Author

Cherif Guermat

Observed names: C. Guermat, Guermat Cherif

Institution: University of the West of England

Observed institutions: University of Bradford, University of the West of England, University of Exeter, University of Bristol

ORCID: 0000-0002-0754-0152

Observed ORCID: 0000-0002-0754-0152

OpenAlex ID: A5029068329

The connectedness between crude oil and financial markets: Evidence from implied volatility indices

2016 · Basel Awartani, Maghyereh Aktham, et al. · Journal of commodity markets · 105

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Short‐term versus Long‐term Impact of Managers: Evidence from the Football Industry

2009 · Mathew Hughes, Paul Hughes, et al. · British Journal of Management · 90

Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns

2002 · Cherif Guermat, Richard D.F. Harris · International Journal of Forecasting · 72

Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers

2003 · K. Hadri, C. Guermat, et al. · Empirical Economics · 67

Robust conditional variance estimation and value-at-risk

2001 · Cherif Guermat, Richard Harris · The Journal of Risk · 64

UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing

2010 · Alan Gregory, Cherif Guermat, et al. · Journal of Business Finance &amp Accounting · 58

The efficacy of high performance work practices in the Middle East: evidence from Algerian firms

2013 · Boumediene Ramdani, Kamel Mellahi, et al. · The International Journal of Human Resource Management · 52

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Does age matter? An empirical examination of the effect of age on managerial values and practices in India

2003 · Kamel Mellahi, Cherif Guermat · Journal of World Business · 41

Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data

2003 · K. Hadri, C. Guermat, et al. · Journal of Applied Economics · 33

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A conditional regime switching CAPM

2017 · Vasco Vendrame, Cherif Guermat, et al. · International Review of Financial Analysis · 30

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National innovation and knowledge performance: the role of higher education teaching and training

2014 · Mohammed Saad, Cherif Guermat, et al. · Studies in Higher Education · 29

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Business models innovation in investment banks: a resilience perspective

2020 · Boumediene Ramdani, Ahmed Binsaif, et al. · Asia Pacific Journal of Management · 28

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Motives for foreign direct investment in Oman

2003 · K. Mellahi, C. Guermat, et al. · Thunderbird International Business Review · 24

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Some extensions of the CAPM for individual assets

2016 · Vasco Vendrame, Jon Tucker, et al. · International Review of Financial Analysis · 20

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The Conditional Relationship Between Beta and Returns: A Reassessment

2006 · Mark C. Freeman, Cherif Guermat · Journal of Business Finance &amp Accounting · 19

Managerial optimism and investment decision in the UK

2021 · Eman Elgebeily, Cherif Guermat, et al. · Journal of Behavioral and Experimental Finance · 18

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Why do firms invest in accounts receivable? An empirical investigation of the Malaysian manufacturing sector

2018 · Salima Yassia Paul, Cherif Guermat, et al. · Journal of Accounting in Emerging Economies · 18

Yes, the CAPM is testable

2014 · Cherif Guermat · Journal of Banking & Finance · 18

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The impact of economic value added (EVA) adoption on stock performance

2020 · Amer Al Shishany, Ahmed Al-Omush, et al. · Accounting · 16

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The effect of downsizing on innovation outputs: The role of resource slack and constraints

2020 · Boumediene Ramdani, Cherif Guermat, et al. · Australian Journal of Management · 15

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The Practice of Zakat: An Empirical Examination of Four Gulf Countries

2003 · Cherif Guermat, A.T. Al-Utaibi, et al. · RePEc: Research Papers in Economics · 14

A conditional higher-moment CAPM

2023 · Vasco Vendrame, Cherif Guermat, et al. · International Review of Financial Analysis · 13

The interaction between academia and industry and its impact on national innovation capacity: The case of Algeria

2020 · Mohammed Saad, Cherif Guermat, et al. · Industry and Higher Education · 12

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Loyalty and innovation: Evidence from Algerian mobile service providers

2014 · Mohamed Nabil Bersali, Cherif Guermat · International Journal of Technology Management and Sustainable Development · 12

Robust Conditional Variance Estimation and Value-at-Risk

2001 · Richard D. F. Harris, Cherif Guermat · SSRN Electronic Journal · 12

Works count: 57

Citation count: 966

H-index: 18

I10-index: 27