Yr Athro Khelifa Mazouz

Erthyglau

• Guan, B., Mazouz, K. and Xu, Y. 2024. Asymmetric volatility spillover between crude oil and other asset markets. Energy Economics 130, article number: 107305. (10.1016/j.eneco.2024.107305)
• Ding, W., Mazouz, K., ap Gwilym, O. and Wang, Q. 2023. Technical analysis as a sentiment barometer and the cross-section of stock returns. Quantitative Finance 23(11), pp. 1617-1636. (10.1080/14697688.2023.2244991)
• Mazouz, K., Wu, Y., Ebrahim, R. and Sharma, A. 2023. Dividend policy, systematic liquidity risk, and the cost of equity capital. Review of Quantitative Finance and Accounting 60, pp. 839-876. (10.1007/s11156-022-01114-3)
• Evans, K. P., Leung, W. S., Li, J. and Mazouz, K. 2023. ETF ownership and seasoned equity offerings. Journal of Financial and Quantitative Analysis (10.1017/S002210902300042X)
• Jin, H., Mazouz, K., Wu, Y. and Xu, B. 2023. Can star analysts make superior coverage decisions in poor information environment?. Journal of Banking and Finance 146, article number: 106650. (10.1016/j.jbankfin.2022.106650)
• Mazouz, K. and Wu, Y. 2022. Why do firm fundamentals predict returns: Evidence from short selling activity. International Review of Financial Analysis 79, article number: 101974. (10.1016/j.irfa.2021.101974)
• Mazouz, K., Wood, G., Yin, S. and Zhang, M. 2021. Comprehending the outward FDI from Latin America and OCED: A comparative perspective. International Business Review 30(5), article number: 101853. (10.1016/j.ibusrev.2021.101853)
• Ding, W., Mazouz, K. and Wang, Q. 2021. Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. Journal of Empirical Finance 63, pp. 42-56. (10.1016/j.jempfin.2021.05.003)
• Mazouz, K., Gounopoulos, D. and Wood, G. 2021. The consequences of political donations for IPO premium and performance. Journal of Corporate Finance 67, article number: 101888. (10.1016/j.jcorpfin.2021.101888)
• Leung, W., Evans, K. P. and Mazouz, K. 2020. The R&D anomaly: risk or mispricing?. Journal of Banking and Finance 115, article number: 105815. (10.1016/j.jbankfin.2020.105815)
• Ding, W., Mazouz, K. and Wang, Q. 2019. Investor sentiment and the cross-section of stock returns: New theory and evidence. Review of Quantitative Finance and Accounting 53, pp. 493-525. (10.1007/s11156-018-0756-z)
• Mazouz, K. and Zhao, Y. 2019. CEO incentives, takeover protection and corporate innovation. British Journal of Management 30(2), pp. 494-515. (10.1111/1467-8551.12330)
• Mazouz, K., Abdul, M. and Saadouni, B. 2019. Price reaction of ethically screened stocks: a study of the Dow Jones Islamic Market World Index. Journal of Business Ethics 154(3), pp. 683-699. (10.1007/s10551-016-3389-y)
• Leung, W. S., Mazouz, K., Chen, J. and Wood, G. 2018. Organization capital, labor market flexibility, and stock returns around the world. Journal of Banking and Finance 89, pp. 150-168. (10.1016/j.jbankfin.2018.02.008)
• Huang, W. and Mazouz, K. 2018. Excess cash, trading continuity, and liquidity risk. Journal of Corporate Finance 48, pp. 275-291. (10.1016/j.jcorpfin.2017.11.005)
• Yin, S., Mazouz, K., Benamraoui, A. and Saadouni, B. 2018. Stock price reaction to profit warnings: the role of time varying betas. Review of Quantitative Finance and Accounting 50(1), pp. 67-93. (10.1007/s11156-017-0623-3)
• Mazouz, K., Mohamed, A., Saadouni, B. and Ying, S. 2017. Underwriters' allocation with and without discretionary power: evidence from the Hong Kong IPO market. International Review of Financial Analysis 49, pp. 128-137.
