Peter G. Szilagyi

EDHEC Business School

Professor of Finance

58 rue du Port

Lille, 59046

France

Central European University

Associate Professor

Nador utca 9.

Budapest, 1051

Hungary

http://people.ceu.edu/peter_szilagyi

SCHOLARLY PAPERS

32

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15,113

SSRN CITATIONS
Rank 14,426

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Top 14,426

in Total Papers Citations

21

CROSSREF CITATIONS

60

Scholarly Papers (32)

1.

How Relevant is Dividend Policy Under Low Shareholder Protection?

ECGI - Finance Working Paper No. 128, EFA 2008 Athens Meetings Paper, CentER Discussion Paper Series No. 73
Number of pages: 41 Posted: 19 Mar 2008
Peter G. Szilagyi and Luc Renneboog
EDHEC Business School and Tilburg University - Department of Finance
Downloads 2,376 (7,592)
Citation 17

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Dividend policy, corporate governance, anti-shareholder provisions, ownership and control

2.
Downloads 2,337 ( 7,794)
Citation 4

Corporate Restructuring and Bondholder Wealth

TILEC Discussion Paper No. 2006-007, ECGI - Finance Working Paper No. 124/2006
Number of pages: 29 Posted: 02 May 2006
Peter G. Szilagyi and Luc Renneboog
EDHEC Business School and Tilburg University - Department of Finance
Downloads 2,335 (7,667)
Citation 1

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Bondholder wealth, corporate restructuring, mergers and acquisitions, event studies, bond returns

Corporate Restructuring and Bondholder Wealth

European Financial Management, Vol. 14, Issue 4, pp. 792-819, September 2008
Number of pages: 28 Posted: 14 Aug 2008
Luc Renneboog and Peter G. Szilagyi
Tilburg University - Department of Finance and EDHEC Business School
Downloads 2 (824,527)
Citation 1
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Shareholder Activism through Proxy Proposals: The European Perspective

TILEC Discussion Paper No. 2009-019, CentER Discussion Paper Series No. 2009-44, ECGI - Finance Working Paper No. 252/2009
Number of pages: 50 Posted: 03 Jun 2009 Last Revised: 17 Mar 2010
Peter Cziraki, Luc Renneboog and Peter G. Szilagyi
University of Toronto - Department of Economics, Tilburg University - Department of Finance and EDHEC Business School
Downloads 1,743 (12,299)
Citation 6

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Shareholder activism, shareholder proposals, corporate governance, sample selection

Shareholder Activism Through Proxy Proposals: The European Perspective

European Financial Management, Vol. 16, Issue 5, pp. 738-777, November 2010
Number of pages: 40 Posted: 26 Oct 2010
Peter Cziraki, Luc Renneboog and Peter G. Szilagyi
University of Toronto - Department of Economics, Tilburg University - Department of Finance and EDHEC Business School
Downloads 2 (824,527)
Citation 5
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4.

Shareholder Activism Through the Proxy Process

TILEC Discussion Paper No. 2009-031, CentER Discussion Paper Series No. 2009-65, ECGI - Finance Working Paper No. 275/2010
Number of pages: 45 Posted: 25 Aug 2009 Last Revised: 28 Jan 2011
Luc Renneboog and Peter G. Szilagyi
Tilburg University - Department of Finance and EDHEC Business School
Downloads 1,345 (18,698)
Citation 5

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shareholder activism, shareholder proposals, corporate governance, sample selection

5.

Bond Performance in Mergers and Acquisitions: The Impact and Spillover of Governance and Legal Standards

ECGI Finance Working Paper No. 125, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 24 Mar 2008
Peter G. Szilagyi and Luc Renneboog
EDHEC Business School and Tilburg University - Department of Finance
Downloads 1,178 (22,783)
Citation 4

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Mergers and acquisitions, bond performance, creditor rights, legal arbitrage, corporate governance

6.

Disintermediation and Bond Market Development in Japan

Deakin University Working Paper No. 2002-02
Number of pages: 45 Posted: 22 Feb 2002
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 854 (36,049)
Citation 1

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Bond Markets, Financial System Reform, Japan

7.

