← All authors Khelifa Mazouz University of Béjaïa (from arXiv:2507.15046, 2025) · OpenAlex
49 papers in scope · 48 published · 1 on the econ.EM arXiv · 1,029 citations · h-index 17 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Otto Süleyman Taşpınar Osman Doğan Raffaele Mattera Wolfgang Schmid Anil K. Bera Fayçal Djebari Kahina Mehidi Fukang Zhu Bing Su Zhu Ke Graziano Moramarco Matthias Eckardt Giuseppe Cavaliere Matteo Barigozzi Andrea Bucci Rong Chen Thomas T. Yang Wenying Yao Yuefeng Han Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 49)
Green bonds and the energy transition: From instrumental use to intrinsic value
published 2026 · Energy Economics
with Peng Zhou, Wenjie Ding, Shijie Jin
working paper 2025 · arXiv
Publisher Correction: Choices and Effects of Different Green Labels in the EU Bond Market
published 2024 · Journal of Business Ethics
with Peng Zhou, Shijie Jin, Wenjie Ding
Choices and Effects of Different Green Labels in the EU Bond Market
published 2024 · Journal of Business Ethics · 8 citations
with Peng Zhou, Shijie Jin, Wenjie Ding
The decline of bank ownership and firm’s capital structure: evidence from Japanese business groups
published 2024 · Applied Economics
with Izidin El Kalak, Kazuo Yamada
Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305
published 2024 · Energy Economics · 13 citations · first circulated 2023
with Bo Guan, Yongdeng Xu
Technical analysis as a sentiment barometer and the cross-section of stock returns
published 2023 · Quantitative Finance · 15 citations · first circulated 2022
with Wenjie Ding, Owain ap Gwilym, Qingwei Wang
ETF Ownership and Seasoned Equity Offerings
published 2023 · Journal of Financial and Quantitative Analysis · 13 citations · first circulated 2022
with Kevin Evans, Woon Sau Leung, Junqiu Li
Dividend policy, systematic liquidity risk, and the cost of equity capital
published 2022 · Review of Quantitative Finance and Accounting · 17 citations
with Yuliang Wu, Rabab Ebrahim, Abhijit Sharma
Can star analysts make superior coverage decisions in poor information environment?
published 2022 · Journal of Banking & Finance · 16 citations · first circulated 2020
with Han Jin, Yuliang Wu, Bin Xu
Why do firm fundamentals predict returns? Evidence from short selling activity
published 2021 · International Review of Financial Analysis · 3 citations
with Yuliang Wu
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
published 2021 · Journal of Empirical Finance · 36 citations
with Wenjie Ding, Qingwei Wang
The consequences of political donations for IPO premium and performance
published 2021 · Journal of Corporate Finance · 34 citations
with Dimitrios Gounopoulos, Geoffrey Wood
The R&D anomaly: Risk or mispricing?
published 2020 · Journal of Banking & Finance · 23 citations
with Woon Sau Leung, Kevin Evans
The effect of block ownership on future firm value and performance
published 2019 · The North American Journal of Economics and Finance · 19 citations
with Abdelhafid Benamraoui, Surendranath Rakesh Jory, Neeta Shah, Orla Gough
Investor sentiment and the cross-section of stock returns: new theory and evidence
published 2018 · Review of Quantitative Finance and Accounting · 87 citations
with Wenjie Ding, Qingwei Wang
Organization capital, labor market flexibility, and stock returns around the world
published 2018 · Journal of Banking & Finance · 58 citations · first circulated 2015
with Woon Sau Leung, Jie Chen, Geoffrey Wood
Excess cash, trading continuity, and liquidity risk
published 2017 · Journal of Corporate Finance · 80 citations
with Winifred Huang
Stock price reaction to profit warnings: the role of time-varying betas
published 2017 · Review of Quantitative Finance and Accounting · 15 citations
with Shuxing Yin, Abdelhafid Benamraoui, Brahim Saadouni
Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market
published 2017 · International Review of Financial Analysis · 5 citations
with Abdulkadir Mohamed, Brahim Saadouni, Shuxing Yin
Stock return comovement around the Dow Jones Islamic Market World Index revisions
published 2016 · 25 citations
with Abdulkadir Mohamed, Brahim Saadouni
Long-term industry reversals
published 2016 · Journal of Banking & Finance · 17 citations
with Yuliang Wu
Why are aggregate equity payouts pro-cyclical?
