Elyas Elyasiani - Publications

Affiliations: 
Economics Temple University, Philadelphia, PA, United States 
Area:
General Economics, Banking Business Administration, Finance

69 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Elyasiani E, Hasan I, Kalotychou E, Pouliasis PK, Staikouras SK. Banks’ equity performance and the term structure of interest rates Financial Markets, Institutions and Instruments. 29: 43-64. DOI: 10.1111/Fmii.12125  0.487
2020 Elyasiani E, Gambarelli L, Muzzioli S. The use of option prices to assess the skewness risk premium Applied Economics. 1-18. DOI: 10.1080/00036846.2020.1783430  0.477
2020 Elyasiani E, Gambarelli L, Muzzioli S. Moment risk premia and the cross-section of stock returns in the European stock market Journal of Banking and Finance. 111: 105732. DOI: 10.1016/J.Jbankfin.2019.105732  0.532
2019 Deacle S, Elyasiani E. Federal Home Loan Bank Advances and Bank and Thrift Holding Company Risk: Evidence from the Stock Market Real Estate Economics. 47: 1013-1054. DOI: 10.1111/1540-6229.12174  0.548
2019 Elyasiani E, Jia J, Movaghari H. Determinants of dividend payout and dividend propensity in an emerging market, Iran: an application of the LASSO Applied Economics. 51: 4576-4596. DOI: 10.1080/00036846.2019.1593315  0.454
2019 Elyasiani E, Jia J(. Relative performance and systemic risk contributions of small and large banks during the financial crisis The Quarterly Review of Economics and Finance. 74: 220-241. DOI: 10.1016/J.Qref.2019.01.010  0.471
2017 Elyasiani E, Wen Y, Zhang R. Institutional Ownership And Earning Management By Bank Holding Companies Journal of Financial Research. 40: 147-178. DOI: 10.1111/Jfir.12120  0.409
2017 Elyasiani E, Zhang L. CEO entrenchment and loan syndication The Quarterly Review of Economics and Finance. 67: 334-346. DOI: 10.1016/J.Qref.2017.07.014  0.409
2017 Deng S, Elyasiani E, Mao CX. Derivatives-hedging, risk allocation and the cost of debt: Evidence from bank holding companies The Quarterly Review of Economics and Finance. 65: 114-127. DOI: 10.1016/J.Qref.2016.06.004  0.603
2017 Elyasiani E, Mansur I. Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model Journal of Financial Stability. 28: 49-65. DOI: 10.1016/J.Jfs.2016.12.001  0.385
2016 Elyasiani E, Staikouras SK, Dontis-Charitos P. Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers Journal of Risk and Insurance. 83: 681-718. DOI: 10.1111/Jori.12066  0.5
2016 Deacle S, Elyasiani E. Cost of debt and federal home loan bank funding at U.S. bank and thrift holding companies Applied Economics. 1-16. DOI: 10.1080/00036846.2016.1167826  0.443
2015 Chang MS, Elyasiani E. Do insurance activities enhance the performance of financial services holding companies? Applied Economics. 47: 3559-3576. DOI: 10.1080/00036846.2015.1019032  0.463
2015 Elyasiani E, Zhang L. Bank holding company performance, risk, and "busy" board of directors Journal of Banking and Finance. 60: 239-251. DOI: 10.1016/J.Jbankfin.2015.08.022  0.528
2015 Elyasiani E, Zhang L. CEO entrenchment and corporate liquidity management Journal of Banking and Finance. 54: 115-128. DOI: 10.1016/J.Jbankfin.2015.01.014  0.378
2014 Elyasiani E, Mester LJ, Pagano MS. Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle Journal of Financial Stability. 11: 62-84. DOI: 10.2139/Ssrn.2269223  0.53
2014 Deacle S, Elyasiani E. Real estate investment by Bank Holding Companies and their risk and return: Nonparametric and GARCH procedures Applied Financial Economics. 24: 907-926. DOI: 10.1080/09603107.2014.916385  0.517