• Mazouz, K., Mohamed, A. and Saadouni, B. 2016. Stock return comovement around the Dow Jones Islamic Market World Index revisions. Journal of Economic Behavior and Organization 132(Supp.), pp. 50-62. (10.1016/j.jebo.2016.05.011)
• Wu, Y. and Mazouz, K. 2016. Long-term industry reversals. Journal of Banking & Finance 68, pp. 236-250. (10.1016/j.jbankfin.2016.03.017)
• Wood, G., Yin, S., Mazouz, K. and Cheah, J. E. 2016. Foreign direct investment and employment rights in South-Eastern Europe. Cambridge Journal of Economics 40(1), pp. 141-163. (10.1093/cje/beu070)
• Mazouz, K., Wu, Y. and Yin, S. 2015. Trading activity in options and stock around price-sensitive news announcements. Journal of Futures Markets 35(12), pp. 1173-1194. (10.1002/fut.21691)
• Huang-Meier, W., Freeman, M. C. and Mazouz, K. 2015. Why are aggregate equity payouts pro-cyclical?. Journal of Macroeconomics 44, pp. 98-108. (10.1016/j.jmacro.2015.01.005)
• Adcock, C., Hua, X., Mazouz, K. and Yin, S. 2014. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis. Journal of International Money and Finance 49(B), pp. 470-491. (10.1016/j.jimonfin.2014.06.004)
• Mazouz, K., Daya, W. and Yin, S. 2014. Index revisions, systematic liquidity risk and the cost of equity capital. Journal of International Financial Markets, Institutions and Money 33, pp. 283-298. (10.1016/j.intfin.2014.07.009)
• Mazouz, K. and Wang, J. 2014. Commodity futures price behaviour following large one-day price changes. Applied Financial Economics 24(14), pp. 939-948. (10.1080/09603107.2014.914140)
• Agyei-Ampomah, S., Gounopoulos, D. and Mazouz, K. 2014. Does gold offer a better protection against losses in sovereign debt bonds than other metals?. Journal of Banking and Finance 40, pp. 507-521. (10.1016/j.jbankfin.2013.11.014)
• Adcock, C., Hua, X., Mazouz, K. and Yin, S. 2014. Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements. The European Journal of Finance (10.1080/1351847X.2014.899260)
• Wood, G., Mazouz, K., Yin, S. and Cheah, J. E. 2014. Foreign direct investment from emerging markets to Africa: the HRM context. Human Resource Management 53(1), pp. 179-201. (10.1002/hrm.21550)
• Agyei-Ampomah, S., Mazouz, K. and Yin, S. 2013. The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies. International Review of Financial Analysis 29, pp. 251-260. (10.1016/j.irfa.2012.05.006)
• Lambertides, N. and Mazouz, K. 2013. Stock price volatility and informational efficiency following the mandatory adoption of IFRS in Europe. Journal of Applied Accounting Research 14(1), pp. 4-17. (10.1108/09675421311282513)
• Daya, W., Mazouz, K. and Freeman, M. 2012. Information efficiency changes following FTSE 100 index revisions. Journal of International Financial Markets, Institutions and Money 22(4), pp. 1054-1069. (10.1016/j.intfin.2012.01.002)
• Mazouz, K., Alrabadi, D. W. H. and Yin, S. 2012. Systematic liquidity risk and stock price reaction to shocks. Accounting & Finance 52(2), pp. 467-493. (10.1111/j.1467-629X.2011.00403.x)
• Mazouz, K., Agyei-Ampomah, S., Saadouni, B. and Yin, S. 2012. Stabilization and the aftermarket prices of initial public offerings. Review of Quantitative Finance and Accounting 41(3), pp. 417-439. (10.1007/s11156-012-0315-y)
• Agyei-Ampomah, S. and Mazouz, K. 2011. The comovement of option listed stocks. Journal of Banking & Finance 35(8), pp. 2056-2069. (10.1016/j.jbankfin.2011.01.016)
