issue C, pages 318-332, DOI: 10.1016/j.jebo.2015.02.021.
  6. Orthodoxia Kyriacou & Angathevar Baskaran & Jatin Pancholi, 2015, "An exploration in visibility: some experiences of Indian women accountants," International Journal of Business Performance Management, Inderscience Enterprises Ltd, volume 16, issue 1, pages 19-39.

2014

  1. Zhuo Qiao & Ephraim Clark & Wing-Keung Wong, 2014, "Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 54, issue 1, pages 251-274, March.
  2. Yacine Belghitar & Ephraim Clark, 2014, "Convexity, Magnification, And Translation: The Effect Of Managerial Option-Based Compensation On Corporate Cash Holdings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 37, issue 2, pages 191-210, June.
  3. Clark, Ephraim & Kassimatis, Konstantinos, 2014, "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 20-38, DOI: 10.1016/j.finmar.2014.05.002.
  4. Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014, "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 54-62, DOI: 10.1016/j.jbankfin.2014.06.027.
  5. Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2014, "Theoretical motives of corporate cash holdings and political connections: firms level evidence from a developing economy," International Review of Applied Economics, Taylor & Francis Journals, volume 28, issue 6, pages 813-831, September, DOI: 10.1080/02692171.2014.923387.

2013

  1. Belghitar, Yacine & Clark, Ephraim & Mefteh, Salma, 2013, "Foreign currency derivative use and shareholder value," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 283-293, DOI: 10.1016/j.irfa.2012.02.004.
  2. Ephraim Clark & Konstantinos Kassimatis, 2013, "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 251-271, February, DOI: 10.1007/s11156-012-0277-0.
  3. Ephraim Clark, 2013, "Editorial Note," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-2, DOI: 10.1142/S2010495213010033.
  4. Nguyen, Quang & Leung, Pingsun, 2013, "Revenue targeting in fisheries," Environment and Development Economics, Cambridge University Press, volume 18, issue 5, pages 559-575, October.
  5. Mingfeng Tang & Angathevar Baskaran & Jatin Pancholi & Yong Lu, 2013, "Technology Business Incubators in China and India: A Comparative Analysis," Journal of Global Information Technology Management, Taylor & Francis Journals, volume 16, issue 2, pages 33-58, April, DOI: 10.1080/1097198X.2013.10845635.

2012

  1. Clark, Ephraim & Kassimatis, Konstantinos, 2012, "An empirical analysis of marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1144-1151, DOI: 10.1016/j.jbankfin.2011.11.006.
  2. Yacine Belghitar & Ephraim A. Clark, 2012, "The Effect of CEO Risk Appetite on Firm Volatility: An Empirical Analysis of Financial Firms☆," International Journal of the Economics of Business, Taylor & Francis Journals, volume 19, issue 2, pages 195-211, July, DOI: 10.1080/13571516.2012.642640.

2011

  1. Clark, Ephraim & Jokung, Octave & Kassimatis, Konstantinos, 2011, "Making inefficient market indices efficient," European Journal of Operational Research, Elsevier, volume 209, issue 1, pages 83-93, February.
  2. Belghitar, Yacine & Clark, Ephraim & Kassimatis, Konstantino, 2011, "The prudential effect of strategic institutional ownership on stock performance," International Review of Financial Analysis, Elsevier, volume 20, issue 4, pages 191-199, August.
  3. Clark, Ephraim & Kassimatis, Konstantinos, 2011, "An alternative measure of the "world market portfolio": Determinants, efficiency, and information content," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 724-748, September.
  4. Quang Nguyen, 2011, "Does nurture matter: Theory and experimental investigation on the effect of working environment on risk and time preferences," Journal of Risk and Uncertainty, Springer, volume 43, issue 3, pages 245-270, December, DOI: 10.1007/s11166-011-9130-4.

