Cherif Guermat

Cherif Guermat is a Professor of Empirical Finance in the Department of Accounting, Economics and Finance at the Faculty of Business and Law, the University of the West of England. He is Visiting Professor in Finance at the Universities of Blida and Ouargla, Algeria. Cherif is also an associate member of Exeter Centre for Finance and Investment, University of Exeter. Area of expertise Asset Pricing; Inflation Accounting; Credit Management; Risk Management; Innovation and Higher Education; International Business.

Publications

Vendrame, V., Guermat, C. and Tucker, J. (2018) A conditional regime switching CAPM. International Review of Financial Analysis, 56. pp. 1-11. ISSN 1057-5219 Available from: http://eprints.uwe.ac.uk/34104 ' Tucker, J., Guermat, C. and Demirovic, A. (2017) The relationship between equity and bond returns: An empirical investigation. Journal of Financial Markets, 35. pp. 47-64. ISSN 1386-4181 Available from: http://eprints.uwe.ac.uk/32840 ' Paul, S., Guermat, C. and Devi, S. (2017) Why do firms invest in accounts receivable? An empirical investigation of the Malaysian manufacturing sector. Journal of Accounting in Emerging Economies, 8 (2). pp. 166-184. ISSN 2042-1168 Available from: http://eprints.uwe.ac.uk/33929 ' Awartani, B., Maghyereh, A. and Guermat, C. (2016) The connectedness between crude oil and financial markets: Evidence from implied volatility indices. Journal of Commodity Markets, 4 (1). pp. 56-69. ISSN 2405-8513 Available from: http://eprints.uwe.ac.uk/30310 ' Vendrame, V., Tucker, J. and Guermat, C. (2016) Some extensions of the CAPM for individual assets. International Review of Financial Analysis, 44. pp. 78-85. ISSN 1057-5219 Available from: http://eprints.uwe.ac.uk/27955 ' Demirovic, A., Tucker, J. and Guermat, C. (2015) Accounting data and the credit spread: An empirical investigation. Research in International Business and Finance, 34. pp. 233-250. ISSN 0275-5319 Available from: http://eprints.uwe.ac.uk/25236 ' Saad, M. ed, Guermat, C. and Brodie, L. (2015) National innovation and knowledge performance: The role of higher education teaching and training. Studies in Higher Education, 40 (7). pp. 1194-1209. ISSN 0307-5079 Available from: http://eprints.uwe.ac.uk/19968 ' Guermat, C. (2014) Yes, the CAPM is testable. Journal of Banking and Finance, 46. pp. 31-42. ISSN 0378-4266 Available from: http://eprints.uwe.ac.uk/25237 ' Ramdani, B., Mellahi, K., Guermat, C. and Kechad, R. (2014) The efficacy of high performance work practices in the Middle East: Evidence from Algerian firms. The International Journal of Human Resource Management, 25 (2). pp. 252-275. ISSN 0958-5192 Available from: http://eprints.uwe.ac.uk/25239 ' Hughes, M., Hughes, P., Mellahi, K. and Guermat, C. (2010) Short-term versus long term impact of managers: Evidence from the football industry. British Journal of Management, 21 (2). pp. 571-589. ISSN 1045-3172 Available from: http://eprints.uwe.ac.uk/12155 ' Guermat, C. and Freeman, M. (2010) A net beta test of asset pricing models. International Review of Financial Analysis, 19 (1). pp. 1-9. ISSN 1057-5219 Available from: http://eprints.uwe.ac.uk/12154 ' Gregory, A., Guermat, C. and Al-Shawawreh, F. (2010) UK IPOs: long run returns, behavioural timing and pseudo timing. Journal of Business Finance & Accounting, 37 (5-6). pp. 612-647. ISSN 0306-686X Available from: http://eprints.uwe.ac.uk/12153 ' Mellahi, K. and Guermat, C. (2009) The adoption of downsizing during the Asian economic crisis. Asian Business and Management, 8. pp. 225-245. ISSN 1472-4782 Available from: http://eprints.uwe.ac.uk/12156 '