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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

Judge Business School - University of Cambridge

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

http://www.jbs.cam.ac.uk/faculty-research/fellows-associates-a-z/peter-g-szilagyi/

  • Central European University

    • Email
    • Tel: +36-1-887-5092
    • Fax: +36-1-887-5005

  • Judge Business School - University of Cambridge

    • Email
    • Tel: +44-1223-764-026
    • Fax: +44-1223-339-701
SCHOLARLY PAPERS

31

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13,715

CITATIONS
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Top 11,280

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36

Scholarly Papers (31)

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1.

Corporate Restructuring and Bondholder Wealth

Downloads 2,264 ( 5,125)
Citation 3

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 2,262 (5,023)
Citation 3

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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 (603,979)
Citation 3
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2.

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 2,181 (4,943)
Citation 13

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

3.

Shareholder Activism through Proxy Proposals: The European Perspective

Downloads 1,560 ( 9,571)
Citation 8

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 1,558 (9,403)
Citation 8

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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 (603,979)
Citation 8
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4.

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 1,072 (16,596)
Citation 3

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

5.

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 1,022 (15,277)
Citation 3

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shareholder activism, shareholder proposals, corporate governance, sample selection

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
Universiti Utara Malaysia and Central European University
Downloads 758 (25,242)
Citation 1

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Bond Markets, Financial System Reform, Japan

7.

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
Universiti Utara Malaysia and Central European University
Downloads 350 (57,563)

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Arirang bonds, foreign bonds, bond market development

8.

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
Universiti Utara Malaysia and Central European University
Downloads 349 (72,100)
Citation 1

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Hurst exponent, Efficient market hypothesis

9.

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
Universiti Utara Malaysia, University of Technology, Sydney - School of Finance and Economics and Central European University
Downloads 266 (88,607)

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

10.

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
Universiti Utara Malaysia, University of Technology, Sydney - School of Finance and Economics and Central European University
Downloads 194 (140,775)
Citation 1

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

11.

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
Universiti Utara Malaysia and Central European University
Downloads 140 (180,469)
Citation 1

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Bank Financing, Financial Market Development, International Banking, Japan

12.

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
Universiti Utara Malaysia and Central European University
Downloads 140 (176,493)
Citation 1

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

13.

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
Universiti Utara Malaysia and Central European University
Downloads 131 (148,538)

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Currency Internationalisation; Financial Market Development; Renminbi; SWIFT

14.

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
Universiti Utara Malaysia, Central European University and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 118 (187,847)

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

15.

International Perspectives on Foreign Bond Markets

Number of pages: 36 Posted: 26 Aug 2009
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
Universiti Utara Malaysia, University of Technology, Sydney - School of Finance and Economics and Central European University
Downloads 105 (103,538)

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Markets, Financial Market Development, Foreign Bonds

16.

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
Universiti Utara Malaysia and Central European University
Downloads 86 (221,517)

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

17.

Should Investors Buy Commodities?

Number of pages: 33 Posted: 27 Feb 2015
Jonathan A. Batten, Peter G. Szilagyi and Niklas Wagner
Universiti Utara Malaysia, Central European University and Passau University
Downloads 61 (222,976)

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

18.

Time Varying Asian Stock Market Integration

Number of pages: 31 Posted: 21 Sep 2013
Jonathan A. Batten, Peter Morgan and Peter G. Szilagyi
Universiti Utara Malaysia, Asian Development Bank Institute and Central European University
Downloads 51 (270,072)

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

19.

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
Universiti Utara Malaysia, University of Ljubljana - Faculty of Economics and Central European University
Downloads 41 (49,872)

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

20.

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
Universiti Utara Malaysia, University of Ljubljana - Faculty of Economics and Central European University
Downloads 35 (35,439)

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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

21.

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
Universiti Utara Malaysia, University of Technology, Sydney - School of Finance and Economics and Central European University
Downloads 2 (575,729)
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22.

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
Universiti Utara Malaysia, Passau University, Central European University and Passau University
Downloads 0 (348,405)

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

23.

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
Universiti Utara Malaysia, University of Ljubljana - Faculty of Economics and Central European University
Downloads 0 (144,255)

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

24.

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
Universiti Utara Malaysia, Passau University, Central European University and Passau University
Downloads 0 (239,728)

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

25.

Time-Varying Energy and Stock Market Integration in Asia

Number of pages: 39 Posted: 02 May 2017 Last Revised: 03 Oct 2017
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner
Universiti Utara Malaysia, Passau University, Central European University and Passau University
Downloads 0 (172,607)

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

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 Tilburg University - Department of Finance, Students
Downloads 0 (422,969)

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

27.

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 Tilburg University - Department of Finance, Students
Downloads 0 (96,602)

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

28.

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
Universiti Utara Malaysia, The Chinese University of Hong Kong (CUHK) - Department of Finance, The Hong Kong Polytechnic University and Central European University
Downloads 0 (546,796)
Citation 1

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

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
Universiti Utara Malaysia and Central European University

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F34, G18

30.

Why Japan Needs to Develop its Corporate Bond Market

International Journal of the Economics of Business, Vol. 10, No. 1, pp. 83-108, 2003
Posted: 08 Mar 2004
Jonathan A. Batten and Peter G. Szilagyi
Universiti Utara Malaysia 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

International Journal of the Economics of Business, Vol. 10, No. 1, pp. 67-82, 2003
Posted: 17 Nov 2003
Jonathan A. Batten, Thomas Fetherston and Peter G. Szilagyi
Universiti Utara Malaysia, University of Alabama at Birmingham and Central European University

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Disintermediation, Bond Markets, Emerging Markets