2010

  1. Orthodoxia Kyriacou & Jatin Pancholi & Angathevar Baskaran, 2010, "(Re)presentation of women in Indian accountancy bodies' web sites," Qualitative Research in Accounting & Management, Emerald Group Publishing Limited, volume 7, issue 3, pages 329-352, August, DOI: 10.1108/11766091011072783.
  2. Ephraim Clark & Patrick Rousseau & Magid Gadad, 2010, "Investor Valuation of the Abandonment Option: Empirical Evidence from UK Divestitures 1985-1991," Multinational Finance Journal, Multinational Finance Journal, volume 14, issue 3-4, pages 291-317, September.
  3. Tomomi Tanaka & Colin F. Camerer & Quang Nguyen, 2010, "Risk and Time Preferences: Linking Experimental and Household Survey Data from Vietnam," American Economic Review, American Economic Association, volume 100, issue 1, pages 557-571, March.

2009

  1. Mammo Muchie & Angathevar Baskaran, 2009, "The National Technology System Framework: Sanjaya Lall’s Contribution to Appreciative Theory," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 1, issue 1, pages 134-155, June.
  2. Angathevar Baskaran & Mammo Muchie, 2009, "Exploring the impact of national system of innovation on the outcomes of foreign direct investment," International Journal of Technological Learning, Innovation and Development, Inderscience Enterprises Ltd, volume 2, issue 4, pages 314-345.
  3. Ju Liu & Angathevar Baskaran & Shiming Li, 2009, "Building Technological-Innovation-Based Strategic Capabilities at Firm Level in China: A Dynamic Resource-Based-View Case Study," Industry and Innovation, Taylor & Francis Journals, volume 16, issue 4-5, pages 411-434, DOI: 10.1080/13662710903053706.
  4. Ephraim Clark & Amrit Judge, 2009, "Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium," European Financial Management, European Financial Management Association, volume 15, issue 3, pages 606-642, June, DOI: 10.1111/j.1468-036X.2007.00431.x.
  5. Ephraim Clark & Konstantinos Kassimatis, 2009, "The Effect of Country Default Risk on Foreign Direct Investment," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 3, pages 342-361.
  6. Ephraim Clark & Sélima Baccar, 2009, "Pricing Default Risk With Parisian Options: Empirical Evidence From High Growth Companies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-18, DOI: 10.1142/S2010495209500018.
  7. Nguyen, Quang & Leung, PingSun, 2009, "Do Fishermen Have Different Attitudes Toward Risk? An Application of Prospect Theory to the Study of Vietnamese Fishermen," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 34, issue 3, pages 1-21, December, DOI: 10.22004/ag.econ.57624.
  8. Nguyen, Quang & Leung, PingSun, 2009, "Choice of Remuneration Regime in Fisheries: The Case of Hawaii’s Longline Fisheries," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 34, issue 3, pages 1-20, December, DOI: 10.22004/ag.econ.57625.

2008

  1. Ephraim Clark & Amrit Judge, 2008, "The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias?," European Financial Management, European Financial Management Association, volume 14, issue 3, pages 445-469, June, DOI: 10.1111/j.1468-036X.2007.00360.x.
  2. Ephraim Clark & Amel Zenaidi & Monia Gharbi Trabelsi, 2008, "Capital market integration, currency crises, and exchange rate regimes 1990-2002," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 280-306, DOI: 10.1002/ijfe.338.

2007

  1. Clark, Ephraim & Easaw, Joshy Z., 2007, "Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain," European Journal of Operational Research, Elsevier, volume 178, issue 2, pages 595-602, April.
  2. Clark, Ephraim & Lakshmi, Geeta, 2007, "Assymetric information and the pricing of sovereign eurobonds: India 1990-1992," Global Finance Journal, Elsevier, volume 18, issue 1, pages 124-142.

2006

  1. Ephraim Clark & Octave Jokung, 2006, "The role of population and wealth in international capital flows," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 4-12, April, DOI: 10.1108/10867370610661918.

2005

  1. Tunaru, Radu & Clark, Ephraim & Viney, Howard, 2005, "An option pricing framework for valuation of football players," Review of Financial Economics, Elsevier, volume 14, issue 3-4, pages 281-295.
  2. Kostas Giannopoulos & Ephraim Clark & Radu Tunaru, 2005, "Portfolio selection under VaR constraints," Computational Management Science, Springer, volume 2, issue 2, pages 123-138, March, DOI: 10.1007/s10287-004-0030-9.
  3. Ephraim Clark & Amrit Judge, 2005, "Motives For Corporate Hedging: Evidence From The Uk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S201049520550003X.

