The value effects of changes in leverage: Evidence from the Travel and Leisure sector

Stock Returns, Industry Concentration and Firm Expenditure Decisions
Kamuriwo, S., Muradoglu, G., Sivaprasad, S. and Malki, I. 2024. Stock Returns, Industry Concentration and Firm Expenditure Decisions. Journal of Economics and Business. 131 106195. https://doi.org/10.1016/j.jeconbus.2024.106195

Connectedness Between Central Bank Digital Currency Index, Financial Stability and Digital Assets
Sivaprasad, S., Bas, T. and Malki, I. 2024. Connectedness Between Central Bank Digital Currency Index, Financial Stability and Digital Assets. Journal of International Financial Markets, Institutions and Money. 92 101981. https://doi.org/10.1016/j.intfin.2024.101981

Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs?
Sivaprasad, S., Bas, T. and Malki, I. 2024. Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs? Heliyon. 10 (2) e24615. https://doi.org/10.1016/j.heliyon.2024.e24615

An Empirical Analysis of Corporate Sustainability Bonds
Sivaprasad, S. and Mathew, S. 2024. An Empirical Analysis of Corporate Sustainability Bonds. Business Strategy and The Environment. 33 (4), pp. 3299-3316. https://doi.org/10.1002/bse.3663

Internationalization and Zero Leverage
Sivaprasad, S., Chatzivgeri, E., Dontis-Charitos, P. and Williams, J. 2024. Internationalization and Zero Leverage. European Journal of Finance. 30 (11), pp. 1185-1211. https://doi.org/10.1080/1351847x.2023.2277273

Spill over effects of Geopolitical risk on the banking sector of CIS countries
Sivaprasad, S., Malki, I., Adami, R., Yodgorova, F. and Ibragimova, D. 2023. Spill over effects of Geopolitical risk on the banking sector of CIS countries. International Finance and Banking Society (IFABS), Oxford (2023). Oxford 24 - 26 Jul 2023 University of Westminster.

Going Global: Evidence from India
Sivaprasad, S., Adami, R., Mathew, S. and Puwanenthiren, P. 2023. Going Global: Evidence from India. International Journal of Banking, Accounting and Finance. 13 (4), pp. 464-486. https://doi.org/10.1504/IJBAAF.2023.10055872

An Impact Investment Strategy
Juddoo, K., Malki, I., Mathew, S. and Sivaprasad, S. 2023. An Impact Investment Strategy. Review of Quantitative Finance and Accounting. 61, pp. 177-211. https://doi.org/10.1007/s11156-023-01149-0

The Impact of the Russian-Ukrainian War on Global Financial Markets
Izzeldin, Marwan, Muradoglu, Gulnur, Pappas, Vasileios, Petropoulou, Athina and Sivaprasad, Sheeja 2023. The Impact of the Russian-Ukrainian War on Global Financial Markets. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2023.102598

Brexit and its impact on EU financial markets
Sivaprasad, S., Muradoglu, G, Izzeldin, M and Pappas, V 2022. Brexit and its impact on EU financial markets. International Finance and Banking Society (IFABS), Naples (2022). Naples 07 - 09 Sep 2022

Brexit and its impact on EU financial markets
Sivaprasad, S., Izzeldin, M, Muradoglu, G and Pappas, V 2022. Brexit and its impact on EU financial markets. Financial Management & Accounting Research Conference 2022. Cyprus 19 - 21 Jun 2022

Brexit and its impact on EU financial markets
Sivaprasad, S., Muradoglu, Y.G., Pappas, V and Izzeldin,M 2022. Brexit and its impact on EU financial markets. 16th Annual Dynare Conference. Lancaster,UK 30 Jun - 01 Jul 2022

An Exploratory Insight into the Impact of COVID-19 on the Travel and Tourism Sector: UK Evidence
Sivaprasad, S. and Bas, T. 2022. An Exploratory Insight into the Impact of COVID-19 on the Travel and Tourism Sector: UK Evidence. in: Karabulut, Ş. (ed.) Economic and Financial Analysis of Global and National Developments Turkey Ekin.