• Goergen, M., Mazouz, K. and Yin, S. 2010. Price, volume and spread effects associated with the expiry of lock-in agreements : evidence from the Hong Kong IPO market. Pacific-Basin Finance Journal 18(5), pp. 442-459. (10.1016/j.pacfin.2010.05.001)
• Joseph, N. L. and Mazouz, K. 2010. Testing for overreaction and return continuations in stock price index returns. International Journal of Strategic Decision Sciences 1(2), pp. 93-113. (10.4018/jsds.2010040105)
• Mazouz, K., Alrabadi, D. W., Freeman, M. and Yin, S. 2010. Systematic liquidity risk and asset pricing: evidence from London Stock Exchange. International Journal of Banking, Accounting and Finance 2(4), pp. 387-403. (10.1504/IJBAAF.2010.037156)
• Mazouz, K., Joseph, N. L. and Palliere, C. 2009. Stock index reaction to large price changes: Evidence from major Asian stock indexes. Pacific-Basin Finance Journal 17(4), pp. 444-459. (10.1016/j.pacfin.2008.11.001)
• Mazouz, K., Joseph, N. L. and Joulmer, J. 2009. Stock price reaction following large one-day price changes: UK evidence. Journal of Banking & Finance 33(8), pp. 1481-1493. (10.1016/j.jbankfin.2009.02.010)
• Mazouz, K. and Bowe, M. 2009. Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE. Applied Financial Economics 19(3), pp. 203-212. (10.1080/09603100801964396)
• Mazouz, K., Saadouni, B. and Yin, S. 2008. The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs). Journal of Multinational Financial Management 18(3), pp. 209-228. (10.1016/j.mulfin.2007.08.002)
• Mazouz, K., Saadouni, B. and Yin, S. 2008. Warrants in IPOs: Evidence from Hong Kong. Pacific-Basin Finance Journal 16(5), pp. 539-554. (10.1016/j.pacfin.2007.11.003)
• Mazouz, K. and Saadouni, B. 2007. The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?. Applied Financial Economics 17(6), pp. 501-510. (10.1080/09603100600690085)
• Mazouz, K. and Bowe, M. 2006. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE. International Review of Financial Analysis 15(1), pp. 1-20. (10.1016/j.irfa.2005.07.001)
• Mazouz, K. 2004. The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach. Journal of Empirical Finance 11(5), pp. 695-708. (10.1016/j.jempfin.2003.09.003)

• Mazouz, K., Wood, G., Yin, S. and Zhang, M. 2021. Comprehending the outward FDI from Latin America and OCED: A comparative perspective. International Business Review 30(5), article number: 101853. (10.1016/j.ibusrev.2021.101853)
• Ding, W., Mazouz, K. and Wang, Q. 2021. Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. Journal of Empirical Finance 63, pp. 42-56. (10.1016/j.jempfin.2021.05.003)
• Mazouz, K., Gounopoulos, D. and Wood, G. 2021. The consequences of political donations for IPO premium and performance. Journal of Corporate Finance 67, article number: 101888. (10.1016/j.jcorpfin.2021.101888)
• Leung, W., Evans, K. P. and Mazouz, K. 2020. The R&D anomaly: risk or mispricing?. Journal of Banking and Finance 115, article number: 105815. (10.1016/j.jbankfin.2020.105815)
• Ding, W., Mazouz, K. and Wang, Q. 2019. Investor sentiment and the cross-section of stock returns: New theory and evidence. Review of Quantitative Finance and Accounting 53, pp. 493-525. (10.1007/s11156-018-0756-z)
• Mazouz, K. and Zhao, Y. 2019. CEO incentives, takeover protection and corporate innovation. British Journal of Management 30(2), pp. 494-515. (10.1111/1467-8551.12330)
