Cherif Guermat

Bristol Business School

Reader

Frenchay Campus

Bristol, BS16 1QY

United Kingdom

SCHOLARLY PAPERS

7

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CITATIONS
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16

Scholarly Papers (7)

1.

Robust Conditional Variance Estimation and Value-at-Risk

Number of pages: 24 Posted: 01 Feb 2001
Richard D. F. Harris and Cherif Guermat
University of Exeter - Business School and Bristol Business School
Downloads 830 (26,054)
Citation 4

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2.

Bias in the Estimation of Non-Linear Transformations of the Conditional Variance of Returns

Number of pages: 11 Posted: 27 Jan 2003
Richard D. F. Harris and Cherif Guermat
University of Exeter - Business School and Bristol Business School
Downloads 173 (161,165)
Citation 1

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Conditional variance, Conditional standard deviation, Non-linear transformation, Small sample bias, EWMA, GARCH, Value at risk

UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing

Number of pages: 47 Posted: 28 Oct 2008 Last Revised: 04 Oct 2009
Alan Gregory, Cherif Guermat and Fawaz Al-Shawawreh
University of Exeter - Xfi Centre, Bristol Business School and affiliation not provided to SSRN
Downloads 146 (186,636)
Citation 5

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UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing

Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 612-647, June/July 2010
Number of pages: 36 Posted: 13 Jul 2010
Alan Gregory, Cherif Guermat and Fawaz Al-Shawawreh
University of Exeter - Xfi Centre, Bristol Business School and affiliation not provided to SSRN
Downloads 2 (619,836)
Citation 5
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4.

Rules Versus Discretion in Committee Decision Making: An Application to the 2001 Rae for UK Economics Departments

Number of pages: 20 Posted: 29 May 2004
Bristol Business School, University of Exeter - Business School and University of Exeter Business School
Downloads 77 (291,376)
Citation 2

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Rules, Discretion, Research Assessment Exercise, Probit

5.

The Conditional Relationship between Beta and Returns: A Reassessment

Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 1213-1239, September/October 2006
Number of pages: 27 Posted: 03 Oct 2006
Mark C. Freeman and Cherif Guermat
University of Bradford - School of Management and Bristol Business School
Downloads 28 (446,499)
Citation 3
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6.

Short-Term Versus Long-Term Impact of Managers: Evidence from the Football Industry

British Journal of Management, Vol. 21, Issue 2, pp. 571-589, June 2010
Number of pages: 19 Posted: 17 May 2010
Mathew Hughes, Paul Hughes, Kamel Mellahi and Cherif Guermat
Durham Business School, Loughborough University, The University of Sheffield and Bristol Business School
Downloads 5 (570,643)
Citation 1
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7.

Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data

Journal of Applied Economics, Vol. 6, No. 2, pp. 255-268, November 2003
Posted: 02 Sep 2004
Cherif Guermat, Kaddour Hadri and Julie M. Whittaker
Bristol Business School, Durham Business School and University of Exeter Business School

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Stochastic frontier production, heteroscedasticity, technical efficiency, panel data