Using firm level leverage as an investment strategy

The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
Sivaprasad, S., Muradoglu, Y.G., Izzeldin, M and Pappas, V 2021. The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis.

The Value Effects of Changes in Leverage
Bas, T, Sivaprasad, S. and van Dellen, S. 2020. The Value Effects of Changes in Leverage. Tourism Analysis: An Interdisciplinary Tourism & Hospitality Journal. Advanced online publication. https://doi.org/10.3727/108354220X15961981728521

An Empirical Analysis of the Performance of Sponsored versus Non-Sponsored IPOs:Evidence from India
Sivaprasad, S. and Dadhaniya, R. 2019. An Empirical Analysis of the Performance of Sponsored versus Non-Sponsored IPOs:Evidence from India. Journal of Accounting in Emerging Economies. 10 (1), pp. 100-116. https://doi.org/10.1108/JAEE-05-2019-0100

Enhancing Momentum Investment Strategy Using Leverage
Forner,C., Muradoglu, Y.G. and Sivaprasad, S. 2018. Enhancing Momentum Investment Strategy Using Leverage. Journal of Forecasting. 37 (5), pp. 573-588. https://doi.org/10.1002/for.2522

The Impact of Internationalization on Zero Leverage: Evidence from the UK
Chatzivgeri, E., Dontis-Charitos, P. and Sivaprasad, S. 2016. The Impact of Internationalization on Zero Leverage: Evidence from the UK. British Accounting and Finance Association Annual Conference 2016. Bath, United Kingdom 21 - 23 Mar 2016

Home bias persistence in foreign direct investments
Levis, M., Muradoglu, Y.G. and Vasileva, K. 2016. Home bias persistence in foreign direct investments. European Journal of Finance. 22 (8-9), pp. 782-802. https://doi.org/10.1080/1351847X.2015.1019640

The Determinants of Zero Leverage: Evidence from Multinational Firms
Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. International Finance and Banking Society Corporate Finance Conference. Saïd Business School, University of Oxford, United Kingdom, 12 - 13 Sep 2015

The Determinants of Zero Leverage: Evidence from Multinational Firms
Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. 5th International Conference of the Financial Engineering and Banking Society. Nantes, France 11 - 13 Jun 2015

The value effects of changes in leverage: Evidence from the Travel and Leisure sector
Van Dellen, S., Sivaprasad, S. and Bas, T. 2015. The value effects of changes in leverage: Evidence from the Travel and Leisure sector. 22nd Annual Conference of the Multinational Finance Society. Halkidiki, Greece 28 Jun - 01 Jul 2015

An Investment Strategy Based on Leverage: Evidence from BSE 500
Sivaprasad, S. and D’Mello, L. 2015. An Investment Strategy Based on Leverage: Evidence from BSE 500. Journal of Emerging Market Finance. 14 (3), pp. 210-238. https://doi.org/10.1177/0972652715601910

How does a firm's capital structure affect stock performance?
Sivaprasad, S., Adami, R., Gough, O. and Muradoglu, Y.G. 2015. How does a firm's capital structure affect stock performance? Frontiers in Finance and Economics. 12 (1), pp. 1-31.

An empirical analysis of the performance of pension funds: evidence from UK
Sivaprasad, S., Adami, R., Gough, O. and Mukherjee, S. 2014. An empirical analysis of the performance of pension funds: evidence from UK. Studies in Economics and Finance. 31 (2), pp. 141-155. https://doi.org/10.1108/SEF-10-2012-0118

The impact of leverage on stock returns in the hospitality sector: evidence from the UK
Muradoglu, Y.G. and Sivaprasad, S. 2014. The impact of leverage on stock returns in the hospitality sector: evidence from the UK. Tourism Analysis. 19 (2), pp. 161-171. https://doi.org/10.3727/108354214X13963557455603

Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?
Dontis-Charitos, P., Gough, O., Nowman, K.B. and Sivaprasad, S. 2013. Are there return and volatility spillovers from major bank stocks to the national stock market in the UK? in: Jeon, B.N. and Olivero, M.P. (ed.) Global Banking, Financial Markets and Crises (International Finance Review, Vol. 14) Emerald. pp. 243 - 268

Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, P., Gough, O., Nowman, K.B. and Sivaprasad, S. 2013. Continuous and discrete time modelling of spillovers in equity and bond markets. International Journal of Bonds and Derivatives. 1 (1), pp. 54-87. https://doi.org/10.1504/IJBD.2013.056935

The effect of leverage mimicking portfolios in explaining stock returns variations
Sivaprasad, S. and Muradoglu, Y.G. 2013. The effect of leverage mimicking portfolios in explaining stock returns variations. Studies in Economics and Finance. 30 (2), pp. 94-107. https://doi.org/10.1108/10867371311325417

Capital structure and abnormal returns
Sivaprasad, S. and Muradoglu, Y.G. 2012. Capital structure and abnormal returns. International Business Review. 21 (3), pp. 328-341. https://doi.org/10.1016/j.ibusrev.2011.03.007

Capital structure and returns
Sivaprasad, S. and Muradoglu, Y.G. 2011. Capital structure and returns. in: Kent Baker, H. and Martin, G.S. (ed.) Capital structure & corporate financing decisions: theory, evidence, and practice Wiley. pp. 75-92