Khelifa Mazouz

University of Bradford - School of Management

Emm Lane

Bradford, West Yorkshire Bd9 4JL

United Kingdom

  • University of Bradford - School of Management

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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3

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24

Scholarly Papers (10)

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1.

Systematic Liquidity Risk and Asset Pricing: Evidence from London Stock Exchange

Number of pages: 18 Posted: 16 May 2009 Last Revised: 13 Aug 2009
Khelifa Mazouz, Dima W. H. Alrabadi and Mark C. Freeman
University of Bradford - School of Management, University of Bradford - School of Management and University of Bradford - School of Management
Downloads 473 (84,863)
Citation 2

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LSE, liquidity, systematic risk, asset pricing

2.

Does Gold Offer a Better Protection Against Sovereign Debt Crisis than Other Metals?

Journal of Banking and Finance, 40, 2014, pp 507-521
Number of pages: 43 Posted: 08 Nov 2013 Last Revised: 15 Aug 2014
Sam Agyei-Ampomah, Dimitrios Gounopoulos and Khelifa Mazouz
Cranfield University - School of Management, University of Bath and University of Bradford - School of Management
Downloads 359 (116,581)
Citation 4

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Gold; Precious Metals; Industrial Metals; Sovereign Bonds; Hedge; Safe Haven

3.

Systematic Liquidity Risk and Stock Price Reaction to Shocks: Evidence from London Stock Exchange

Number of pages: 17 Posted: 24 May 2009
Khelifa Mazouz and Dima W. H. Alrabadi
University of Bradford - School of Management and University of Bradford - School of Management
Downloads 249 (170,450)

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shocks, systematic liquidity risk, overreaction, underreaction

4.

The Consequences of Political Donations for IPO Premium and Performance

Journal of Corporate Finance, Forthcoming
Number of pages: 55 Posted: 30 May 2018 Last Revised: 06 Jan 2021
Dimitrios Gounopoulos, Khelifa Mazouz and Geoffrey Wood
University of Bath, University of Bradford - School of Management and Western University
Downloads 153 (263,312)
Citation 1

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initial public offering; offer price; non-market strategy; political contributions; signalling theory, resource dependency theory; political power

5.

Stabilization and the Aftermarket Prices of Initial Public Offerings

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 33 Posted: 19 Aug 2012
Khelifa Mazouz, Sam Agyei-Ampomah, Brahim Saadouni and Shuxing Yin
University of Bradford - School of Management, Cranfield University - School of Management, Alliance Manchester Business School, The University of Manchester and University of Sheffield - School of Management
Downloads 110 (337,116)

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Stabilization, Underpricing, Underwriter’s reputation, Hong Kong IPOs

6.

Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

Number of pages: 37 Posted: 08 Jun 2014
Christopher J. Adcock, Xiuping Hua, Khelifa Mazouz and Shuxing Yin
University of Sheffield - School of Management, University of Nottingham Ningbo China - Business School, University of Bradford - School of Management and University of Sheffield - School of Management
Downloads 96 (368,692)
Citation 1

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Innovation; R&D investments; Stock price reaction; Time-varying betas

7.

The Foreign Exchange Exposure of UK Non-Financial Firms: A Comparison of Market-Based Methodologies

International Review of Financial Analysis, Forthcoming
Number of pages: 28 Posted: 19 Aug 2012
Sam Agyei-Ampomah, Khelifa Mazouz and Shuxing Yin
Cranfield University - School of Management, University of Bradford - School of Management and University of Sheffield - School of Management
Downloads 73 (433,381)
Citation 1

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Foreign exchange exposure, Currency risk, Panel estimation

8.

Underwriters’ Allocation Power and Adverse Selection Costs in the IPO Process

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 33 Posted: 17 Feb 2014
Khelifa Mazouz, Brahim Saadouni and Shuxing Yin
University of Bradford - School of Management, Alliance Manchester Business School, The University of Manchester and University of Sheffield - School of Management
Downloads 36 (588,686)

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mandatory clawback, adverse selection, allocation-adjusted returns

9.

The Comovement of Option Listed Stocks

Journal of Banking and Finance, Vol. 35, No. 8, 2011
Number of pages: 51 Posted: 19 Aug 2012
Sam Agyei-Ampomah and Khelifa Mazouz
Cranfield University - School of Management and University of Bradford - School of Management
Downloads 28 (636,730)

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Comovement, Equity option listing, Beta

10.

Price, Volume and Spread Effects Associated with the Expiry of Lock-In Agreements: Evidence from the Hong Kong IPO Market

Pacific-Basin Finance Journal, Vol. 18, No. 5, 2010
Posted: 09 Aug 2011
Marc Goergen, Khelifa Mazouz and Shuxing Yin
IE Business School, IE University, University of Bradford - School of Management and University of Sheffield - School of Management

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Initial public offerings, Asymmetric information, Insider trading, Lock-in expiry, Lockup expiry