Ranko Jelic

University of Sussex - School of Business Management and Economics

Professor of Finance

Falmer, Brighton BN1 9SL

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
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in Total Papers Downloads

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CITATIONS
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SSRN RANKINGS

Top 6,771

in Total Papers Citations

72

Scholarly Papers (19)

1.

The Choice of Privatization Method and the Financial Performance of Newly Privatized Firms in Transition Economies

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 44 Posted: 13 Jan 2003
University of Sussex - School of Business Management and Economics, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 1,144 (13,514)
Citation 9

Abstract:

Privatization methods, Long-run performance, Central and Eastern European transition economies

2.

Operating Performance of Privatized Companies in Transition Economies - The Case of Poland, Hungary and the Czech Republic

EFMA 2003 Helsinki Meetings
Number of pages: 35 Posted: 18 Apr 2003
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex - School of Business Management and Economics
Downloads 648 (30,145)
Citation 3

Abstract:

Privatization, Operating Performance, Transition Economies

3.

Private to Public MBOs - The Role of Venture Capitalist

EFMA 2002 London Meetings
Number of pages: 41 Posted: 18 Jun 2002
Ranko Jelic, Mike Wright and Brahim Saadouni
University of Sussex - School of Business Management and Economics, Nottingham University Business School and University of Manchester - Manchester Business School
Downloads 485 (45,342)
Citation 26

Abstract:

4.

The Financial Performance Of Privatised Firms: Evidence From Three Transition Economies

EFMA 2001 Lugano Meetings
Number of pages: 36 Posted: 17 Jun 2001
University of Sussex - School of Business Management and Economics, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 465 (47,518)

Abstract:

5.

Operating Performance of Newly Privatized Firms in Central European Transition Economies

Number of pages: 45 Posted: 29 Sep 2006
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex - School of Business Management and Economics
Downloads 371 (59,394)
Citation 1

Abstract:

Privatization, Operating Performance, Transition Economies, Self-selection

6.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis

Number of pages: 42 Posted: 01 Mar 2012
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex - School of Business Management and Economics
Downloads 205 (110,688)

Abstract:

Asset Pricing, Euro Corporate Bonds, Factor Models, Financial Crisis, Anomalies

7.

European Asset Swap Spreads and the Credit Crisis

Number of pages: 42 Posted: 08 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex - School of Business Management and Economics
Downloads 81 (218,525)

Abstract:

European Bonds, Asset Swaps, Credit Risk, Financial Crisis, Markov Switching

8.

European ‘Fear’ Indices – Evidence Before and During the Financial Crisis

Number of pages: 46 Posted: 23 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex - School of Business Management and Economics
Downloads 60 (246,402)

Abstract:

European volatility indices, Return-volatility relation, Markov switching, Quantile regression, Impulse response function

9.

Performance of Private to Public MBOs: The Role of Venture Capital

Journal of Business Finance & Accounting, Vol. 32, No. 3-4, pp. 643-682, April 2005
Number of pages: 24 Posted: 28 Apr 2005
Mike Wright, Ranko Jelic and Brahim Saadouni
Nottingham University Business School, University of Sussex - School of Business Management and Economics and University of Manchester - Manchester Business School
Downloads 39 (358,891)
Citation 26

Abstract:

10.

The Operating Performance of Newly Privatised Firms in Central European Transition Economies

European Financial Management, Vol. 13, No. 5, pp. 853-879, November 2007
Number of pages: 27 Posted: 26 Oct 2007
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex - School of Business Management and Economics
Downloads 17 (456,519)
Citation 1

Abstract:

11.

Exits, Performance, and Late Stage Private Equity: The Case of UK Management Buy‐Outs

European Financial Management, Vol. 17, Issue 3, pp. 560-593, 2011
Number of pages: 34 Posted: 31 May 2011
Ranko Jelic and Mike Wright
University of Sussex - School of Business Management and Economics and Nottingham University Business School
Downloads 3 (524,404)
Citation 4

Abstract:

MBO, operating performance, private equity, IPO, SMBOs, G24, G32, G34

12.

Staying Power of UK Buy‐Outs

Journal of Business Finance & Accounting, Vol. 38, Issue 7‐8, pp. 945-986, 2011,
Number of pages: 42 Posted: 13 Oct 2011
Ranko Jelic
University of Sussex - School of Business Management and Economics
Downloads 2 (530,777)
Citation 2

Abstract:

buy‐outs, private equity firms, IPO, acquisitions, SMBO, survival analysis

13.

Corporate Insider Trading in Europe

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 45 Posted: 19 Jun 2017
Wolfgang Aussenegg, Ranko Jelic and Robert Ranzi
Vienna University of Technology, University of Sussex - School of Business Management and Economics and Vienna University of Technology
Downloads 0 (497,246)

Abstract:

insider trading, disclosure, public enforcement, crisis, contrarian investors

14.

Market Risk Management in a Post-Basel II Regulatory Environment

CESifo Working Paper Series No. 6293
Number of pages: 32 Posted: 09 Feb 2017
University of Belgrade - Faculty of Economics, University of Kragujevac, University of Kragujevac, University of Sussex - School of Business Management and Economics and University of Kragujevac
Downloads 0 (410,709)

Abstract:

finance, market risk, Basel 2.5, GARCH, NSGA-II

15.

Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach

CESifo Working Paper Series No. 5731
Number of pages: 31 Posted: 07 Mar 2016
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex - School of Business Management and Economics
Downloads 0 (315,864)

Abstract:

portfolio optimization, actual portfolios, value at risk, GARCH, NSGA-II

16.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and After the Financial Crisis

European Financial Management, Vol. 21, Issue 2, pp. 265-308, 2015
Number of pages: 44 Posted: 13 Mar 2015
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex - School of Business Management and Economics
Downloads 0 (552,972)

Abstract:

asset pricing, Euro corporate bonds, factor models, financial crisis, anomalies

17.

European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis

European Financial Management, Vol. 20, Issue 5, pp. 958-994, 2014
Number of pages: 37 Posted: 31 Oct 2014
University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex - School of Business Management and Economics
Downloads 0 (552,972)

Abstract:

exchange‐traded funds, tracking errors, fixed‐income, sovereign debt crisis

18.

Lockup Agreements and Survival of UK IPOs

Journal of Business Finance & Accounting, Vol. 41, Issue 5-6, pp. 717-742, 2014
Number of pages: 26 Posted: 26 Jul 2014
Wasim Ahmad and Ranko Jelic
Birmingham City University and University of Sussex - School of Business Management and Economics
Downloads 0 (552,972)

Abstract:

IPOs, lockups, survival, going private, private equity

19.

Developments in Corporate Governance in Central and Eastern Europe

Corporate Governance: An International Review, Vol. 8, Issue 1, January 2000
Posted: 18 Oct 2000
Chris Mallin and Ranko Jelic
Norwich Business School, University of East Anglia and University of Sussex - School of Business Management and Economics

Abstract: