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Publications

by members of

University of Doha for Science and Technology → College of Business

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 | Chapters |

Working papers

2026

  1. Stenfors, Alexis & Shabani, Mimoza & Gabauer, David & Toporowski, Jan, 2026, "Decomposing the rate of inflation: forecast-based connectedness among CPI components," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138722, Oct.

2025

  1. Mathis Mourey & Mohamad H Shahrour & Florentina Şoiman, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Post-Print, HAL, number hal-05415054, Oct, DOI: 10.1016/j.frl.2025.108661.

2024

  1. Lilian Muchimba & Mimoza Shabani & Alexis Stenfors & Jan Toporowski, 2024, "Decomposing the Rate of Inflation: Price-Setting and Monetary Policy," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2024-04, May.

2023

  1. Mohamad Hassan Shahrour & Aymen Smondel & Philippe Luu, 2023, "Commodity Market Response to Geopolitical Events: Evidence from the Ukrainian-Russian Conflict," Post-Print, HAL, number hal-04222414, Jul.
  2. K. Al Ayoubi & M. Shahrour & Isabelle Girerd-Potin, 2023, "CEO stock ownership and firm default risk," Post-Print, HAL, number hal-04816842, Jan.
  3. Alexis Stenfors & Lilian Muchimba, 2023, "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2023-03, Apr.
  4. Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere, 2023, "A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2023-06, Aug.

2022

  1. Mohamad Hassan Shahrour, 2022, "Measuring the financial and social performance of French mutual funds: A data envelopment analysis approach," Post-Print, HAL, number hal-03592493, Feb, DOI: 10.1111/beer.12424.
  2. Mohamad Hassan Shahrour & Mostafa Dekmak, 2022, "Intelligent Stock Prediction: A Neural Network Approach," Post-Print, HAL, number hal-03884171, Jun, DOI: 10.1142/S2424786322500165.
  3. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & Ollivier Taramasco, 2022, "Corporate Social Responsibility and Firm Default Risk Mitigation: The Moderating Role of the Legal Context
    [Responsabilité sociale des entreprises et réduction du risque de défaillance : l’effet modérateur du système juridique]    ," Post-Print, HAL, number hal-03884175, Apr, DOI: 10.4000/fcs.8844.
  4. Mohamad Hassan Shahrour, 2022, "Editorial: Towards a comprehensive review of corporate governance," Post-Print, HAL, number hal-03884176, DOI: 10.22495/jgrv11i3editorial.
  5. Mohamad Hassan Shahrour & Aymen Smondel, 2022, "Inflation : pourquoi la France résiste (pour l’instant) mieux que ses voisins," Post-Print, HAL, number hal-03884182, Oct.
  6. Mohamad Hassan Shahrour & Ari Birnbaum, 2022, "Marché immobilier : krach ou simple correction ?," Post-Print, HAL, number hal-03884186, Nov.
  7. Aymen Smondel & Mohamad Hassan Shahrour, 2022, "Corporate Debt and the Global Economy," Post-Print, HAL, number hal-03908795, Dec.
  8. Ari Birnbaum & Mohamad Hassan Shahrour, 2022, "Is the global housing market about to crash?," Post-Print, HAL, number hal-03908796, Dec.
  9. Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili, 2022, "Cross-Market Spoofing," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-04, Jun.
  10. Alexis Stenfors & Lilian Muchimba, 2022, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-08, Dec.

2021

  1. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & Ollivier Taramasco, 2021, "Corporate social responsibility and firm default risk in the Eurozone: a market-based approach," Post-Print, HAL, number hal-03198467, Feb, DOI: 10.1108/mf-02-2020-0063.
  2. Alexis Stenfors & Masayuki Susai, 2021, "Stealth Trading in FX Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-02, Feb.
  3. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-03, Mar.
  4. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-06, May.
  5. Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.

2020

  1. Lilian Muchimba & Alexis Stenfors, 2020, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-13, Nov.

2019

  1. Mohamad Hassan Shahrour & Isabelle Girerd-potin & Ollivier Taramasco, 2019, "On the Inverse Relationship between Corporate Social Responsibility and Firm Default Risk: The Moderating Role of the Legal Origins," Post-Print, HAL, number hal-04695149.
  2. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & O. Taramasco, 2019, "The Moderating Impact of Legal Origins on the CSR-Default Risk Relationship," Post-Print, HAL, number hal-04809942, Jan.
  3. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019, "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-05, May.

2018

  1. Alexis Stenfors & Masayuki Susai, 2018, "Spoofing and Pinging in Foreign Exchange Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2018-05, Sep.
  2. Alexis Stenfors, 2018, "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2018-10, Nov.

2017

  1. Alexis Stenfors, 2017, "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-03, Apr.
  2. Alexis Stenfors & Masayuki Susai, 2017, "Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-04, May.
  3. Alexis Stenfors & Masayuki Susai, 2017, "Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-06, Jun.

2014

  1. Alexis Stenfors, 2014, "The Swedish Financial System," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy13, Oct.
  2. Alexis Stenfors, 2014, "Financialisation and the Financial and Economic Crises: The Case of Sweden," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy27, Dec.

1994

  1. Stenfors, Alexis & Söderström, Ulf, 1994, "Explaining Devaluation Expectations in the EMS," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 20, Jun.

Journal articles

2026

  1. Shahrour, Mohamad H. & Lemand, Ryan & Mhadhbi, Mayssa & Arouri, Mohamed, 2026, "Beyond green labels: Efficiency frontiers of ESG ETFs," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103292.
  2. Gabauer, David & Stenfors, Alexis & Vinco, Valerio, 2026, "Eurozone sectoral inflation networks," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105405.