2004

  1. Clark, Ephraim & Lakshmi, Geeta, 2004, "Sovereign debt and the cost of migration: India 1990-1992," Journal of Asian Economics, Elsevier, volume 15, issue 1, pages 111-134, February.
  2. Clark, Ephraim & Kassimatis, Konstantinos, 2004, "Country financial risk and stock market performance: the case of Latin America," Journal of Economics and Business, Elsevier, volume 56, issue 1, pages 21-41.

2003

  1. Ephraim Clark, 2003, "Pricing the Cost of Expropriation Risk," Review of International Economics, Wiley Blackwell, volume 11, issue 2, pages 412-422, May, DOI: 10.1111/1467-9396.00391.
  2. Ephraim Clark & Radu Tunaru, 2003, "Quantification of political risk with multiple dependent sources," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 27, issue 2, pages 125-135, June, DOI: 10.1007/BF02827214.
  3. Ephraim Clark & Geeta Lakshmi, 2003, "Controlling the risk: a case study of the Indian liquidity crisis 1990-92," Journal of International Development, John Wiley & Sons, Ltd., volume 15, issue 3, pages 285-298, DOI: 10.1002/jid.948.

2002

  1. Ephraim Clark & Patrick Rousseau, 2002, "Strategic parameters for capital budgeting when abandonment value is stochastic," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 2, pages 123-130, DOI: 10.1080/09603100110088049.

2001

  1. Ephraim Clark & Radu Tunaru, 2001, "Emerging Markets: Investing with Political Risk," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 3, pages 155-173, September.

2000

  1. A Baskaran, 2000, "Duality in national innovation systems: the case of India," Science and Public Policy, Oxford University Press, volume 27, issue 5, pages 367-374, October.
  2. Ephraim Clark & Gérard Mondello, 2000, "Water Management in France: Delegation and Irreversibility," Journal of Applied Economics, Universidad del CEMA, volume 3, pages 325-352, November.
  3. Ephraim Clark & Gérard Mondello, 2000, "Resource Management and the Mayor's Guarantee in French Water Allocation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 15, issue 2, pages 103-113, February, DOI: 10.1023/A:1008326220811.

1999

  1. Ephraim Clark & Octave Jokung, 1999, "A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule," Management Science, INFORMS, volume 45, issue 12, pages 1724-1727, December, DOI: 10.1287/mnsc.45.12.1724.
  2. C. J. Adcock & E. A. Clark, 1999, "Beta lives - some statistical perspectives on the capital asset pricing model," The European Journal of Finance, Taylor & Francis Journals, volume 5, issue 3, pages 213-224, DOI: 10.1080/135184799337055.

1998

  1. Clark, Ephraim & Jokung, Octave, 1998, "Risk Aversion, Wealth and International Capital Flows," Review of International Economics, Wiley Blackwell, volume 6, issue 3, pages 507-515, August.
  2. Gérard Mondello & Ephraim Clark, 1998, "Dynamique industrielle de la gestion municipale de l'eau," Revue d'Économie Industrielle, Programme National Persée, volume 83, issue 1, pages 183-196, DOI: 10.3406/rei.1998.1708.
  3. Ephraim Clark, 1998, "Political Risk in Hong Kong and Taiwan: Pricing the China Factor," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 276-291.

1997

  1. Clark, Ephraim, 1997, "Valuing political risk," Journal of International Money and Finance, Elsevier, volume 16, issue 3, pages 477-490, June.

1996

  1. Chris Adcock & Ephraim Clark & Eve Hicks, 1996, "Editorial," The European Journal of Finance, Taylor & Francis Journals, volume 2, issue 1, pages 3-4, DOI: 10.1080/135184796337562.

Books

2018

  1. Ephraim Clark, 2018, "Evaluating Country Risks for International Investments:Tools, Techniques and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10568, ISBN: ARRAY(0x780f7b78).

Chapters

2006

  1. Ephraïm Clark & Gérard Mondello, 2006, "Dynamic Uncertainty and the Pricing of Natural Monopolies: The Case of Urban Water Management," Natural Resource Management and Policy, Springer, chapter 0, in: Renan-Ulrich Goetz & Dolors Berga, "Frontiers in Water Resource Economics", DOI: 10.1007/0-387-30056-2_4.

2005

  1. Ephraim Clark, 2005, "Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_8.

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