When Kamay Met Hill: Organization Ethics in Practice

Number of pages: 35 Posted: 08 Sep 2015 Last Revised: 12 Jan 2017
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana - Faculty of Economics and EDHEC Business School
Downloads 716 (45,835)
Citation 2

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Abuse of public office; Australia; Ethical norms and values; Ethical standards and codes; Industry standards; Foreign exchange market; FX Global Code; Insider trading; UN Global Compact

8.

When Do Insiders Trade? Opportunistic versus Strategic Behaviour

Number of pages: 34 Posted: 01 Sep 2015 Last Revised: 08 May 2016
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana - Faculty of Economics and EDHEC Business School
Downloads 545 (65,155)
Citation 1

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foreign exchange markets, insider trading, market surveillance, structural break tests, regulation

9.

Developing Foreign Bond Markets: The Arirang Bond Experience in Korea

IIIS Discussion Paper No. 138
Number of pages: 32 Posted: 12 Aug 2006
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 469 (78,402)

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Arirang bonds, foreign bonds, bond market development

10.

Arbitrage, Covered Interest Parity and Long-Term Dependence between the Us Dollar and the Yen

IIIS Discussion Paper No. 128
Number of pages: 32 Posted: 12 Aug 2006
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 424 (88,390)

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Hurst exponent, Efficient market hypothesis

11.

Financial Market Manipulation, Whistle-Blowing and the Common Good: Evidence from the LIBOR Scandal

Number of pages: 31 Posted: 09 May 2017 Last Revised: 10 May 2018
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana - Faculty of Economics and EDHEC Business School
Downloads 407 (92,634)

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Financial markets, market manipulations, common good, ethical codes’ ethical policy, LIBOR scandal, whistle-blowers

12.

Creditor Rights, Claims Enforcement, and Bond Returns in Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 464/2016
Number of pages: 63 Posted: 21 Mar 2016
Luc Renneboog, Peter G. Szilagyi and Cara Vansteenkiste
Tilburg University - Department of Finance, EDHEC Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 394 (96,099)

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bond returns, mergers and acquisitions, takeovers, creditor rights, claims enforcement, legal origin, shareholder protection

13.

Financial Market Development and the Role of Foreign Bond Issuance: The Case of Australia

Number of pages: 54 Posted: 12 Mar 2009 Last Revised: 15 Jul 2010
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 315 (123,347)
Citation 1

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Bond Markets, Financial Market Development, Foreign Bonds, Kangaroo Bonds, Australia

14.

International Perspectives on Foreign Bond Markets

Number of pages: 36 Posted: 26 Aug 2009
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 281 (139,114)
Citation 2

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Markets, Financial Market Development, Foreign Bonds

15.

Asia-Pacific Perspectives on the Financial Crisis 2007-2010

Number of pages: 35 Posted: 24 Aug 2009 Last Revised: 15 Jul 2010
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 204 (190,024)
Citation 2

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financial crisis, Asia-Pacific region, economic policy, international banking and bond markets

16.

The Internationalisation of the RMB: New Starts, Jumps and Tipping Points

SWIFT Institute Working Paper No. 2012-001
Number of pages: 33 Posted: 13 Sep 2013
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 203 (190,929)
Citation 2

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Currency Internationalisation; Financial Market Development; Renminbi; SWIFT

17.

Time-Varying Energy and Stock Market Integration in Asia

Number of pages: 47 Posted: 02 May 2017 Last Revised: 24 Dec 2020
RMIT University, Passau University, EDHEC Business School and Passau University
Downloads 202 (191,816)

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Coal; Commodities; Energy Risk; Financial Market Integration; Gas, International Asset Pricing; Market Risk; Oil; Regime Switching Model

18.

Is Covered Interest Parity Arbitrage Extinct? Evidence from the Spot USD/Yen

Number of pages: 29 Posted: 15 Mar 2006 Last Revised: 03 Feb 2010
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 159 (236,246)
Citation 1

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Hurst exponent, efficient market hypothesis, covered interest parity, arbitrage

19.

The Recent Internationalisation of Japanese Banks

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of pages: 35 Posted: 15 Jul 2010
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 158 (237,518)

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Bank Financing, Financial Market Development, International Banking, Japan

20.

Stock Market Spread Trading: Argentina and Brazil Stock Indices

Number of pages: 23 Posted: 16 Oct 2012
Jonathan A. Batten, Peter G. Szilagyi and Michael C. S. Wong
RMIT University, EDHEC Business School and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 150 (247,946)

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stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility

21.

