Dr Dennis Philip, PhD, MSc, MBA, BCom, Higher Dipl. (Software Eng)
Lecturer in Finance & Deputy Director of PhD Programme
Telephone: +44 (0) 191 33 45133
Fax: +44 (0) 191 33 45249
Room number: 200c Green Lane
Contact Dr Dennis Philip (email at dennis.philip@durham.ac.uk)
Biography
Dennis works in the area of financial economics.
Research Interests
- Asset pricing
- Macro finance
- Option pricing
- Corporate finance
Research Groups
- Accounting and Finance
Publications
Books: sections
- Philip, D. (2012). Modelling volatility and correlations in financial time series. In Introductory Econometrics – A Practical Approach. Seddighi, H.R. Routledge.
Journal papers: academic
- Kuo, J.M., Philip, D. & Zhang, Q. (2013). What drives the disappearing dividends phenomenon? Journal of Banking and Finance Forthcoming..
- McMillan, D.G. & Philip, D. (2012). Short-sale constraints and efficiency of the spot-futures dynamics. International Review of Financial Analysis 24: 129-136.
Supervises
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