2025

  1. Mourey, Mathis & Shahrour, Mohamad H. & Şoiman, Florentina, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108661.
  2. Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025, "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, volume 210, issue C, DOI: 10.1016/j.techfore.2024.123863.
  3. Mohamad H. Shahrour & Alireza Rohani & Michal Wojewodzki & Dung V. Tran, 2025, "Carbon Performance and Financial Performance: How R&D Makes a Difference Pre‐ and Post‐Paris Accord," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 4082-4094, October, DOI: 10.1002/ijfe.3109.
  4. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2025, "US sectoral stock market volatility and geopolitical risk categories," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106916.
  5. Stenfors, Alexis & Guo, Ting & Li, Boyu & Hewage, Kaveesha & Mere, Peter & Chen, Fang, 2025, "Shadow trading detection: A graph-based surveillance approach," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108524.

2024

  1. Phu Quang Tran & Anh Phan & Dung V. Tran & Mohamad H. Shahrour, 2024, "The effect of capital empowerment on the lending competence of banks: Evidence from segmental analysis," Economics Bulletin, AccessEcon, volume 44, issue 2, pages 731-746.
  2. Mohamad H. Shahrour & Ryan Lemand & Mathis Mourey, 2024, "Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect," Journal of Risk Finance, Emerald Group Publishing Limited, volume 26, issue 1, pages 1-21, December, DOI: 10.1108/JRF-07-2024-0185.
  3. Mohamad H. Shahrour & Ryan Lemand & Michal Wojewodzki, 2024, "Board diversity, female executives and stock liquidity: evidence from opposing cycles in the USA," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 23, issue 5, pages 581-597, May, DOI: 10.1108/RAF-01-2024-0014.
  4. Gabauer, David & Stenfors, Alexis, 2024, "Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104852.
  5. Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024, "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101984.

2023

  1. Mohamad H. Shahrour & Mohamed Arouri & Ryan Lemand, 2023, "On the foundations of firm climate risk exposure," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 620-635, July, DOI: 10.1108/RAF-05-2023-0163.
  2. Mohamad Hassan Shahrour & Mostafa Dekmak, 2023, "Intelligent stock prediction: A neural network approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-14, March, DOI: 10.1142/S2424786322500165.
  3. Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023, "Model-free connectedness measures," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103804.
  4. Stenfors, Alexis & Doraghi, Mehrdaad & Soviany, Cristina & Susai, Masayuki & Vakili, Kaveh, 2023, "Cross-market spoofing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2023.101735.
  5. Alexis Stenfors & Lilian Muchimba, 2023, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets," Journal of Economic Issues, Taylor & Francis Journals, volume 57, issue 2, pages 538-545, April, DOI: 10.1080/00213624.2023.2201799.

2022

  1. Mohamad Hassan Shahrour, 2022, "Measuring the financial and social performance of French mutual funds: A data envelopment analysis approach," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., volume 31, issue 2, pages 398-418, April, DOI: 10.1111/beer.12424.
  2. Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022, "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101658.
  3. Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2022, "The Evolution of Monetary Policy Focal Points," Journal of Economic Issues, Taylor & Francis Journals, volume 56, issue 2, pages 348-355, April, DOI: 10.1080/00213624.2022.2050149.

2021

  1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021, "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109891.
  2. Stenfors, Alexis & Susai, Masayuki, 2021, "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101278.
  3. Lilian Muchimba & Alexis Stenfors, 2021, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Journal of Economic Issues, Taylor & Francis Journals, volume 55, issue 2, pages 565-573, April, DOI: 10.1080/00213624.2021.1915085.

2020

  1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020, "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101245.

2019

  1. Stenfors, Alexis & Susai, Masayuki, 2019, "Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 36-57, DOI: 10.1016/j.intfin.2018.11.010.
  2. Alexis Stenfors, 2019, "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Journal of Economic Issues, Taylor & Francis Journals, volume 53, issue 2, pages 417-424, April, DOI: 10.1080/00213624.2019.1594527.

2018

  1. Stenfors, Alexis, 2018, "LIBOR, foreign exchange and the illusion of liquidity," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 11, issue 1, pages 78-89, December.
  2. Stenfors, Alexis, 2018, "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 78-97, DOI: 10.1016/j.intfin.2017.08.001.
  3. Stenfors Alexis & Susai Masayuki, 2018, "High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets," Journal of Economic Issues, Taylor & Francis Journals, volume 52, issue 2, pages 387-395, April, DOI: 10.1080/00213624.2018.1469883.

2014

  1. Stenfors, Alexis, 2014, "LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 452-472, DOI: 10.1016/j.intfin.2014.07.006.
  2. Alexis Stenfors, 2014, "LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception," Review of Political Economy, Taylor & Francis Journals, volume 26, issue 3, pages 392-407, July, DOI: 10.1080/09538259.2014.917824.

2011

  1. C. Lapavitsas & A. Kaltenbrunner & G. Labrinidis & D. Lindo & J. Meadway & J. Michell & J.P. Painceira & E. Pires & J. Powell & A. Stenfors & N. Teles, 2011, "Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común," Revista de Economia Critica, Universidad Pablo de Olavide y Asociacion de Economia Critica, volume 11, pages 131-171.

1995

  1. Ulf Söderström & Alexis Stenfors, 1995, "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 2, pages 63-81, Autumn.

Chapters

2016

  1. Alexis Stenfors, 2016, "Swedish financialisation: ‘Nordic noir’ or ‘safe haven’?," Chapters, Edward Elgar Publishing, chapter 8, in: Eckhard Hein & Daniel Detzer & Nina Dodig, "Financialisation and the Financial and Economic Crises".

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