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A measure of total firm performance : new insights for the corporate objective
Belghitar, Yacine; Clark, Ephraim; Kassimatis, Konstantinos - In: Decision making and risk/return optimization in …, (pp. 121-141). 2019
Persistent link: https://www.econbiz.de/10012127938
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Exploiting stochastic dominance to generate abnormal stock returns
Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial markets 20 (2014), pp. 20-38
Persistent link: https://www.econbiz.de/10010442398
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Country financial risk and stock market performance : the case of Latin America
Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of economics & business 56 (2004) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10002852592
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The effect of country default risk on foreign direct investment
Clark, Ephraim; Kassimatis, Konstantinos - In: Economia internazionale 62 (2009) 3, pp. 341-361
Persistent link: https://www.econbiz.de/10003887712
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An empirical analysis of marginal conditional stochastic dominance
Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of banking & finance 36 (2012) 4, pp. 1144-1151
Persistent link: https://www.econbiz.de/10009557809
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An alternative measure of the "world market portfolio" : determinants efficiency, and information content
Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of international money and finance 30 (2011) 5, pp. 724-748
Persistent link: https://www.econbiz.de/10009268777
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International equity flows, marginal conditional stochastic dominance and diversification
Clark, Ephraim; Kassimatis, Konstantinos - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 251-271
Persistent link: https://www.econbiz.de/10009708118
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Making inefficient market indices efficient
Clark, Ephraim; Jokung Nguena, Octave; Kassimatis, … - In: European journal of operational research : EJOR 209 (2011) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10008798683
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The prudential effect of strategic institutional ownership on stock performance
Belghitar, Yacine; Clark, Ephraim; Kassimatis, Konstantinos - In: International review of financial analysis 20 (2011) 4, pp. 191-199
Persistent link: https://www.econbiz.de/10009295716
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Country Financial Risk and Stock Market Performance : The Case of Latin America
Clark, Ephraim - 2001
In this paper we use the Clark (1991) methodology to estimate the macroeconomic financial risk premium from 1985 to 1997 for Argentina, Brazil, Chile, Colombia, Mexico and Venezuela, the 6 Latin American countries with the largest stock markets, and test whether and to what extent it affects...
Persistent link: https://www.econbiz.de/10012742570