Professor Dennis Philip
PhD, MSc, MBA, BCom, Higher Dipl. (Software Eng)
Dennis works in the area of financial economics.
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.
- Household Finance
- Big Data Methodologies
- Financial Markets and Asset Pricing
- Engels, C., Kumar, K. & Philip, D. (2020). Financial literacy and fraud detection . The European Journal of Finance 26(4-5): 420-442.
- Andreou, P., Harris, T. & Philip, D. (2020). Measuring firms' market orientation using textual analysis of 10-K filings. . British Journal of Management
- Andreou, P, Kagkadis, A Philip, D & Taamouti, A (2019). The information content of forward moments.. Journal of Banking and Finance 106: 527-541.
- 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. , Kagkadis, A., Maio, P. & Philip, D. (2019). Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns.. Critical Finance Review
- Maio, P. & Philip, D. (2018). Economic activity and momentum profits: further evidence. Journal of Banking and Finance 88: 466-482.
- 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., 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.
- 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.
- 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.
- 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.
- Maio, P. & Philip, D. (2015). Macro variables and the components of stock returns. Journal of Empirical Finance 33: 287-308.
- Balloch, A., Nicolae, A. & Philip, D. (2015). Stock market literacy, trust, and participation.. Review of Finance 19(5): 1925-1963.
- 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.
- Philip, D. & Shi, Y. (2015). Impact of allowance submissions in European carbon emission markets. International Review of Financial Analysis 40: 27-37.
- Kuo, J-M., Philip, D. & Zhang, Q (2013). What drives the disappearing dividends phenomenon? Journal of Banking and Finance 37(9): 3499-3514.