Author Page for Dennis Philip

University of Cambridge - Judge Business School, Durham University Business School, Renmin University of China - School of Finance and Durham Business School

Downloads 852 (57,638)

Citation 2

Abstract:

Media Content and Stock Returns: The Predictive Power of Press

Multinational Finance Journal, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 29 Posted: 18 Jul 2012 Last Revised: 23 Nov 2014

Nicky J. Ferguson, Dennis Philip, Herbert Lam and Jie (Michael) Guo

University of Cambridge - Judge Business School, Durham University Business School, Renmin University of China - School of Finance and Durham Business School

Downloads 473 (122,358)

Abstract:

3.

Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

Number of pages: 35 Posted: 17 Jan 2014 Last Revised: 19 Nov 2022

Panayiotis C. Andreou, Anastasios Kagkadis, Paulo F. Maio and Dennis Philip

Cyprus University of Technology, University of Liverpool Management School, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School

Downloads 1,312 (31,787)

Citation 11

Abstract:

4.

Multifactor Models and Their Consistency with the APT

Review of Asset Pricing Studies (forthcoming)

Number of pages: 51 Posted: 27 May 2016 Last Revised: 31 Dec 2020

Ilan Cooper, Liang Ma, Paulo F. Maio and Dennis Philip

BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School

Downloads 1,225 (35,022)

Citation 79

Abstract:

5.

Macro Variables and the Components of Stock Returns

Journal of Empirical Finance, Forthcoming

Number of pages: 58 Posted: 15 Mar 2012 Last Revised: 02 Apr 2015

Paulo F. Maio and Dennis Philip

Hanken School of Economics - Department of Finance and Statistics and Durham University Business School

Downloads 693 (76,878)

Citation 11

Abstract:

6.

Financial Literacy and Fraud Detection

The European Journal of Finance, Forthcoming

Number of pages: 41 Posted: 15 Jan 2019 Last Revised: 12 Jul 2019

Christian Engels, Kamlesh Kumar and Dennis Philip

University of St Andrews Business School, India Development Foundation and Durham University Business School

Downloads 571 (98,384)

Citation 3

Abstract:

7.

CEO Duality, Agency Costs, and Internal Capital Allocation Efficiency

Forthcoming, British Journal of Management

Number of pages: 38 Posted: 07 Nov 2016 Last Revised: 28 Nov 2017

Nihat Aktas, Panayiotis C. Andreou, Isabella Karasamani and Dennis Philip

WHU - Otto Beisheim School of Management, Cyprus University of Technology, University of Central Lancashire and Durham University Business School

Downloads 559 (101,014)

Citation 5

Abstract:

8.

The OCAI Textual Measure of Organizational Culture

Number of pages: 24 Posted: 06 Aug 2020 Last Revised: 01 Sep 2020

Panayiotis C. Andreou, Terry Harris, Dennis Philip and Wenrui Zhang

Cyprus University of Technology, Durham University Business School, Durham University Business School and Durham University Business School

Downloads 520 (110,751)

Citation 3

Abstract:

9.

The Power of a Financially Literate Woman in Intra-Household Financial Decision-Making

Number of pages: 47 Posted: 14 Dec 2020 Last Revised: 19 Apr 2021

Anurag Narayan Banerjee, Iftekhar Hasan, Kamlesh Kumar and Dennis Philip

Durham Business School, Fordham University, India Development Foundation and Durham University Business School

Downloads 518 (110,983)

Citation 5

Abstract:

10.

Differences in Options Investors' Expectations and the Cross-Section of Stock Returns

Journal of Banking and Finance, Forthcoming

Number of pages: 82 Posted: 17 Apr 2015 Last Revised: 02 Sep 2018

Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip and Ruslan Tuneshev

Cyprus University of Technology, University of Liverpool Management School, Durham University Business School and Durham University Business School

Downloads 505 (114,502)

Citation 3

Abstract:

11.

