Cherif Guermat
Cherif Guermat
Verified email at uwe.ac.uk
Title
Cited by
Cited by
Year
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
C Guermat, RDF Harris
International Journal of Forecasting 18 (3), 409-419, 2002
1012002
Robust conditional variance estimation and value-at-risk
C Guermat, RDF Harris
Journal of Risk 4, 25-42, 2002
1002002
Short‐term versus long‐term impact of managers: evidence from the football industry
M Hughes, P Hughes, K Mellahi, C Guermat
British Journal of Management 21 (2), 571-589, 2010
892010
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
K Hadri, C Guermat, J Whittaker
Empirical Economics 28 (1), 203-222, 2003
802003
UK IPOs: long run returns, behavioural timing and pseudo timing
A Gregory, C Guermat, F Al‐Shawawreh
Journal of Business Finance & Accounting 37 (5‐6), 612-647, 2010
762010
Does age matter? An empirical examination of the effect of age on managerial values and practices in India
K Mellahi, C Guermat
Journal of World Business 39 (2), 199-215, 2004
592004
Estimating farm efficiency in the presence of double heteroscedasticity using panel data
K Hadri, C Guermat, J Whittaker
Journal of Applied economics 6 (2), 255-268, 2003
512003
The efficacy of high performance work practices in the Middle East: Evidence from Algerian firms
B Ramdani, K Mellahi, C Guermat, R Kechad
The International Journal of Human Resource Management 25 (2), 252-275, 2014
502014
Motives for foreign direct investment in Oman
K Mellahi, C Guermat, JG Frynas, H Al‐Bortmani
Thunderbird International Business Review 45 (4), 431-446, 2003
292003
Yes, the CAPM is testable
C Guermat
Journal of Banking & Finance 46, 31-42, 2014
222014
National innovation and knowledge performance: the role of higher education teaching and training
M Saad, C Guermat, L Brodie
Studies in Higher Education 40 (7), 1194-1209, 2015
202015
The conditional relationship between beta and returns: A reassessment
MC Freeman, C Guermat
Journal of Business Finance & Accounting 33 (7‐8), 1213-1239, 2006
202006
Economics Department Discussion Papers Series
C Guermat, AT Al-Utaibi, JP Tucker
182003
Some extensions of the CAPM for individual assets
V Vendrame, J Tucker, C Guermat
International Review of Financial Analysis 44, 78-85, 2016
172016
SHORT-RUN REACTION TO NEWS ANNOUNCEMENTS: UK EVIDENCE.
J Tucker, C Guermat, S Prasert
Studia Universitatis Babes-Bolyai, Oeconomica 58 (2), 2013
152013
Backpropagation Neural Network Versus Translog Model in Stochastic Frontiers: A Monte Carlo Comparison
C Guermat, K Hadri
University of Exeter, School of Business and Economics, Department of Economics, 1999
111999
The adoption of downsizing during the Asian economic crisis
K Mellahi, C Guermat
Asian Business & Management 8 (3), 225-245, 2009
102009
Accounting data and the credit spread: An empirical investigation
A Demirovic, J Tucker, C Guermat
Research in International Business and Finance 34, 233-250, 2015
92015
Motives for FDI in Gulf cooperation council state: the case of Oman
K Mellahi, C Guermat, G Frynas, H Bortmani
Thunderbird International Business Review 45 (4), 431-446, 2002
92002
Heteroscedasticity in stochastic frontier models: A Monte Carlo analysis
C Guermat, K Hadri
University of Exeter, Department of Economics, 1999
91999
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Articles 1–20