Personal profile
Research Interests
My research is in the areas of financial economics and international financial economics focusing on the price behaviour of financial markets (including emerging equity markets, financial market integration); testing asset pricing models; financial market regulation (including the development and application of legal and economic theories of regulation); general issues in the foreign exchange markets (the international parity conditions and the impact of financial crisis on capital markets). Apart from studying capital markets by empirical means, I am also interested in the economics of banking (especially the impact of regulation on risk taking, systemic risk and financial stability), and the economics of contracts (particularly issues regarding incentives in performance based public procurement contracts).
Current research investigates the performance of risk measurement models, and the financial aspects of corporate governance in emerging markets.
My research has appeared in the Journal of Multinational Financial Management, Applied Financial Economics, Applied Economic Letters, International Journal of Monetary Economics and Finance, and International Review of Financial Economics and Econometrics.
Biography
Current PhD Students:
S. Kawas - The Performance of UK Financial Institutions Over Periods of Market Stability and Volatility: 1980-2015 (Completed 2017).
M. Al-Faryan - Essays on Corporate Governance in Saudi Arabia.
A. Kane - Four Empirical Investigations into the Dynamics of Price Jumps in Emerging Markets.
N. Alrwashdeh - Liquidity Risk, Risk-Based Capital Adequacy Regulation in Jordanian Commercial Banks
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 10 Reduced Inequalities
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Research output
- 12 Article
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Further evidence on the returns to technical trading rules: insights from fourteen currencies
Dockery, E. & Todorov, I., 1 Sept 2023, In: Journal of Multinational Financial Management. 69, 31 p., 100808.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Downloads (Pure) -
Testing for efficiency in the Saudi stock market: does corporate governance change matter?
Al-Faryan, M. A. S. & Dockery, E., 1 Jul 2021, In: Review of Quantitative Finance and Accounting. 57, p. 61-90 30 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile67 Downloads (Pure) -
Are range based models good enough? Evidence from seven stock markets
Dockery, E., Efentakis, M. & Al-Faryan, M. A. S., 6 Jun 2018, In: Risk Governance and Control: Financial Markets & Institutions. 8, 2, p. 7-40 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile129 Downloads (Pure) -
Does stock option plans really matter on the Malaysian firm performance?
Ismail, Z., Dockery, E. & Ahmad, A. S., 30 Jan 2017, In: Journal of Contemporary Issues and Thought. 7, p. 104-118 14 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Ownership structure and corporate governance: what does the data reveal about Saudi listed firms
Al-Faryan, M. A. S. & Dockery, E., 12 Sept 2017, In: Corporate Ownership and Control. 14, 4-2, p. 413-424 12 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile537 Downloads (Pure)