Bank Loan Loss Accounting Treatments, Credit Cycles and Crash Risk

London Business School Accounting Research Paper Series

Number of pages: 54 Posted: 03 Aug 2015 Last Revised: 22 Feb 2017

Panayiotis C. Andreou, Ian A. Cooper, Christodoulos Louca and Dennis Philip

Cyprus University of Technology, London Business School, Cyprus University of Technology and Durham University Business School

Downloads 483 (120,723)

Citation 1

Abstract:

12.

Economic Activity and Momentum Profits: Further Evidence

Journal of Banking and Finance, Forthcoming

Number of pages: 40 Posted: 29 Apr 2013 Last Revised: 19 Feb 2018

Paulo F. Maio and Dennis Philip

Hanken School of Economics - Department of Finance and Statistics and Durham University Business School

Downloads 480 (121,691)

Citation 16

Abstract:

13.

The Cost of Privacy Failures: Evidence from Bank Depositors’ Reactions to Breaches

Number of pages: 55 Posted: 07 Jul 2020 Last Revised: 15 Jun 2022

Christian Engels, Bill Francis and Dennis Philip

University of St Andrews Business School, Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology and Durham University Business School

Downloads 392 (154,174)

Abstract:

14.

When It Rains It Drains: Psychological Distress and Household Net Worth

Journal of Banking and Finance, Forthcoming

Number of pages: 63 Posted: 11 Feb 2020 Last Revised: 21 Jul 2022

Adnan Balloch, Adnan Balloch, Christian Engels and Dennis Philip

Durham University Business SchoolMassey University, University of St Andrews Business School and Durham University Business School

Downloads 336 (182,735)

Abstract:

15.

Stock Market Literacy, Trust and Participation

Review of Finance, Forthcoming

Number of pages: 48 Posted: 17 Aug 2014 Last Revised: 10 Sep 2014

Adnan Balloch, Adnan Balloch, Anamaria Nicolae and Dennis Philip

Durham University Business SchoolMassey University, Durham University Business School and Durham University Business School

Downloads 292 (212,146)

Citation 8

Abstract:

16.

Forward Guidance and Corporate Lending

Review of Finance, Vol. 26, No. 4, pp.899-935, July 2022

Number of pages: 70 Posted: 09 Feb 2020 Last Revised: 03 Nov 2022

Manthos D. Delis, Sizhe Hong, Nikos Paltalidis and Dennis Philip

Audencia Business School, University of Glasgow, Durham Business School and Durham University Business School

Downloads 245 (253,434)

Citation 1

Abstract:

17.

What Drives the Disappearing Dividends Phenomenon?

Journal of Banking and Finance, Forthcoming

Number of pages: 41 Posted: 16 Sep 2011 Last Revised: 24 May 2013

Jing-Ming Kuo, Dennis Philip and Qingjing Zhang

University of Birmingham - Birmingham Business School, Durham University Business School and University of Southampton - Southampton Business School

Downloads 229 (270,560)

Citation 2

Abstract:

18.

Investor Sentiments, Rational Beliefs and Option Prices

Number of pages: 48 Posted: 23 Jul 2014

Panayiotis C. Andreou, Anastasios Kagkadis and Dennis Philip

Cyprus University of Technology, University of Liverpool Management School and Durham University Business School

Downloads 222 (278,719)

Citation 2

Abstract:

19.

The Information Content of Forward Moments

Journal of Banking and Finance, Forthcoming

Number of pages: 56 Posted: 06 Mar 2017 Last Revised: 04 Aug 2019

Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip and Abderrahim Taamouti

Cyprus University of Technology, University of Liverpool Management School, Durham University Business School and University of Liverpool Management School

Downloads 192 (319,152)

Citation 2

Abstract:

20.

Econometric Identification of Foreign Exchange Options Volatility Surfaces Recovering Foreign Exchange Option Prices from Spot Price Dynamics

Number of pages: 63 Posted: 08 Nov 2016 Last Revised: 29 May 2017

Julian Cook, Dennis Philip, Handing Sun and Julian M. Williams

BGC Partners, Inc. - Fenics Software Limited, Durham University Business School, Durham Business School and Durham Business School

Downloads 185 (330,095)

Abstract:

21.

