Since the burst of the internet bubble there is a great deal of interest in the way investment bank prices and allocates initial public offerings (IPOs). The additional scrutiny and spotlight is also because of the dominance ...

Corporate governance (CG) has attracted much public interest in the last three decades because of its apparent importance for the financial health of corporations, for the economy, and society in general. Most prior ...

Equity Risk Premium (ERP) is the cornerstone in Financial Economics. It is a basic requirement in stock valuation, evaluation of portfolio performance and asset allocation. For the last decades, several studies have attempted ...

Understanding financial asset return correlation is a key facet in asset allocation and investor’s portfolio optimization strategy. For the last decades, several studies have investigated this relationship between stock ...

Understanding stock-bond return correlation is a key facet in asset mix, asset allocation and in an investor’s portfolio optimisation strategy. For the last couple of decades, several studies have probed this cardinal ...

This thesis investigates the impact of tick size reduction on spot index liquidity and in turn on the inter-market pricing relationship between spot and futures indices. Three empirical chapters are presented. The first ...

In this doctoral thesis we bring together some empirical analysis on investors’ participation in initial public offering (IPOs) from a market whose characteristics are unique and significantly different from US and other ...