Andros Gregoriou

University of Brighton

Professor

Brighton

Brighton, BN2 4AT

United Kingdom

SCHOLARLY PAPERS

13

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CITATIONS
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3

Scholarly Papers (13)

1.

Calculating and Comparing Security Returns is Harder than you Think: A Comparison between Logarithmic and Simple Returns

Number of pages: 33 Posted: 07 Feb 2010 Last Revised: 25 Feb 2013
Robert Hudson and Andros Gregoriou
Hull University Business School (HUBS) and University of Brighton
Downloads 3,702 (711)
Citation 1

Abstract:

Stocks, Logarithmic Returns, Simple Returns, Risk, Return

2.

Liquidity and Market Efficiency in the World’s Largest Carbon Market

British Accounting Review, Forthcoming
Number of pages: 46 Posted: 31 Jan 2012 Last Revised: 17 Jan 2016
University of Edinburgh, University of Brighton, Smurfit Graduate Business School, University College Dublin and Hull University Business School (HUBS)
Downloads 182 (105,154)

Abstract:

Liquidity, Order flow, Market efficiency, Return predictability, European Climate Exchange, EU Emissions Trading Scheme (EU-ETS), Carbon futures, Climate change

3.

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 (86,128)

Abstract:

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

4.

Stock Price and Volume Effects Associated with Changes in the Composition of the FTSE Bursa Malaysian KLCI

Number of pages: 27 Posted: 11 Feb 2014 Last Revised: 15 Feb 2014
Aston Business School, University of Hull, University of Brighton and Hull University Business School (HUBS)
Downloads 59 (242,655)

Abstract:

Addition, Deletion, Index Revision, Price Effect, Liquidity Effect, Volume Effect

5.

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 (267,154)

Abstract:

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

6.

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 (271,283)
Citation 2

Abstract:

hedge fund; liquidation; size; failure; default

7.

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 (78,588)

Abstract:

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

8.

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

9.

Do Brokers Act in the Best Interests of Their Clients? New Evidence from Electronic Trading Systems

Business Ethics: A European Review, Vol. 25, Issue 2, pp. 187-197, 2016
Number of pages: 11 Posted: 04 Mar 2016
Annilee M. Game and Andros Gregoriou
University of East Anglia (UEA) - Norwich Business School and University of Brighton
Downloads 0 (569,182)
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Abstract:

10.

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

11.

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

12.

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)

Abstract:

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

13.

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)

Abstract:

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