Should Investors Buy Commodities?

Number of pages: 33 Posted: 27 Feb 2015
Jonathan A. Batten, Peter G. Szilagyi and Niklas Wagner
RMIT University, EDHEC Business School and Passau University
Downloads 148 (250,616)

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Commodities, Financial Market Integration, International Asset Pricing, Systematic Risk, Market Risk

22.

Can Investors Hedge Energy Risk? Evidence from Asia

Number of pages: 41 Posted: 03 May 2017
RMIT University, Passau University, EDHEC Business School and Passau University
Downloads 141 (260,434)
Citation 1

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Coal, Commodities, Financial Market Integration, Gas International Asset Pricing, Oil, Systematic Risk, Market Risk

23.

Bank Internationalisation During the Global Financial Crisis: An Asia Pacific Perspective

Number of pages: 31 Posted: 06 Sep 2011
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School
Downloads 123 (289,059)

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Asia-Pacific region, bank financing, financial market development, Global Financial Crisis, international banking

24.

Time Varying Asian Stock Market Integration

Number of pages: 31 Posted: 21 Sep 2013
Jonathan A. Batten, Peter Morgan and Peter G. Szilagyi
RMIT University, ADBI and EDHEC Business School
Downloads 98 (337,916)

Abstract:

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Asia-Pacific, Financial Market Integration, International Asset Pricing, Systematic Risk, Market Risk

25.

Addressing COP21 Using a Stock and Oil Market Integration Index

Number of pages: 32 Posted: 31 Oct 2017 Last Revised: 09 Feb 2018
RMIT University, Passau University, EDHEC Business School and Passau University
Downloads 71 (409,603)

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Commodities, COP21, Financial Market Integration, International Asset Pricing, Market Risk, WTI Oil, Risk of Climate Change, Systematic Risk

26.

Creditor Rights, Claims Enforcement, and Bond Performance in Merger and Aqcuisitions

CentER Discussion paper Series No. 2017-012
Number of pages: 45 Posted: 14 Mar 2017
Luc Renneboog, Peter G. Szilagyi and Cara Vansteenkiste
Tilburg University - Department of Finance, EDHEC Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 53 (472,999)
Citation 1

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Bondholder Value, Cross-Border Mergers and Acquisitions (M&As), Creditor Rights, Legal Enforcement, Event Study, Eurobonds

27.

The Dynamics of Arbitrage: Evidence from the Forward Markets

Number of pages: 39 Posted: 18 Mar 2012
RMIT University, The Chinese University of Hong Kong (CUHK) - Department of Finance, The Hong Kong Polytechnic University and EDHEC Business School
Downloads 15 (685,981)

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arbitrage, covered interest parity, international financial markets, forward market, lead-lag relationship, threshold autoregression (TAR), non-linearity test

28.

The Role of Foreign Bond Issuance: The Case of Australia

Australian Economic Review, Vol. 44, No. 1, pp. 36-50, 2011
Number of pages: 15 Posted: 02 Mar 2011
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 2 (789,543)
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29.

Hedging Stocks with Oil

Energy Economics, Vol. 93, 104422, 2021
Posted: 09 Mar 2021
RMIT University, Passau University, EDHEC Business School and Passau University

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Beta-hedge, Brent oil, Commodities, Economic policy uncertainty (EPU), Hedge ratio, International asset pricing, Market risk, Systemic risk, WTI oil, VIX

30.

Domestic Bond Market Development: The Arirang Bond Experience in Korea

The World Bank Research Observer, Vol. 22, No. 2, pp. 165-195, 2007
Posted: 16 Jun 2008
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School

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F34, G18

31.

Why Japan Needs to Develop its Corporate Bond Market

Posted: 08 Mar 2004
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and EDHEC Business School

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Bond Markets, Financial System Reform, Japan

32.

Disintermediation and the Development of Bond Markets in Emerging Europe

Posted: 17 Nov 2003
Jonathan A. Batten, Thomas Fetherston and Peter G. Szilagyi
RMIT University, University of Alabama at Birmingham and EDHEC Business School

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Disintermediation, Bond Markets, Emerging Markets