Peter G. Szilagyi

Central European University

Associate Professor, Head of MSc in Finance

Nador utca 9.

Budapest, 1051

Hungary

http://people.ceu.edu/peter_szilagyi

  • Central European University

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    • Tel: +36-1-887-5092
    • Fax: +36-1-887-5005
SCHOLARLY PAPERS

32

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13

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57

Scholarly Papers (32)

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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
Central European University and Tilburg University - Department of Finance
Downloads 2,356 (6,635)
Citation 14

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

2.

Corporate Restructuring and Bondholder Wealth

Downloads 2,326 ( 6,785)
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
Central European University and Tilburg University - Department of Finance
Downloads 2,324 (6,664)
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 Central European University
Downloads 2 (758,679)
Citation 1
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3.

Shareholder Activism through Proxy Proposals: The European Perspective

Downloads 1,692 ( 11,458)
Citation 20

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 Central European University
Downloads 1,690 (11,271)
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 Central European University
Downloads 2 (758,679)
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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 Central European University
Downloads 1,323 (16,833)
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
Central European University and Tilburg University - Department of Finance
Downloads 1,132 (21,265)
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 Central European University
Downloads 852 (32,115)
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 Central European University
Downloads 698 (42,086)
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 Central European University
Downloads 535 (59,438)
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 Central European University
Downloads 461 (71,574)

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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 Central European University
Downloads 399 (84,888)

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Hurst exponent, Efficient market hypothesis

11.

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, Central European University and UNSW Australia Business School, School of Banking and Finance
Downloads 360 (95,587)

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

12.

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 Central European University
Downloads 349 (99,072)

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

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 Central European University
Downloads 314 (111,363)
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 Central European University
Downloads 279 (126,249)
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 Central European University
Downloads 202 (173,365)
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 Central European University
Downloads 199 (175,785)
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
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner
RMIT University, Passau University, Central European University and Passau University
Downloads 190 (183,271)

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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 Central European University
Downloads 157 (216,068)
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 Central European University
Downloads 153 (220,738)

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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, Central European University and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 146 (229,390)

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

21.

Can Investors Hedge Energy Risk? Evidence from Asia

Number of pages: 41 Posted: 03 May 2017
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner
RMIT University, Passau University, Central European University and Passau University
Downloads 132 (248,676)
Citation 1

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

22.

Should Investors Buy Commodities?

Number of pages: 33 Posted: 27 Feb 2015
Jonathan A. Batten, Peter G. Szilagyi and Niklas Wagner
RMIT University, Central European University and Passau University
Downloads 132 (248,676)

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Commodities, Financial Market Integration, International Asset Pricing, 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 Central European University
Downloads 119 (268,832)

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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 Central European University
Downloads 94 (315,587)

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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
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner
RMIT University, Passau University, Central European University and Passau University
Downloads 62 (400,442)

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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, Central European University and UNSW Australia Business School, School of Banking and Finance
Downloads 48 (450,122)

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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
Jonathan A. Batten, Wai Sum Chan, Hon Lun Chung and Peter G. Szilagyi
RMIT University, The Chinese University of Hong Kong (CUHK) - Department of Finance, The Hong Kong Polytechnic University and Central European University
Downloads 14 (634,857)

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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 Central European University
Downloads 2 (725,334)
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29.

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 Central European University

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F34, G18

30.

Why Japan Needs to Develop its Corporate Bond Market

Posted: 08 Mar 2004
Jonathan A. Batten and Peter G. Szilagyi
RMIT University and Central European University

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Bond Markets, Financial System Reform, Japan

31.

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 Central European University

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Disintermediation, Bond Markets, Emerging Markets

32.

Hedging Stocks with Oil

Energy Economics, Vol. 93, 104422, 2021
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner
RMIT University, Passau University, Central European University 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