Ranko Jelic

University of Sussex Business School

Professor of Finance

Falmer, Brighton BN1 9SL

United Kingdom

SCHOLARLY PAPERS

22

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4,111

SSRN CITATIONS
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SSRN RANKINGS

Top 9,242

in Total Papers Citations

2

CROSSREF CITATIONS

100

Scholarly Papers (22)

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 Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 1,171 (17,102)
Citation 3

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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 Business School
Downloads 692 (36,276)
Citation 2

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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 Business School, Nottingham University Business School and Alliance Manchester Business School, The University of Manchester
Downloads 507 (54,411)
Citation 2

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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 Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 486 (57,447)

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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 Business School
Downloads 406 (71,542)

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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 Business School
Downloads 236 (129,530)

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

7.

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 Business School and Vienna University of Technology
Downloads 127 (223,307)

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

8.

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 Business School
Downloads 111 (246,564)
Citation 1

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

9.

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 Business School
Downloads 95 (274,155)

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

10.

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 Business School
Downloads 74 (319,334)

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

Sustaining the Buyout Governance Model: Inside Secondary Management Buyout Boards

Number of pages: 47 Posted: 25 Feb 2018
Ranko Jelic, Dan Zhou and Mike Wright
University of Sussex Business School, University of Reading - Henley Business School and Imperial College London
Downloads 49 (398,528)

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Buyouts, Boards, Private Equity, Human Capital

Sustaining the Buyout Governance Model: Inside Secondary Management Buyout Boards

British Journal of Management, Vol. 30, Issue 1, pp. 30-52, 2019
Number of pages: 23 Posted: 30 Jan 2019
Ranko Jelic, Dan Zhou and Mike Wright
University of Sussex Business School, University of Reading - Henley Business School and Imperial College London
Downloads 1 (684,722)
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12.

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 Business School and Alliance Manchester Business School, The University of Manchester
Downloads 39 (428,533)
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13.

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 Business School and University of Kragujevac
Downloads 38 (432,680)

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

14.

Bond Portfolio Management Under Solvency II Regulation

Number of pages: 47 Posted: 01 Feb 2019
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 30 (467,535)

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Corporate Bonds, Regulation, Insurance, Market Risk, Evolutionary Algorithm

15.

Time Varying Factors in the Performance of Corporate Bond Indices

Number of pages: 62 Posted: 03 Jan 2019
Vienna University of Technology, University of Sussex, University of Sussex Business School and University of Basel
Downloads 27 (482,659)

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Corporate Bond Index, Regime Switching Threshold Model, Model Selection

16.

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 Business School
Downloads 17 (539,783)
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17.

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 Business School and Nottingham University Business School
Downloads 3 (630,133)
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MBO, operating performance, private equity, IPO, SMBOs, G24, G32, G34

18.

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 Business School
Downloads 2 (639,931)
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buy‐outs, private equity firms, IPO, acquisitions, SMBO, survival analysis

19.

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

20.

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
Mikica Drenovak, Branko Urosevic and Ranko Jelic
University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
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exchange‐traded funds, tracking errors, fixed‐income, sovereign debt crisis

21.

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 Business School
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IPOs, lockups, survival, going private, private equity

22.

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 Business School

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