2014 Elyasiani E, Kalotychou E, Staikouras SK, Zhao G. Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods Journal of Financial Services Research. 48: 21-52. DOI: 10.1007/S10693-014-0200-Z  0.543
2013 Deng S, Elyasiani E, Jia J. Institutional ownership, diversification, and riskiness of bank holding companies Financial Review. 48: 385-415. DOI: 10.1111/Fire.12008  0.609
2013 Elyasiani E, Mansur I, Odusami B. Sectoral stock return sensitivity to oil price changes: A double-threshold FIGARCH model Quantitative Finance. 13: 593-612. DOI: 10.1080/14697688.2012.721562  0.338
2013 Bai G, Elyasiani E. Bank stability and managerial compensation Journal of Banking and Finance. 37: 799-813. DOI: 10.1016/J.Jbankfin.2012.10.026  0.605
2012 Elyasiani E, Wang Y. Bank holding company diversification and production efficiency Applied Financial Economics. 22: 1409-1428. DOI: 10.1080/09603107.2012.657351  0.376
2011 Cheng J, Elyasiani E, Jia JJ. Institutional ownership stability and risk taking: Evidence from the life-health insurance industry Journal of Risk and Insurance. 78: 609-641. DOI: 10.1111/J.1539-6975.2011.01427.X  0.457
2011 Choi BP, Elyasiani E. Foreign-owned insurer performance in the US property-liability markets Applied Economics. 43: 291-306. DOI: 10.1080/00036840802552353  0.472
2011 Elyasiani E, Mansur I, Odusami B. Oil price shocks and industry stock returns Energy Economics. 33: 966-974. DOI: 10.1016/J.Eneco.2011.03.013  0.372
2011 Elyasiani E, Jia J. Performance persistence of closed-end funds Review of Quantitative Finance and Accounting. 37: 381-408. DOI: 10.1007/S11156-010-0209-9  0.51
2010 Cheng J, Elyasiani E, Lin TT. Market reaction to regulatory action in the insurance industry: The case of contingent commission Journal of Risk and Insurance. 77: 347-368. DOI: 10.1111/J.1539-6975.2009.01327.X  0.499
2010 Elyasiani E, Jia J. Distribution of institutional ownership and corporate firm performance Journal of Banking and Finance. 34: 606-620. DOI: 10.1016/J.Jbankfin.2009.08.018  0.445
2010 Elyasiani E, Jia JJ, Mao CX. Institutional ownership stability and the cost of debt Journal of Financial Markets. 13: 475-500. DOI: 10.1016/J.Finmar.2010.05.001  0.356
2010 Elyasiani E, Mansur I, Wetmore JL. Real-Estate risk effects on financial institutions' stock return distribution: A bivariate GARCH analysis Journal of Real Estate Finance and Economics. 40: 89-107. DOI: 10.1007/S11146-008-9125-3  0.559
2008 Carson JM, Elyasiani E, Mansur I. Market risk, interest rate risk, and interdependencies in insurer stock returns: A system-GARCH model Journal of Risk and Insurance. 75: 873-891. DOI: 10.1111/J.1539-6975.2008.00289.X  0.522
2008 Deng S, Elyasiani E. Geographic diversification, bank holding company value, and risk Journal of Money, Credit and Banking. 40: 1217-1238. DOI: 10.1111/J.1538-4616.2008.00154.X  0.421
2008 Elyasiani E, Zhao W. International interdependence of an emerging market: The case of Iran Applied Economics. 40: 395-412. DOI: 10.1080/00036840600707027  0.462
2008 Elyasiani E, Jia JJ. Institutional ownership stability and BHC performance Journal of Banking and Finance. 32: 1767-1781. DOI: 10.1016/J.Jbankfin.2007.12.010  0.433
2007 Brewer E, Carson JM, Elyasiani E, Mansur I, Scott WL. Interest rate risk and equity values of life insurance companies: A GARCH-M model Journal of Risk and Insurance. 74: 401-423. DOI: 10.1111/J.1539-6975.2007.00218.X  0.431
2007 Elyasiani E, Kocagil AE, Mansur I. Information transmission and spillover in currency markets: A generalized variance decomposition analysis Quarterly Review of Economics and Finance. 47: 312-330. DOI: 10.1016/J.Qref.2006.05.004  0.399
2007 Deng S(, Elyasiani E, Mao CX. Diversification and the cost of debt of bank holding companies Journal of Banking and Finance. 31: 2453-2473. DOI: 10.1016/J.Jbankfin.2006.10.024  0.55
2007 Elyasiani E, Mansur I, Pagano MS. Convergence and risk-return linkages across financial service firms Journal of Banking and Finance. 31: 1167-1190. DOI: 10.1016/J.Jbankfin.2006.10.006  0.567
2005 Elyasiani E, Mansur I. The association between market and exchange rate risks and accounting variables: A GARCH model of the Japanese banking institutions Review of Quantitative Finance and Accounting. 25: 183-206. DOI: 10.1007/S11156-005-4248-6  0.534
2004 Elyasiani E, Mansur I. Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach Managerial Finance. 30: 32-55. DOI: 10.1108/03074350410769263  0.48
2004 Elyasiani E, Goldberg LG. Relationship lending: A survey of the literature Journal of Economics and Business. 56: 315-330. DOI: 10.1016/J.Jeconbus.2004.03.003  0.424
2003 Elyasiani E, Mansur I. International Spillover of Risk and Return Among Major Banking Institutions: A Bivariate GARCH Model Journal of Accounting, Auditing & Finance. 18: 303-330. DOI: 10.1177/0148558X0301800207  0.494
2002 Elyasiani E, Rezvanian R. A comparative multiproduct cost study of foreign-owned and domestic-owned US banks Applied Financial Economics. 12: 271-284. DOI: 10.1080/09603100110090136  0.439
2002 Puri TN, Elyasiani E, Westbrook JR. Mean aversion and return predictability in currency futures Applied Financial Economics. 12: 9-18. DOI: 10.1080/09603100110088012  0.468
2002 Elyasiani E, Guo L, Tang L. The determinants of debt maturity at issuance: A system-based model Review of Quantitative Finance and Accounting. 19: 351-377. DOI: 10.1023/A:1021161309198  0.374
2001 Elyasiani E, Kocagil AE. Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data Journal of Banking and Finance. 25: 1161-1186. DOI: 10.1016/S0378-4266(00)00126-6  0.371
2000 Elyasiani E, Hauser S, Lauterbach B. Market Response to Liquidity Improvements: Evidence from Exchange Listings The Financial Review. 35: 1-14. DOI: 10.1111/J.1540-6288.2000.Tb01403.X  0.461
1999 Elyasiani E, Zadeh AHM. Econometric tests of alternative scale variables in money demand in open economies: International evidence from selected OECD countries Quarterly Review of Economics and Finance. 39: 193-211. DOI: 10.1016/S1062-9769(99)00011-3  0.359
1998 Elyasiani E, Perera P, Puri TN. Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners Journal of Multinational Financial Management. 8: 89-101. DOI: 10.1016/S1042-444X(98)00020-6  0.472
1998 Elyasiani E, Mansur I. Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model Journal of Banking and Finance. 22: 535-563. DOI: 10.1016/S0378-4266(98)00003-X  0.466
1997 Choi JJ, Elyasiani E. Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks Journal of Financial Services Research. 12: 267-286. DOI: 10.2139/Ssrn.929  0.357
1996 Rezvanian R, Mahdian S, Elyasiani E. Economics of scale and scope in small depository institutions: Evidence from U.S. cooperative banks Quarterly Review of Economics and Finance. 36: 39-54. DOI: 10.1016/S1062-9769(96)90028-9  0.392
