Jairaj Gupta

University of Birmingham

Lecturer in Finance

Edgbaston, Birmingham B15 2TT

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 36,122

SSRN RANKINGS

Top 36,122

in Total Papers Downloads

984

CITATIONS

2

Scholarly Papers (11)

1.

Empirical Comparison of Hazard Models in Predicting SMEs Failure

Quantitative Finance (Forthcoming)
Number of pages: 55 Posted: 25 Jun 2014 Last Revised: 21 Feb 2017
Jairaj Gupta, Andros Gregoriou and Tahera Ebrahimi
University of Birmingham, University of Brighton and Birmingham City University
Downloads 111 (86,085)

Abstract:

Discrete Hazard Models, Cox Proportional Hazard, Financial Distress, Bankruptcy, SMEs

2.

Bankruptcy and Financial Distress in US Small and Medium Sized Enterprises

Number of pages: 46 Posted: 02 Aug 2015 Last Revised: 10 Aug 2017
Jairaj Gupta
University of Birmingham
Downloads 44 (129,575)

Abstract:

bankruptcy, small and medium-sized enterprises, survival analysis, financial distress, operating cash flow

3.

Impact of Market-Based Finance on SMEs Failure

Economic Modelling, Forthcoming
Number of pages: 28 Posted: 17 Apr 2015 Last Revised: 03 Sep 2017
Jairaj Gupta and Andros Gregoriou
University of Birmingham and University of Brighton
Downloads 15 (267,025)

Abstract:

Financial distress; Small and medium-sized enterprises; SMEs; Bankruptcy; Credit Risk

4.

Estimating Reserve Requirement for Credit Portfolio of UK SMEs

Number of pages: 39 Posted: 02 May 2017
Amir Khorasgani and Jairaj Gupta
Coventry University and University of Birmingham
Downloads 0 (457,289)

Abstract:

SMEs Finance, Basel III, Credit Risk, Capital Requirements, Bank

5.

Does Size Matter in Predicting Hedge Funds’ Liquidation?

European Financial Management (Forthcoming)
Number of pages: 50 Posted: 04 Nov 2016 Last Revised: 16 Oct 2017
Jairaj Gupta, Adrien Becam and Andros Gregoriou
University of Birmingham, Université Paris Dauphine - Department of Finance and University of Brighton
Downloads 0 (271,149)
Citation 2

Abstract:

hedge fund; liquidation; size; failure; default

6.

Financial Distress and Downside Risk

Number of pages: 37 Posted: 04 Oct 2016 Last Revised: 26 Mar 2017
University of Birmingham, Birmingham Business School, University of Birmingham, Faculté Jean-Monnet and University of Brighton
Downloads 0 (78,541)

Abstract:

downside risk, value at risk, tail risk, bankruptcy, financial distress

7.

Does Islamic Banking Increase the Liquidity of Stocks? An Application to the Kingdom of Bahrain

Journal of International Financial Markets, Institutions and Money, 2016
Posted: 14 Mar 2016
Andros Gregoriou, Jairaj Gupta and Jerome Healy
University of Brighton, University of Birmingham and Hull University Business School (HUBS)

Abstract:

Islamic banking; Liquidity; Financial Crises; Mergers and Acquisitions

8.

Determinants of Telecommunication Stock Prices

Journal of Economic Studies. Vol 42, Issue 4, 2015
Posted: 10 Nov 2013 Last Revised: 27 Aug 2015
Andros Gregoriou, Jerome Healy and Jairaj Gupta
University of Brighton, Hull University Business School (HUBS) and University of Birmingham

Abstract:

telecommunications, stock prices, mobile internet, telecom, determinants

9.

Forecasting Bankruptcy for SMEs Using Hazard Function: To What Extent Does Size Matter?

Review of Quantitative Finance and Accounting, Vol. 45, No. 4, 2015
Posted: 23 Feb 2013 Last Revised: 28 Oct 2015
Jairaj Gupta, Andros Gregoriou and Jerome Healy
University of Birmingham, University of Brighton and Hull University Business School (HUBS)

Abstract:

bankruptcy prediction, discrete-time hazard model, time-varying covariate, duration-dependent hazard rate, SME, Small and Medium Enterprises

10.

The Effect of Internationalization on Modeling Credit Risk for SMEs: Evidence from UK Market

Journal of International Financial Markets, Institutions and Money, Vol. 31, 2014
Posted: 14 Dec 2012 Last Revised: 24 Jun 2014
University of Birmingham, University of Leeds - Credit Management Research Centre, University of Brighton and Hull University Business School (HUBS)

Abstract:

Credit Risk Modeling, Bankruptcy, Corporate Failure, SME, Small and Medium Enterprises, Internationalization

11.

The Value of Operating Cash Flow in Modeling Credit Risk for SMEs

Applied Financial Economics, Vol. 24, No. 9, 2014
Posted: 25 Nov 2012 Last Revised: 28 Apr 2014
University of Birmingham, University of Leeds - Credit Management Research Centre, University of Brighton and Hull University Business School (HUBS)

Abstract:

Credit Risk Modeling, Bankruptcy, Corporate Failure, SME, Small and Medium Enterprises