Professor Dennis Philip, PhD, MSc, MBA, BCom, Higher Dipl. (Software Eng)
Dennis Philip holds a PhD in Finance from Cass Business School. 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 served as the PhD Deputy Programme Director (2012-15) and is the Director of the Centre for Banking, Institutions and Development (CBID) research group.
Dennis works in the area of financial economics.
- Centre for Banking, Institutions and Development (CBID)
- Economics & Finance Faculty
- Quantitative Research in Financial Economics
- Asset pricing
- Household finance
Chapter in book
- Philip, D. (2012). Modelling volatility and correlations in financial time series. In Introductory Econometrics – A Practical Approach. Seddighi, H.R. Routledge.
- Aktas, N., Andreou, P.C., Karasamani, I. & Philip, D. (2018). CEO duality, agency costs, and internal capital allocation efficiency. British Journal of Management
- 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.
- Andreou, P. & Philip, D. (2018). Financial knowledge among university students and implications for personal debt and fraudulent investments. Cyprus Economic Policy Review
- 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.
- Philip, D. & Shi, Y. (2015). Impact of allowance submissions in European carbon emission markets. International Review of Financial Analysis 40: 27-37.
- Maio, P. & Philip, D. (2015). Macro variables and the components of stock returns. Journal of Empirical Finance 33: 287-308.
- 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.
- McMillan, D.G. & Philip, D. (2012). Short-sale constraints and efficiency of the spot-futures dynamics. International Review of Financial Analysis 24: 129-136.