• Mazouz, K., Abdul, M. and Saadouni, B. 2019. Price reaction of ethically screened stocks: a study of the Dow Jones Islamic Market World Index. Journal of Business Ethics 154(3), pp. 683-699. (10.1007/s10551-016-3389-y)
• Leung, W. S., Mazouz, K., Chen, J. and Wood, G. 2018. Organization capital, labor market flexibility, and stock returns around the world. Journal of Banking and Finance 89, pp. 150-168. (10.1016/j.jbankfin.2018.02.008)
• Huang, W. and Mazouz, K. 2018. Excess cash, trading continuity, and liquidity risk. Journal of Corporate Finance 48, pp. 275-291. (10.1016/j.jcorpfin.2017.11.005)
• Yin, S., Mazouz, K., Benamraoui, A. and Saadouni, B. 2018. Stock price reaction to profit warnings: the role of time varying betas. Review of Quantitative Finance and Accounting 50(1), pp. 67-93. (10.1007/s11156-017-0623-3)
• Mazouz, K., Mohamed, A., Saadouni, B. and Ying, S. 2017. Underwriters' allocation with and without discretionary power: evidence from the Hong Kong IPO market. International Review of Financial Analysis 49, pp. 128-137.
• Mazouz, K., Mohamed, A. and Saadouni, B. 2016. Stock return comovement around the Dow Jones Islamic Market World Index revisions. Journal of Economic Behavior and Organization 132(Supp.), pp. 50-62. (10.1016/j.jebo.2016.05.011)
• Wu, Y. and Mazouz, K. 2016. Long-term industry reversals. Journal of Banking & Finance 68, pp. 236-250. (10.1016/j.jbankfin.2016.03.017)
• Wood, G., Yin, S., Mazouz, K. and Cheah, J. E. 2016. Foreign direct investment and employment rights in South-Eastern Europe. Cambridge Journal of Economics 40(1), pp. 141-163. (10.1093/cje/beu070)
• Mazouz, K., Wu, Y. and Yin, S. 2015. Trading activity in options and stock around price-sensitive news announcements. Journal of Futures Markets 35(12), pp. 1173-1194. (10.1002/fut.21691)
• Huang-Meier, W., Freeman, M. C. and Mazouz, K. 2015. Why are aggregate equity payouts pro-cyclical?. Journal of Macroeconomics 44, pp. 98-108. (10.1016/j.jmacro.2015.01.005)
• Adcock, C., Hua, X., Mazouz, K. and Yin, S. 2014. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis. Journal of International Money and Finance 49(B), pp. 470-491. (10.1016/j.jimonfin.2014.06.004)
• Mazouz, K., Daya, W. and Yin, S. 2014. Index revisions, systematic liquidity risk and the cost of equity capital. Journal of International Financial Markets, Institutions and Money 33, pp. 283-298. (10.1016/j.intfin.2014.07.009)
• Mazouz, K. and Wang, J. 2014. Commodity futures price behaviour following large one-day price changes. Applied Financial Economics 24(14), pp. 939-948. (10.1080/09603107.2014.914140)
• Agyei-Ampomah, S., Gounopoulos, D. and Mazouz, K. 2014. Does gold offer a better protection against losses in sovereign debt bonds than other metals?. Journal of Banking and Finance 40, pp. 507-521. (10.1016/j.jbankfin.2013.11.014)
• Adcock, C., Hua, X., Mazouz, K. and Yin, S. 2014. Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements. The European Journal of Finance (10.1080/1351847X.2014.899260)
• Wood, G., Mazouz, K., Yin, S. and Cheah, J. E. 2014. Foreign direct investment from emerging markets to Africa: the HRM context. Human Resource Management 53(1), pp. 179-201. (10.1002/hrm.21550)
• Agyei-Ampomah, S., Mazouz, K. and Yin, S. 2013. The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies. International Review of Financial Analysis 29, pp. 251-260. (10.1016/j.irfa.2012.05.006)
• Lambertides, N. and Mazouz, K. 2013. Stock price volatility and informational efficiency following the mandatory adoption of IFRS in Europe. Journal of Applied Accounting Research 14(1), pp. 4-17. (10.1108/09675421311282513)
• Daya, W., Mazouz, K. and Freeman, M. 2012. Information efficiency changes following FTSE 100 index revisions. Journal of International Financial Markets, Institutions and Money 22(4), pp. 1054-1069. (10.1016/j.intfin.2012.01.002)
• Mazouz, K., Alrabadi, D. W. H. and Yin, S. 2012. Systematic liquidity risk and stock price reaction to shocks. Accounting & Finance 52(2), pp. 467-493. (10.1111/j.1467-629X.2011.00403.x)
• Mazouz, K., Agyei-Ampomah, S., Saadouni, B. and Yin, S. 2012. Stabilization and the aftermarket prices of initial public offerings. Review of Quantitative Finance and Accounting 41(3), pp. 417-439. (10.1007/s11156-012-0315-y)
• Agyei-Ampomah, S. and Mazouz, K. 2011. The comovement of option listed stocks. Journal of Banking & Finance 35(8), pp. 2056-2069. (10.1016/j.jbankfin.2011.01.016)
• Goergen, M., Mazouz, K. and Yin, S. 2010. Price, volume and spread effects associated with the expiry of lock-in agreements : evidence from the Hong Kong IPO market. Pacific-Basin Finance Journal 18(5), pp. 442-459. (10.1016/j.pacfin.2010.05.001)
• Joseph, N. L. and Mazouz, K. 2010. Testing for overreaction and return continuations in stock price index returns. International Journal of Strategic Decision Sciences 1(2), pp. 93-113. (10.4018/jsds.2010040105)
• Mazouz, K., Alrabadi, D. W., Freeman, M. and Yin, S. 2010. Systematic liquidity risk and asset pricing: evidence from London Stock Exchange. International Journal of Banking, Accounting and Finance 2(4), pp. 387-403. (10.1504/IJBAAF.2010.037156)
• Mazouz, K., Joseph, N. L. and Palliere, C. 2009. Stock index reaction to large price changes: Evidence from major Asian stock indexes. Pacific-Basin Finance Journal 17(4), pp. 444-459. (10.1016/j.pacfin.2008.11.001)
• Mazouz, K., Joseph, N. L. and Joulmer, J. 2009. Stock price reaction following large one-day price changes: UK evidence. Journal of Banking & Finance 33(8), pp. 1481-1493. (10.1016/j.jbankfin.2009.02.010)
• Mazouz, K. and Bowe, M. 2009. Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE. Applied Financial Economics 19(3), pp. 203-212. (10.1080/09603100801964396)
• Mazouz, K., Saadouni, B. and Yin, S. 2008. The long-term performance of Hong Kong share-only and unit initial public offerings (IPOs). Journal of Multinational Financial Management 18(3), pp. 209-228. (10.1016/j.mulfin.2007.08.002)
• Mazouz, K., Saadouni, B. and Yin, S. 2008. Warrants in IPOs: Evidence from Hong Kong. Pacific-Basin Finance Journal 16(5), pp. 539-554. (10.1016/j.pacfin.2007.11.003)
• Mazouz, K. and Saadouni, B. 2007. The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?. Applied Financial Economics 17(6), pp. 501-510. (10.1080/09603100600690085)
• Mazouz, K. and Bowe, M. 2006. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE. International Review of Financial Analysis 15(1), pp. 1-20. (10.1016/j.irfa.2005.07.001)
• Mazouz, K. 2004. The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach. Journal of Empirical Finance 11(5), pp. 695-708. (10.1016/j.jempfin.2003.09.003)