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Publications

by alumni of

Durham University → Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Weidong Lin & Abderrahim Taamouti, 2023, "Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach," Working Papers, University of Liverpool, Department of Economics, number 202310, Aug.
  2. Weidong Lin & Abderrahim Taamouti, 2023, "Enhancing Portfolio Resilience to Systemic Risk: A Neural Network Approach," Working Papers, University of Liverpool, Department of Economics, number 202311.

2022

  1. Weidong Lin & Jose Olmo & Abderrahim Taamouti, 2022, "Portfolio Selection Under Systemic Risk," Working Papers, University of Liverpool, Department of Economics, number 202208.

2015

  1. Servaes, Henri & Aktas, Nihat & Karampatsas, Nikolaos & Petmezas, Dimitris, 2015, "Credit Ratings and Acquisitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10719, Jul.
  2. Parantap Basu & Sigit Sulistiyo Wibowo, 2015, "An Empirical Investigation of Risk Sharing among Indonesian Households," CEMAP Working Papers, Durham University Business School, number 2015_02, Feb.

2012

  1. Emilios C. C Galariotis & Sina Badreddine & Phil Holmes, 2012, "Are Industry and Volatility Effects in Cross-Sectional Momentum Returns Conditional on Liquidity?," Post-Print, HAL, number hal-00956517, Jun.
  2. Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print, HAL, number hal-00956948, DOI: 10.1016/j.intfin.2012.03.001.

2011

  1. Emilios C. C Galariotis & Sina Badreddine & Phil Holmes, 2011, "What Causes Momentum Profits? Evidence from Optioned and Non-Optioned Stocks," Post-Print, HAL, number hal-00763029, Jun.

2010

  1. Kusumastuti, Ratih Dyah & Wibowo, Sigit Sulistiyo & Insanita, Rizqiah, 2010, "Hierarchical modeling approach for relief logistics nework Design," MPRA Paper, University Library of Munich, Germany, number 41089, Dec.

Journal articles

2025

  1. Lei, Zicheng & Petmezas, Dimitris & Rau, P. Raghavendra & Yang, Chen, 2025, "Local boy does good: The effect of CSR activities on firm value," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107398.
  2. Zicheng Lei & Dimitris Petmezas & P. Raghavendra Rau & Chen Yang, 2025, "Born to behave: Home CEOs and financial misconduct," Review of Accounting Studies, Springer, volume 30, issue 2, pages 1309-1354, June, DOI: 10.1007/s11142-025-09870-y.

2024

  1. Lin, Weidong & Taamouti, Abderrahim, 2024, "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1179-1188, DOI: 10.1016/j.ijforecast.2023.10.007.

2023

  1. Fich, Eliezer M. & Nguyen, Tung & Petmezas, Dimitris, 2023, "The effects of terrorist attacks on inventor productivity and mobility," Research Policy, Elsevier, volume 52, issue 1, DOI: 10.1016/j.respol.2022.104655.
  2. Tung Nguyen & Dimitris Petmezas & Nikolaos Karampatsas, 2023, "Does Terrorism Affect Acquisitions?," Management Science, INFORMS, volume 69, issue 7, pages 4134-4168, July, DOI: 10.1287/mnsc.2022.4506.

2022

  1. Onal, Bunyamin & Petmezas, Dimitris & Xiong, Nan, 2022, "Societal equality sentiment and executive compensation," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2022.102314.
  2. Ratih Dyah Kusumastuti & N. Nurmala & A. Arviansyah & Sigit Sulistiyo Wibowo, 2022, "Indicators of community preparedness for fast-onset disasters: a systematic literature review and case study," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 110, issue 1, pages 787-821, January, DOI: 10.1007/s11069-021-04970-9.

2021

  1. Razaz Felimban & Sina Badreddine & Christos Floros, 2021, "Share price informativeness and dividend smoothing behavior in GCC markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 978-1001, July, DOI: 10.1108/JES-08-2020-0379.
  2. 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.
  3. Aktas, Nihat & Petmezas, Dimitris & Servaes, Henri & Karampatsas, Nikolaos, 2021, "Credit ratings and acquisitions," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101986.
  4. Aktas, Nihat & Croci, Ettore & Ozbas, Oguzhan & Petmezas, Dimitris, 2021, "Executive Compensation and Deployment of Corporate Resources: Evidence from Working Capital," Review of Corporate Finance, now publishers, volume 1, issue 1-2, pages 43-80, April, DOI: 10.1561/114.00000002.

2020

  1. Mavis, Christos P. & McNamee, Nathan P. & Petmezas, Dimitris & Travlos, Nickolaos G., 2020, "Selling to buy: Asset sales and acquisitions," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101587.
  2. Zaafri Ananto Husodo & Sigit Sulistyo Wibowo & Muhammad Budi Prasetyo & Usman Arief & Maulana Harris Muhajir, 2020, "Estimating a Joint Probability of Default Index for Indonesian Banks: A Copula Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 3, pages 387-410, October, DOI: https://doi.org/10.21098/bemp.v23i3.
  3. Pradita Nareswari & Sigit S. Wibowo, 2020, "Global and Local Commodity Prices: A Further Look at the Indonesian Agricultural Commodities," Capital Markets Review, Malaysian Finance Association, volume 28, issue 1, pages 65-76.

