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Number of items: 14.


Vendrame, V., Guermat, C. and Tucker, J. (2018) A conditional regime switching CAPM. International Review of Financial Analysis, 56. pp. 1-11. ISSN 1057-5219 Available from:


Tucker, J., Guermat, C. and Demirovic, A. (2017) The relationship between equity and bond returns: An empirical investigation. Journal of Financial Markets, 35. pp. 47-64. ISSN 1386-4181 Available from:

Paul, S., Guermat, C. and Devi, S. (2017) Why do firms invest in accounts receivable? An empirical investigation of the Malaysian manufacturing sector. Journal of Accounting in Emerging Economies, 8 (2). pp. 166-184. ISSN 2042-1168 Available from:


Awartani, B., Maghyereh, A. and Guermat, C. (2016) The connectedness between crude oil and financial markets: Evidence from implied volatility indices. Journal of Commodity Markets, 4 (1). pp. 56-69. ISSN 2405-8513 Available from:

Vendrame, V., Tucker, J. and Guermat, C. (2016) Some extensions of the CAPM for individual assets. International Review of Financial Analysis, 44. pp. 78-85. ISSN 1057-5219 Available from:


Demirovic, A., Tucker, J. and Guermat, C. (2015) Accounting data and the credit spread: An empirical investigation. Research in International Business and Finance, 34. pp. 233-250. ISSN 0275-5319 Available from:

Saad, M. ed, Guermat, C. and Brodie, L. (2015) National innovation and knowledge performance: The role of higher education teaching and training. Studies in Higher Education, 40 (7). pp. 1194-1209. ISSN 0307-5079 Available from:


Guermat, C. (2014) Yes, the CAPM is testable. Journal of Banking and Finance, 46. pp. 31-42. ISSN 0378-4266 Available from:

Ramdani, B., Mellahi, K., Guermat, C. and Kechad, R. (2014) The efficacy of high performance work practices in the Middle East: Evidence from Algerian firms. The International Journal of Human Resource Management, 25 (2). pp. 252-275. ISSN 0958-5192 Available from:


Tucker, J., Guermat, C. and Prasert, S. (2013) Short run reaction to news announcements: UK evidence. Studia Oeconomica, 58 (2). pp. 41-71. ISSN 1220-0506 Available from:


Hughes, M., Hughes, P., Mellahi, K. and Guermat, C. (2010) Short-term versus long term impact of managers: Evidence from the football industry. British Journal of Management, 21 (2). pp. 571-589. ISSN 1045-3172 Available from:

Guermat, C. and Freeman, M. (2010) A net beta test of asset pricing models. International Review of Financial Analysis, 19 (1). pp. 1-9. ISSN 1057-5219 Available from:

Gregory, A., Guermat, C. and Al-Shawawreh, F. (2010) UK IPOs: long run returns, behavioural timing and pseudo timing. Journal of Business Finance & Accounting, 37 (5-6). pp. 612-647. ISSN 0306-686X Available from:


Mellahi, K. and Guermat, C. (2009) The adoption of downsizing during the Asian economic crisis. Asian Business and Management, 8. pp. 225-245. ISSN 1472-4782 Available from:

This list was generated on Sun Jun 24 02:51:02 2018 BST.