1996 Elyasiani E, Goldberg LG. International banking and financial markets: Introduction Journal of Economics and Business. 48: 205-206. DOI: 10.1016/0148-6195(96)88807-2  0.491
1995 Elyasiani E, Kopecky KJ, VanHoose DD. Costs of Adjustment, Portfolio Separation, and the Dynamic Behavior of Bank Loans and Deposits Journal of Money, Credit and Banking. 27: 955-974. DOI: 10.2307/2077782  0.434
1995 Mansur I, Elyasiani E. Sensitivity of Bank Equity Returns to the Level and Volatility of Interest Rates Managerial Finance. 21: 57-77. DOI: 10.1108/Eb018528  0.397
1995 Elyasiani E, Mehdian S. The comparative efficiency performance of small and large US commercial banks in the pre- and post-deregulation eras Applied Economics. 27: 1069-1079. DOI: 10.1080/00036849500000090  0.412
1995 Elyasiani E, Zadeh AHM. Generalized functional forms and demand for money in an open economy: The case of the United Kingdom Applied Economics. 27: 737-743. DOI: 10.1080/00036849500000063  0.397
1994 Elyasiani E, Mehdian S, Rezvanian R. An empirical test of association between production and financial performance: The case of the commercial banking industry Applied Financial Economics. 4: 55-60. DOI: 10.1080/758522125  0.473
1994 Mansur I, Elyasiani E. An examination of the impact of the 1989 FIRREA on the market value of commercial banks and savings and loans Applied Financial Economics. 4: 11-22. DOI: 10.1080/758522121  0.341
1994 Elyasiani E, Nasseh A. The appropriate scale variable in the U.S. money demand: An application of nonnested tests of consumption versus income measures Journal of Business and Economic Statistics. 12: 47-55. DOI: 10.1080/07350015.1994.10509990  0.301
1993 Elyasiani E, Mehdian S. Measuring technical and scale inefficiencies in the beer industry: Nonparametric and parametric evidence Quarterly Review of Economics and Finance. 33: 383-408. DOI: 10.1016/1062-9769(93)90005-5  0.309
1992 Choi JJ, Elyasiani E, Kopecky KJ. The sensitivity of bank stock returns to market, interest and exchange rate risks Journal of Banking and Finance. 16: 983-1004. DOI: 10.1016/0378-4266(92)90036-Y  0.505
1992 Elyasiani E, Mehdian S. Productive efficiency performance of minority and nonminority-owned banks: A nonparametric approach Journal of Banking and Finance. 16: 933-948. DOI: 10.1016/0378-4266(92)90033-V  0.375
1990 Elyasiani E, Mehdian S. Efficiency in the commercial banking industry, a production frontier approach Applied Economics. 22: 539-551. DOI: 10.1080/00036849000000010  0.321
1990 Elyasiani E, Mehdian SM. A nonparametric approach to measurement of efficiency and technological change: The case of large U.S. commercial banks Journal of Financial Services Research. 4: 157-168. DOI: 10.1007/Bf00352569  0.345
1988 Meinster DR, Elyasiani E. The performance of foreign owned, minority owned, and holding company owned banks in the U.S Journal of Banking and Finance. 12: 293-313. DOI: 10.1016/0378-4266(88)90041-6  0.439
1984 Elyasiani E. The Multiproduct Depository Firm, Interest-Bearing Transaction Balances, Interest-Bearing Reserves, and Uncertainty Bulletin of Economic Research. 36: 173-193. DOI: 10.1111/J.1467-8586.1984.Tb00532.X  0.46
1984 Nasseh AR, Elyasiani E. Energy price shocks in the 1970s. Impact on industrialized economies Energy Economics. 6: 231-244. DOI: 10.1016/0140-9883(84)90002-1  0.419
1983 Elyasiani E. The Two Product Banking Firm Under Uncertainty Southern Economic Journal. 49: 1002. DOI: 10.2307/1058103  0.409
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