Estimation of Factors for Term Structures with Dependence Clusters

Number of pages: 53 Posted: 18 Jun 2009 Last Revised: 23 May 2010

Dennis Philip

Durham University Business School

Downloads 146 (404,382)

Abstract:

22.

Institutional Ownership and Firms’ Thrust to Compete

Forthcoming British Journal of Management

Number of pages: 54 Posted: 12 Feb 2018 Last Revised: 03 Feb 2021

Panayiotis C. Andreou, Franco Fiordelisi, Terry Harris and Dennis Philip

Cyprus University of Technology, University of Essex - Essex Business School, Durham University Business School and Durham University Business School

Downloads 145 (406,573)

Citation 6

Abstract:

23.

When Prejudice Hits Home: Hate Crime and the Market for Mortgage Credit

Number of pages: 62 Posted: 19 Oct 2023

Christian Engels, Iftekhar Hasan, Sizhe Hong and Dennis Philip

University of St Andrews Business School, Fordham University, University of Glasgow and Durham University Business School

Downloads 139 (422,757)

Abstract:

24.

Bank Opaqueness and Intermediation

Number of pages: 48 Posted: 20 Jan 2017 Last Revised: 02 Feb 2017

Panayiotis C. Andreou, Demetris Koursaros, Dennis Philip and Peter Paul Robejsek

Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Durham University Business School and PwC Strategy&

Downloads 136 (427,664)

Abstract:

25.

Impact of Allowance Submissions in European Carbon Emission Markets

International Review of Financial Analysis, Forthcoming

Number of pages: 30 Posted: 17 Aug 2014 Last Revised: 14 May 2015

Dennis Philip and Yukun Shi

Durham University Business School and University of Glasgow

Downloads 134 (432,656)

Citation 1

Abstract:

26.

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money, Forthcoming

Number of pages: 32 Posted: 22 Apr 2015 Last Revised: 13 Apr 2016

Dennis Philip and Yukun Shi

Durham University Business School and University of Glasgow

Downloads 132 (437,821)

Abstract:

27.

Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics

International Review of Financial Analysis, Vol. 24, 2012

Number of pages: 33 Posted: 01 Nov 2011 Last Revised: 30 Sep 2013

Dennis Philip and David G. McMillan

Durham University Business School and University of Stirling

Downloads 129 (445,822)

Citation 3

Abstract:

28.

Technology Rhetoric and Institutional Ownership

Number of pages: 47 Posted: 11 Mar 2021

Panayiotis C. Andreou, Kyriakos Drivas, Dennis Philip and Geoffrey Wood

Cyprus University of Technology, University of Piraeus, Durham University Business School and Western University

Downloads 104 (523,968)

Abstract:

29.

Early Roots of Inequality: Evidence of a Gender Income Gap Among Children

Number of pages: 27 Posted: 02 Jul 2024

Christian Engels, Ray Howard, Marcel Lukas and Dennis Philip

University of St Andrews Business School, Mays Business School, Texas A&M University, University of St. Andrews and Durham University Business School

Downloads 98 (545,833)

Abstract:

30.

Unaware of Being Unaware and Financial Non-Participation

Number of pages: 41 Posted: 04 Mar 2021

Anurag Narayan Banerjee, Kamlesh Kumar and Dennis Philip

Durham Business School, India Development Foundation and Durham University Business School

Downloads 94 (560,685)

Abstract:

31.

Competitive Culture and Stock Price Crash Risk

Number of pages: 84 Posted: 08 Jul 2020 Last Revised: 18 Feb 2024

Panayiotis C. Andreou, Terry Harris, Dennis Philip and Wenrui Zhang

Cyprus University of Technology, Durham University Business School, Durham University Business School and Durham University Business School

Downloads 38 (867,448)

Abstract:

32.

Testing for Instability in Factor Structure of Yield Curves

Cass Working Paper No. WP-CEA-09-2007, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 12 Jul 2007 Last Revised: 22 Jun 2010

Dennis Philip

Durham University Business School

Dennis Philip

Durham University Business School

Professor

32

Top 6,768

12,967

Top 8,298

166

Scholarly Papers (32)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Other Papers (1)

Abstract: