Search Results - "Jayasekera, Ranadeva"

Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion? by Choudhry, Taufiq, Jayasekera, Ranadeva

“…This paper empirically investigates return, volatility and leverage spillover effects between banking industrial stock markets of the major economies (ME)…”
Get full text

Loss sensitive investors and positively biased analysts in Hong Kong stock market by Choudhry, Taufiq, Dissanaike, Gishan, Jayasekera, Ranadeva, Kang, Woo-Young, Nnadi, Matthias

“…The Hong Kong stock market is known to be highly volatile. Professional investors have a strong demand for timely information because of the infrequent nature…”
Get full text

Prediction of company failure: Past, present and promising directions for the future by Jayasekera, Ranadeva

“…The quest for a reliable tool that can predict company failure has been pursued with keen interest both by academics and practitioners for a more than a…”
Get full text

Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data by Khoja, Layla, Chipulu, Maxwell, Jayasekera, Ranadeva

“…This paper applies three-way multidimensional scaling and cluster analysis to examine the nature of insolvency in the Gulf Corporation Council, the United…”
Get full text

Human Capital resource as cost or investment: A market-based analysis by Vithana, Krishanthi, Jayasekera, Ranadeva, Choudhry, Taufiq, Baruch, Yehuda

“…This study empirically investigates the myopic behavior of the stock market toward firms' human capital resource investment, paying particular attention to two…”
Get full text

The role of resource orchestration in humanitarian operations: a COVID-19 case in the US healthcare by Baltas, Konstantinos, Jayasekera, Ranadeva, Uddin, Gazi Salah, Papadopoulos, Thanos

“…This paper investigates the role of resource allocation in alleviating the impact on from disruptions in healthcare operations. We draw on resource…”
Get full text

Market efficiency during the global financial crisis: Empirical evidence from European banks by Choudhry, Taufiq, Jayasekera, Ranadeva

“…This paper empirically investigates the asymmetric effect of news on the time-varying beta of selected banks from seven European countries during the current…”
Get full text

Risk network of global energy markets by Uddin, Gazi Salah, Luo, Tianqi, Yahya, Muhammad, Jayasekera, Ranadeva, Rahman, Md Lutfur, Okhrin, Yarema

“…This study evaluates extreme uncertainty connectedness among top global energy firms. The sample comprises of 68 firms from four energy-related subsectors (oil…”
Get full text

Empirical analysis of debt maturity, cash holdings and firm investment in developing economies by Nnadi, Matthias, Surichamorn, Vachiraporn, Jayasekera, Ranadeva, Belghitar, Yacine

“…This study investigates the potential simultaneous relationships among leverage, debt maturity and cash holdings and how these jointly affect financial policy…”
Get full text

ESG investment: What do we learn from its interaction with stock, currency and commodity markets? by Andersson, Emil, Hoque, Mahim, Rahman, Md Lutfur, Uddin, Gazi Salah, Jayasekera, Ranadeva

“…This paper examines ESG portfolio's causal relationship with conventional and ethical equity prices, exchange rates and commodity prices. Using multi‐scale…”
Get full text

Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices by Gillaizeau, Marc, Jayasekera, Ranadeva, Maaitah, Ahmad, Mishra, Tapas, Parhi, Mamata, Volokitina, Evgeniia

“…We identify and characterise the ‘givers and the receivers’ of volatility in cross-market Bitcoin prices and discuss international diversification strategies…”
Get full text

Role of renewable energy on industrial output in Canada by Wadström, Christoffer, Wittberg, Emanuel, Uddin, Gazi Salah, Jayasekera, Ranadeva

“…Several scholars have highlighted the idea that energy consumption in general and consumption of renewable energy (RE) in particular may be a potential driver…”
Get full text

Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis by Choudhry, Taufiq, Jayasekera, Ranadeva

“…This paper investigates the effect of good or bad news (the asymmetric effect) on the time-varying beta of firms in the UK during good periods (booms) and bad…”
Get full text

Go green or stay black: Bond market dynamics in Asia by Uddin, Gazi Salah, Jayasekera, Ranadeva, Park, Donghyun, Luo, Tianqi, Tian, Shu

“…This paper presents a picture of the risk spillover relationship of green & black bonds in Asia. In normal situations and the long-term horizon, green bonds…”
Get full text

Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro by Lindman, Sebastian, Tuvhag, Tom, Jayasekera, Ranadeva, Uddin, Gazi Salah, Troster, Victor

“…We contribute to the literature by providing a more comprehensive understanding of the impact the euro has had on financial market integration with economies…”
Get full text

What do equity issuances signal? A study of equity issuances in the UK before and during the financial crisis by Dissanaike, Gishan, Faasse, Jonathan, Jayasekera, Ranadeva

“…The financial crisis provides an ideal setting to study how quality signalling by firms, and information asymmetries, might explain the stock price reactions…”
Get full text

The Global Financial Crisis and the European Single Market: The end of integration? by Choudhry, Taufiq, Jayasekera, Ranadeva, Kling, Gerhard

“…Using various versions of the Feldstein-Horioka (FH) coefficient, we measure the time-varying degree of capital mobility and economic integration in the…”
Get full text

Making sense of uncertainty: An application to the Scandinavian banking sector by Forsström, Viktor, Lind, Karl, Sousa, Ricardo M., Uddin, Gazi Salah, Jayasekera, Ranadeva

“…We study the impact of different sources of global, regional and local uncertainty on the seven largest Scandinavian banks over the period 2005–2018. Using a…”
Get full text

Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling by Khoja, Layla, Chipulu, Maxwell, Jayasekera, Ranadeva

“…In this paper, we examine corporate insolvency in the Gulf Cooperation Council (GCC) region between 2004 and 2011. Data comprises 28 financial ratio variables…”
Get full text

A tale of two shocks: The dynamics of international real estate markets by Bekiros, Stelios, Dahlström, Amanda, Uddin, Gazi Salah, Ege, Oskar, Jayasekera, Ranadeva

“…We examine the major potential drivers of five international housing markets utilizing a quantile regression approach. In particular, we investigate property…”
Get full text