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Geoffrey Ngene

Mercer University - Eugene W. Stetson School of Business and Economics

1400 Coleman Av

Macon, GA 31207

United States

  • Mercer University - Eugene W. Stetson School of Business and Economics

SCHOLARLY PAPERS

10

DOWNLOADS

616

TOTAL CITATIONS

1

Scholarly Papers (10)

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1.

The Effect of Financial Risks on Foreign Debt Capital Flow to Economic Infrastructure Projects in Kenya: An Anchoring and Adjustment Lens of Carbon Risk Premia Additivity

Number of pages: 40 Posted: 14 Jul 2021
Salome Oyuga, Edward G. Ochieng and Geoffrey Ngene
Strathmore Business School, The British University in Dubai and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 147 (502,974)
Citation 1

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Financial risk, Capital flows; Infrastructure project finance, Financial risk management, Capital effectiveness.

2.

Fundamentals Versus Speculation: What Really Drives Spillovers and Informed Trading in Futures and Spot Markets of Refined Petroleum Products?

Number of pages: 37 Posted: 10 Jun 2013
Geoffrey Ngene and Peter Tauchner
Mercer University - Eugene W. Stetson School of Business and Economics and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 146 (505,974)

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Fundamentals, informed trading, information flow, asymmetric, nonlinear

3.

Arbitrage Opportunities and Feedback Trading in Regulated Bitcoin Futures Market: An Intraday Analysis

Number of pages: 38 Posted: 01 Dec 2022
Geoffrey Ngene and Jinghua Wang
Mercer University - Eugene W. Stetson School of Business and Economics and New Jersey Institute of Technology
Downloads 145 (508,926)

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G11(Investment Decisions), G40(General Behavior Finance)

4.

Sizes, Styles, and the Tale of Two Sentiments: Asymmetric Nonlinear Analysis

Number of pages: 36 Posted: 07 Jul 2023
Geoffrey Ngene and Jinghua Wang
Mercer University - Eugene W. Stetson School of Business and Economics and New Jersey Institute of Technology
Downloads 49 (1,074,648)

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Sentiments, Asymmetry, NARDL model

5.

Momentum and Nonlinear Price Discovery in Sovereign Credit Risk and Equity Markets of the Organization of Islamic Cooperation (OIC) Countries

Jurnal Ekonomi Malaysia 46(2), 2012
Number of pages: 14 Posted: 31 Oct 2018
M. Kabir Hassan and Geoffrey Ngene
University of New Orleans - College of Business Administration - Department of Economics and Finance and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 46 (1,109,210)

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price discovery, financial integration CDS, sovereign bonds, equity index, credit risk

6.

Oil Shocks and Volatility of African Stock Markets

Number of pages: 32 Posted: 14 Sep 2024
Geoffrey Ngene and Shannon Daugherty
Mercer University - Eugene W. Stetson School of Business and Economics and Mercer University
Downloads 40 (1,183,237)

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African Stock Markets, SVAR, Volatility, Oil Shocks.

7.

Effect of Sovereign Risk and Debt-Side Governance on Cross-Border Infrastructure Risk Premium in a Developing Nation: The Case of Kenya

Number of pages: 24 Posted: 17 Sep 2025
Salome Oyuga, Edward G. Ochieng and Geoffrey Ngene
Strathmore Business School, The British University in Dubai and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 26 (1,372,601)

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Debt-Side Governance, External Sovereign Risk, Infrastructure Default Risk Premiums, Project-Level Governance, Sovereign Bond Spreads

8.

Moderating Influence of Cultural Values on the Relationship between Governance and Risk Perception in Large-Scale Infrastructure Development Projects

Number of pages: 26 Posted: 17 Sep 2025
Salome Oyuga, Edward G. Ochieng and Geoffrey Ngene
Strathmore Business School, The British University in Dubai and Mercer University - Eugene W. Stetson School of Business and Economics
Downloads 17 (1,481,165)

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Culture, Governance, Risk Management, Managerial Productivity, Reputational Performance Incentives, Large-Scale Infrastructure Development Projects

9.

Time-Varying and Spatial Herding Behavior in the U.S. Housing Market: Evidence from Direct Housing Prices

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 31 Mar 2017
Geoffrey Ngene, Daniel Sohn and M. Kabir Hassan
Mercer University - Eugene W. Stetson School of Business and Economics, Independent and University of New Orleans - College of Business Administration - Department of Economics and Finance

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Herding; CSAD; Housing market; Regimes; Switching regression

10.

Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets

Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Posted: 09 Apr 2015
Geoffrey Ngene, Charles Lambert and Ali F. Darrat
Mercer University - Eugene W. Stetson School of Business and Economics, Independent and Louisiana Tech University - College of Business

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Long memory; Structural breaks; Regional housing prices; Regimes