Jairaj Gupta

University of Birmingham

Lecturer in Finance

Edgbaston, Birmingham B15 2TT

United Kingdom

  • University of Birmingham

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    • Tel: 00-44-7795904913
SCHOLARLY PAPERS

18

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  • University of Birmingham

    • Email
    • Tel: 00-44-7795904913

Scholarly Papers (18)

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1.

Mind the Tail, or Risk to Fail

Journal of Business Research, Forthcoming
Number of pages: 52 Posted: 04 Oct 2016 Last Revised: 19 Feb 2019
Jairaj Gupta and Sajid M. Chaudhry
University of Birmingham and Aston University - Aston Business School
Downloads 558 (52,809)
Citation 1

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

2.

Empirical Comparison of Hazard Models in Predicting SMEs Failure

Quantitative Finance (Volume 18, 2018 - Issue 3)
Number of pages: 55 Posted: 25 Jun 2014 Last Revised: 26 Feb 2018
Jairaj Gupta, Andros Gregoriou and Tahera Ebrahimi
University of Birmingham, University of Brighton and Birmingham City University
Downloads 394 (80,896)
Citation 1

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

3.

Does Size Matter in Predicting SMEs Failure?

International Journal of Finance and Economics (Forthcoming)
Number of pages: 52 Posted: 02 Aug 2015 Last Revised: 26 Jun 2018
Jairaj Gupta, Mariachiara Barzotto and Amir Khorasgani
University of Birmingham, University of Bath School of Management and Coventry University
Downloads 330 (99,072)
Citation 1

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

4.

Impact of Market-Based Finance on SMEs Failure

Economic Modelling (Volume 69, January 2018, Pages 13-25)
Number of pages: 28 Posted: 17 Apr 2015 Last Revised: 26 Feb 2018
Jairaj Gupta and Andros Gregoriou
University of Birmingham and University of Brighton
Downloads 142 (221,652)

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

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, Banque de France and University of Brighton
Downloads 128 (240,539)

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hedge fund; liquidation; size; failure; default

6.

Why Are Successive Cohorts of Banks Persistently Riskier?

Number of pages: 64 Posted: 06 Feb 2019 Last Revised: 01 Jun 2020
Jairaj Gupta and Basim Alzugaiby
University of Birmingham and University of Birmingham
Downloads 82 (325,142)

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liquidity risk; credit risk; successive cohorts; bank-specific characteristics

7.

Bankruptcy Resolution: Misery or Strategy

Number of pages: 47 Posted: 08 Aug 2018 Last Revised: 16 Aug 2019
Jairaj Gupta and Mariachiara Barzotto
University of Birmingham and University of Bath School of Management
Downloads 78 (334,862)

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Bankruptcy Resolution, Strategic Behaviour, Chapter 11 Bankruptcy, Financial Distress, Financial Benefit

8.

Relevance of Size in Predicting Bank Failures

International Journal of Finance and Economics (Forthcoming)
Number of pages: 60 Posted: 31 Jul 2018 Last Revised: 22 Jun 2020
Basim Alzugaiby, Jairaj Gupta, Andy W. Mullineux and Rizwan Ahmed
University of Birmingham, University of Birmingham, University of Birmingham and University of Birmingham
Downloads 68 (361,481)

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bank size, bank failure, default risk, survival analysis, banking

9.

Bank Distress and Tail Risk

Number of pages: 51 Posted: 02 May 2019 Last Revised: 10 Jun 2019
Basim Alzugaiby, Jairaj Gupta and Andy W. Mullineux
University of Birmingham, University of Birmingham and University of Birmingham
Downloads 42 (449,938)

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bank, tail risk, bank distress, value-at-risk, expected shortfall

10.

Mandatory Adoption of IFRS in Latin America: A Boon or a Bias

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 59 Posted: 19 Jan 2019 Last Revised: 20 Jan 2019
André Aroldo Freitas de Moura and Jairaj Gupta
FUCAPE Business School and University of Birmingham
Downloads 32 (494,527)
Citation 1

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IFRS, Analysts’ Information Environment, Forecast Accuracy, Target Price Forecast Dispersion, Investor Protection Mechanisms

11.

Supply-Side Factors, CEO Overconfidence and Zero-Leverage Policy

International Journal of Finance and Economics, Forthcoming
Number of pages: 35 Posted: 23 Sep 2019
Tahera Ebrahimi, Jairaj Gupta and Aydin Ozkan
Birmingham City University, University of Birmingham and University of Bradford - School of Management
Downloads 28 (515,255)

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zero-leverage; credit rating; equity mispricing; CEO overconfidence

12.

Did Mandatory IFRS Adoption Affect the Cost of Capital in Latin American Countries?

Journal of International Accounting, Auditing and Taxation, 2020
Number of pages: 38 Posted: 06 Mar 2020
André Aroldo Freitas de Moura, Aljaohra Altuwaijri and Jairaj Gupta
FUCAPE Business School, Al-Imam Muhammad Ibn Saud Islamic University - College of Economics and Administrative Sciences and University of Birmingham
Downloads 16 (588,765)

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IFRS, cost of equity, cost of debt, investors, debt holders, Latin America

13.

Does Size Matter in Predicting Hedge Funds' Liquidation?

European Financial Management, Vol. 25, Issue 2, pp. 271-309, 2019
Number of pages: 39 Posted: 06 Mar 2019
Adrien Becam, Andros Gregoriou and Jairaj Gupta
Banque de France, University of Brighton and University of Birmingham
Downloads 0 (720,935)
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default, failure, fund size, hedge fund, liquidation

14.

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)

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Islamic banking; Liquidity; Financial Crises; Mergers and Acquisitions

15.

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

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telecommunications, stock prices, mobile internet, telecom, determinants

16.

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)

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

17.

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
Jairaj Gupta, Nick Wilson, Andros Gregoriou and Jerome Healy
University of Birmingham, University of Leeds - Credit Management Research Centre, University of Brighton and Hull University Business School (HUBS)

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

18.

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
Jairaj Gupta, Nick Wilson, Andros Gregoriou and Jerome Healy
University of Birmingham, University of Leeds - Credit Management Research Centre, University of Brighton and Hull University Business School (HUBS)

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