|Professor in Finance in the Business School||MHL 166||+44 (0) 191 33 45133|
Dennis Philip holds a PhD in Finance. His research contributes to the understanding of the interactions between firm characteristics and financial markets. His research has been funded by financial companies, central banks and recently from the European Commission. He is involved in various policy-led research projects, in particular research in financial literacy and inclusion in emerging markets, with international connectivity in both academia and practice.
He has previously served as the PhD Programme Director for Economics and Finance, and is now the Director of the Centre for Banking, Institutions and Development (CBID) research group.
Dennis works in the area of financial economics.
- Household Finance
- Big Data Methodologies
- Financial Markets and Asset Pricing
- Delis, M. D., Hong, S., Paltalidis, N. & Philip, D. (2022). Forward Guidance and Corporate Lending. Review of Finance 26(4): 899-935.
- Balloch, Adnan Engels, Christian & Philip, Dennis (2022). When It Rains It Drains: Psychological Distress and Household Net Worth. Journal of Banking and Finance
- Andreou, P. Kagkadis, A., Maio, P. & Philip, D. (2021). Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns. Critical Finance Review 10(1): 65-81.
- Andreou, Panayiotis C., Fiordelisi, Franco, Harris, Terry & Philip, Dennis (2022). Institutional ownership and firms’ thrust to compete. British Journal of Management 33(3): 1346-1370.
- Cooper, Ilan, Ma, Liang, Maio Paulo & Philip, Dennis (2021). Multifactor Models and Their Consistency with the APT. Review of Asset Pricing Studies 11(2): 402-444.
- Andreou, P., Harris, T. & Philip, D. (2020). Measuring firms' market orientation using textual analysis of 10-K filings. British Journal of Management 31(4): 872-895.
- Andreou, P, Kagkadis, A Philip, D & Taamouti, A (2019). The information content of forward moments. Journal of Banking and Finance 106: 527-541.
- Engels, C., Kumar, K. & Philip, D. (2020). Financial literacy and fraud detection. The European Journal of Finance 26(4-5): 420-442.
- Andreou, P.C., Kagkadis, A., Philip, D. & Tuneshev, T. (2018). Differences in options investors' expectations and the cross-section of stock returns. Journal of Banking and Finance 94: 315-336.
- Maio, P. & Philip, D. (2018). Economic activity and momentum profits: further evidence. Journal of Banking and Finance 88: 466-482.
- Aktas, N., Andreou, P.C., Karasamani, I. & Philip, D. (2019). CEO duality, agency costs, and internal capital allocation efficiency. British Journal of Management 30(2): 473-493.
- Andreou, P. & Philip, D. (2018). Financial knowledge among university students and implications for personal debt and fraudulent investments. Cyprus Economic Policy Review 12(2): 3-23.
- Andreou, P.C., Cooper, I., Louca, C. & Philip, D. (2017). Bank loan loss accounting treatments, credit cycles and crash risk. The British Accounting Review 49(5): 474-492.
- Philip, D. & Shi, Y. (2016). Optimal hedging in carbon emission markets using Markov regime switching models. Journal of International Financial Markets, Institutions and Money 43: 1-15.
- Andreou, P., Philip, D. & Robejsek, P. (2016). Bank liquidity creation and risk-taking: Does managerial ability matter? Journal of Business Finance and Accounting 43(1-2): 226-259.
- Maio, P. & Philip, D. (2015). Macro variables and the components of stock returns. Journal of Empirical Finance 33: 287-308.
- Philip, D. & Shi, Y. (2015). Impact of allowance submissions in European carbon emission markets. International Review of Financial Analysis 40: 27-37.
- Ferguson, N.J., Philip, D., Lam, H.Y.T. & Guo, M. (2015). Media content and stock returns the predictive power of press. Multinational Finance Journal 19(1): 1-31.
- Balloch, A., Nicolae, A. & Philip, D. (2015). Stock market literacy, trust, and participation. Review of Finance 19(5): 1925-1963.
- Kuo, J-M., Philip, D. & Zhang, Q (2013). What drives the disappearing dividends phenomenon? Journal of Banking and Finance 37(9): 3499-3514.
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