published 2015 · Journal of Macroeconomics · 6 citations
with Winifred Huang, Mark Freeman
Foreign direct investment and employment rights in South-Eastern Europe
published 2014 · Cambridge Journal of Economics · 16 citations
with Geoffrey Wood, Shuxing Yin, Jeremy Eng-Tuck Cheah
Trading Activity in Options and Stock Around Price‐Sensitive News Announcements
published 2014 · Journal of Futures Markets · 6 citations
with Yuliang Wu, Shuxing Yin
Index revisions, systematic liquidity risk and the cost of equity capital
published 2014 · Journal of International Financial Markets Institutions and Money · 18 citations
with Wael Daya, Shuxing Yin
Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis
published 2014 · Journal of International Money and Finance · 21 citations
with Christopher J. Adcock, Xiuping Hua, Shuxing Yin
Commodity futures price behaviour following large one-day price changes
published 2014 · Applied Financial Economics · 2 citations
with Jian Wang
Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements
published 2014 · European Journal of Finance · 8 citations
with Chris Adcock, Xiuping Hua, Shuxing Yin
Does gold offer a better protection against losses in sovereign debt bonds than other metals?
published 2014 · Journal of Banking & Finance · 160 citations
with Sam Agyei-Ampomah, Dimitrios Gounopoulos
Stabilization and the aftermarket prices of initial public offerings
published 2012 · Review of Quantitative Finance and Accounting · 13 citations
with Sam Agyei-Ampomah, Brahim Saadouni, Shuxing Yin
The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies
published 2012 · International Review of Financial Analysis · 33 citations
with Sam Agyei-Ampomah, Shuxing Yin
Information efficiency changes following FTSE 100 index revisions
published 2012 · Journal of International Financial Markets Institutions and Money · 13 citations
with Wael Daya, Mark Freeman
Systematic liquidity risk and stock price reaction to shocks
published 2011 · Accounting and Finance · 12 citations · first circulated 2009
with Dima Waleed Hanna Alrabadi, Shuxing Yin
The comovement of option listed stocks
published 2011 · Journal of Banking & Finance · 12 citations
with Sam Agyei-Ampomah
Price, volume and spread effects associated with the expiry of lock-in agreements
published 2010 · Pacific-Basin Finance Journal · 12 citations
with Marc Goergen, Shuxing Yin
Testing for Overreaction and Return Continuations in Stock Price Index Returns
published 2010 · International Journal of Strategic Decision Sciences · 13 citations
with Nathan Lael Joseph
Systematic liquidity risk and asset pricing: evidence from London Stock Exchange
published 2010 · International Journal of Banking Accounting and Finance · 4 citations · first circulated 2009
with Dima Waleed Hanna Alrabadi, Mark Freeman, Shuxing Yin
Offering methods and issuer-oriented underpricing costs: Evidence from the Hong Kong IPO market
published 2009 · Journal of International Financial Markets Institutions and Money · 11 citations
with Brahim Saadouni, Shuxing Yin
Stock price reaction following large one-day price changes: UK evidence
published 2009 · Journal of Banking & Finance · 39 citations
with Nathan Lael Joseph, Joulmer Joulmer
Stock index reaction to large price changes: Evidence from major Asian stock indexes
published 2008 · Pacific-Basin Finance Journal · 24 citations
with Nathan Lael Joseph, Clément Pallière
Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE
published 2008 · Applied Financial Economics · 5 citations
with Michael Bowe
New Evidence on the Effect of Cboe Options Listing on the Volatility of New York Listed Stocks
published 2008 · International Journal of Banking and Finance · 4 citations
Warrants in IPOs: Evidence from Hong Kong
published 2007 · Pacific-Basin Finance Journal · 6 citations
with Brahim Saadouni, Shuxing Yin
The overreaction hypothesis in the UK market: empirical analysis
published 2007 · Applied Financial Economics · 11 citations
with Xiafei Li
The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?
published 2007 · Applied Financial Economics · 15 citations
with Brahim Saadouni
New evidence on the price and liquidity effects of the FTSE 100 index revisions
published 2007 · International Review of Financial Analysis · 20 citations
with Bharim Saadouni
The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
published 2005 · International Review of Financial Analysis · 31 citations
with Michael Bowe
The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach
published 2004 · Journal of Empirical Finance · 30 citations
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