2019

  1. Aktas, Nihat & Louca, Christodoulos & Petmezas, Dimitris, 2019, "CEO overconfidence and the value of corporate cash holdings," Journal of Corporate Finance, Elsevier, volume 54, issue C, pages 85-106, DOI: 10.1016/j.jcorpfin.2018.11.006.
  2. Dahya, Jay & Golubov, Andrey & Petmezas, Dimitris & Travlos, Nickolaos G., 2019, "Governance mandates, outside directors, and acquirer performance," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 218-238, DOI: 10.1016/j.jcorpfin.2016.11.005.

2017

  1. Croci, Ettore & Pantzalis, Christos & Park, Jung Chul & Petmezas, Dimitris, 2017, "The role of corporate political strategies in M&As," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 260-287, DOI: 10.1016/j.jcorpfin.2017.01.009.
  2. S. Utami Puspaputri & Sigit S. Wibowo, 2017, "Corporate bond trading in Indonesia: an empirical study of the role of volume and volatility," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, volume 3, issue 3, pages 204-222.

2016

  1. Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos, 2016, "Do Stock-Financed Acquisitions Destroy Value? New Methods and Evidence," Review of Finance, European Finance Association, volume 20, issue 1, pages 161-200.

2015

  1. Aktas, Nihat & Croci, Ettore & Petmezas, Dimitris, 2015, "Is working capital management value-enhancing? Evidence from firm performance and investments," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 98-113, DOI: 10.1016/j.jcorpfin.2014.12.008.
  2. Croci, Ettore & Petmezas, Dimitris, 2015, "Do risk-taking incentives induce CEOs to invest? Evidence from acquisitions," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 1-23, DOI: 10.1016/j.jcorpfin.2015.03.001.
  3. Sigit Sulistiyo Wibowo, 2015, "Credit Constraints, Risk Sharing, and Household Welfare: The Case of Indonesia," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, volume 51, issue 2, pages 307-308, August, DOI: 10.1080/00074918.2015.1061918.

2014

  1. Karampatsas, Nikolaos & Petmezas, Dimitris & Travlos, Nickolaos G., 2014, "Credit ratings and the choice of payment method in mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 474-493, DOI: 10.1016/j.jcorpfin.2014.01.008.
  2. Petmezas, Dimitris & Santamaria, Daniel, 2014, "Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 401-424, DOI: 10.1016/j.jimonfin.2014.06.005.

2012

  1. Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 589-608, DOI: 10.1016/j.intfin.2012.03.001.
  2. Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos, 2012, "When It Pays to Pay Your Investment Banker: New Evidence on the Role of Financial Advisors in M&As," Journal of Finance, American Finance Association, volume 67, issue 1, pages 271-312, February, DOI: j.1540-6261.2011.01712.x.
  3. Jie (Michael) Guo & Dimitris Petmezas, 2012, "What are the Causes and Effects of M&As? The UK Evidence," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 21-47, March - J.
  4. Ettore Croci & Dimitris Petmezas & Nickolaos Travlos, 2012, "Asymmetric information and target firm returns," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 7, pages 639-661, June, DOI: 10.1080/1351847X.2011.599850.

2010

  1. G. Alexandridis & D. Petmezas & N.G. Travlos, 2010, "Gains from Mergers and Acquisitions Around the World: New Evidence," Financial Management, Financial Management Association International, volume 39, issue 4, pages 1671-1695, December.
  2. Croci, Ettore & Petmezas, Dimitris & Vagenas-Nanos, Evangelos, 2010, "Managerial overconfidence in high and low valuation markets and gains to acquisitions," International Review of Financial Analysis, Elsevier, volume 19, issue 5, pages 368-378, December.
  3. Croci, Ettore & Petmezas, Dimitris, 2010, "Minority shareholders' wealth effects and stock market development: Evidence from increase-in-ownership M&As," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 681-694, March.

2009

  1. Petmezas, Dimitris, 2009, "What drives acquisitions?: Market valuations and bidder performance," Journal of Multinational Financial Management, Elsevier, volume 19, issue 1, pages 54-74, February.

2008

  1. Antonios Antoniou & Jie Guo & Dimitris Petmezas, 2008, "Merger momentum and market valuations: the UK evidence," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 17, pages 1411-1423, DOI: 10.1080/09603100701720468.

2007

  1. John A. Doukas & Dimitris Petmezas, 2007, "Acquisitions, Overconfident Managers and Self‐attribution Bias," European Financial Management, European Financial Management Association, volume 13, issue 3, pages 531-577, June, DOI: 10.1111/j.1468-036X.2007.00371.x.
  2. George Alexandridis & Antonios Antoniou & Dimitris Petmezas, 2007, "Divergence of Opinion and Post‐Acquisition Performance," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 3‐4, pages 439-460, April, DOI: 10.1111/j.1468-5957.2007.02043.x.
  3. Antonios Antoniou & Dimitris Petmezas & Huainan Zhao, 2007, "Bidder Gains and Losses of Firms Involved in Many Acquisitions," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 7‐8, pages 1221-1244, September, DOI: 10.1111/j.1468-5957.2007.02012.x.

Chapters

2013

  1. Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos, 2013, "Empirical mergers and acquisitions research: a review of methods, evidence and managerial implications," Chapters, Edward Elgar Publishing, chapter 12, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.