Biography

Current PhD Students:

S. Kawas - The Performance of UK Financial Institutions Over Periods of Market Stability and Volatility: 1980-2015 (Completed 2017).

M. Al-Faryan - Essays on Corporate Governance in Saudi Arabia.

A. Kane - Four Empirical Investigations into the Dynamics of Price Jumps in Emerging Markets.

N. Alrwashdeh - Liquidity Risk, Risk-Based Capital Adequacy Regulation in Jordanian Commercial Banks

Research interests

My research is in the areas of financial economics and international financial economics focusing on the price behaviour of financial markets (including emerging equity markets, financial market integration); testing asset pricing models; financial market regulation (including the development and application of legal and economic theories of regulation); general issues in the foreign exchange markets (the international parity conditions and the impact of financial crisis on capital markets). Apart from studying capital markets by empirical means, I am also interested in the economics of banking (especially the impact of regulation on risk taking, systemic risk and financial stability), and the economics of contracts (particularly issues regarding incentives in performance based public procurement contracts).

Current research investigates the performance of risk measurement models, and the financial aspects of corporate governance in emerging markets.

My research has appeared in the Journal of Multinational Financial Management, Applied Financial Economics, Applied Economic Letters, International Journal of Monetary Economics and Finance, and International Review of Financial Economics and Econometrics.

Research outputs

2023

Dockery, E., Todorov, I.

1 Sep 2023, In: Journal of Multinational Financial Management. 69, 31p., 100808