The value effects of changes in leverage
Bas, Tugba, Sivaprasad, Sheeja and Dellen, Stefan van 2022. The value effects of changes in leverage. Tourism Analysis. 27 (4), pp. 547-552. https://doi.org/10.3727/108354220x15961981728521

An Impact Investment Strategy
Sivaprasad, S., Juddoo, K., Malki, I. and Mathew, S. 2021. An Impact Investment Strategy. International Finance and Banking Society(IFABS) 2021. online 13 - 15 Sep 2021

Corporate Governance Practices and the Pandemic Crisis: UK Evidence
Mathew, S. and Sivaprasad, S. 2021. Corporate Governance Practices and the Pandemic Crisis: UK Evidence. Corporate Governance: The international journal of business in society. 21 (6), pp. 983-995. https://doi.org/10.1108/CG-08-2020-0357

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. 74 101671. https://doi.org/10.1016/j.irfa.2021.101671

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

The Effects of Mergers and Acquisitions on Acquiring Banks’ Contribution to Systemic Risk
van Dellen, S., Benamraoui, A., Ngo, H. and Salaber, Julie 2019. The Effects of Mergers and Acquisitions on Acquiring Banks’ Contribution to Systemic Risk. 27th Edition of International Rome Conference on Money, Banking & Finance. Rome, Italy 10 - 11 Dec 2018

The effects of mergers and acquisitions on acquiring banks' contribution to systemic risk
Van Dellen, S., Benamraoui, A., Ngo, H. and Salaber, Julie 2018. The effects of mergers and acquisitions on acquiring banks' contribution to systemic risk. 11th Edition of International Risk Management Conference (Risk Society). Paris, France 07 - 08 Jun 2018

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 conditional higher moments on risk management: The case of the tanker freight market
Van Dellen, S., Alizadeh, A.H. and Nomikos, N.K 2017. The impact of conditional higher moments on risk management: The case of the tanker freight market. 25th Annual Conference of the International Association of Maritime Economists. Kyoto, Japan 27 - 30 Jun 2017

US and Canadian term structures of interest rates: A forecasting comparison
Van Dellen, S., Juneja, J.A., Nowman, K.B. and Zhao, G. 2016. US and Canadian term structures of interest rates: A forecasting comparison. 23rd Annual Conference of the Multinational Finance Society. Stockholm, Sweden 26 - 29 Jun 2016

Do financial distress and liquidity crises affect value and size premiums?
Bas, T., Elgammal, M.M., Gough, O., Shah, N.S. and van Dellen, S. 2016. Do financial distress and liquidity crises affect value and size premiums? Applied Economics. 48 (39), pp. 3734-3751. https://doi.org/10.1080/00036846.2016.1145345

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

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

A regime switching approach for hedging tanker shipping freight rates
van Dellen, S., Alizadeh, A.H. and Huang, C.-Y. 2015. A regime switching approach for hedging tanker shipping freight rates. Energy Economics. 49, pp. 44-59. https://doi.org/10.1016/j.eneco.2015.01.004

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.

Forecasting long-term UK interest rates
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Forecasting long-term UK interest rates. Empirical Economics Letters. 13 (10).

Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US. International Journal of Financial Engineering and Risk Management. 1 (4), pp. 309-333. https://doi.org/10.1504/IJFERM.2014.065648

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

Empirical analysis of the US swap curve
Gough, O., Juneja, J.A., Nowman, K.B. and Van Dellen, S. 2013. Empirical analysis of the US swap curve. The Empirical Economics Letters. 12 (9), pp. 985-994.

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 Publishing Limited. 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

Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O., Nowman, K.B. and Van Dellen, S. 2013. Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models. Empirical Economics Letters. 12 (8), p. 813.

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

Using firm level leverage as an investment strategy
Muradoglu, Y.G. and Sivaprasad, S. 2012. Using firm level leverage as an investment strategy. Journal of Forecasting. 31 (3), pp. 260-279. https://doi.org/10.1002/for.1221

Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data
Nowman, K.B. and van Dellen, S. 2012. Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data. Tourism Economics. 18 (4), pp. 835-844. https://doi.org/10.5367/te.2012.0144

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