All Outputs (2)

Bank insolvencies, priority claims and systemic risk (2016)
Journal Article
Bougheas, S., & Kirman, A. (2016). Bank insolvencies, priority claims and systemic risk. Lecture Notes in Economics and Mathematical Systems, 683, 195-208. https://doi.org/10.1007/978-3-319-40803-3_8

We review an extensive literature debating the merits of alternative priority structures for banking liabilities put forward by financial economists, legal scholars and policymakers. Up to now, this work has focused exclusively on the relative advant... Read More about Bank insolvencies, priority claims and systemic risk.

Lead-lag relationships in an embryonic stock market: exploring the role of institutional ownership and liquidity (2016)
Journal Article
Arjoon, V., Bougheas, S., & Milner, C. (2016). Lead-lag relationships in an embryonic stock market: exploring the role of institutional ownership and liquidity. Research in International Business and Finance, 38, https://doi.org/10.1016/j.ribaf.2016.04.012

This paper investigates the influence of institutional ownership and liquidity on stock return relationships for an embryonic and relatively illiquid stock market. Using daily, individual stock data for Trinidad and Tobago from 2001 to 2015 and a VAR... Read More about Lead-lag relationships in an embryonic stock market: exploring the role of institutional ownership and liquidity.