Silvio John Camilleri
Personal Details
First Name: | Silvio |
Middle Name: | John |
Last Name: | Camilleri |
Suffix: | |
RePEc Short-ID: | pca109 |
| |
http://home.um.edu.mt/fema/depts/2/staff/camilleris.html | |
Affiliation
Department of Banking and Finance
Faculty of Economics, Management and Accountancy
University of Malta
Msida, Maltahttp://home.um.edu.mt/fema/depts/2/
RePEc:edi:dbfummt (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
MPRA Paper
87070, University Library of Munich, Germany.
- Silvio John Camilleri & Ritienne Farrugia, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Ellul, Denise, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
MPRA Paper
77744, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
- Silvio John, Camilleri & Gail, Grech, 2017.
"The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service,"
MPRA Paper
77745, University Library of Munich, Germany.
- Silvio John Camilleri & Gail Grech, 2017. "The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-2.
- Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
- Camilleri, Silvio John, 2015.
"The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension,"
MPRA Paper
63240, University Library of Munich, Germany, revised 2015.
- Silvio John Camilleri, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
- Camilleri, Silvio John & Green, Christopher J., 2014. "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper 95302, University Library of Munich, Germany.
- Camilleri, Silvio John & Cortis, Justine & Fenech, Maria Diandra, 2013. "Service Quality and Internet Banking: Perceptions of Maltese Retail Bank Customers," MPRA Paper 62492, University Library of Munich, Germany.
- Camilleri, Silvio John & Falzon, Joseph, 2013. "The Challenges of Productivity Growth in the Small Island States of Europe: A Critical Look of Malta and Cyprus," MPRA Paper 62489, University Library of Munich, Germany.
- Camilleri, Silvio John & Galea, Gabriella, 2009. "The Diversification Potential Offered by Emerging Markets in Recent Years," MPRA Paper 62491, University Library of Munich, Germany.
- Camilleri, Silvio John & Green, Christopher, 2009.
"The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India,"
MPRA Paper
85069, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
- Camilleri, Silvio John, 2008. "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper 62493, University Library of Munich, Germany.
- Camilleri, Silvio John, 2006. "Strategic Priorities for Stock Exchanges in New EU Member States," MPRA Paper 62494, University Library of Munich, Germany.
- Camilleri, Silvio John, 2006. "An Analysis of Stock Index Distributions of Selected Emerging Markets," MPRA Paper 62490, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2005. "An Analysis of the Impacts of Non-Synchronous Trading On," Finance 0504020, University Library of Munich, Germany.
- Silvio John Camilleri, 2005.
"Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
Finance
0507006, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005. "Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data," MPRA Paper 84574, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2005.
"The Impact of the Suspension of Opening and Closing Call,"
Finance
0506006, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
- Silvio John Camilleri, 2005.
"An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta,"
Finance
0507021, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005. "An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating in Malta," MPRA Paper 84575, University Library of Munich, Germany.
- Paul V. Azzopardi & Silvio John Camilleri, 2004.
"The Relevance of Short Sales to the Maltese Stock Market,"
Finance
0409009, University Library of Munich, Germany.
- Azzopardi, Paul & Silvio John, Camilleri, 2003. "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper 84566, University Library of Munich, Germany.
Articles
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019.
"Do stock markets lead or lag macroeconomic variables? Evidence from select European countries,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019. "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper 95299, University Library of Munich, Germany.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
- Camilleri, Silvio John & Ellul, Denise, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," MPRA Paper 77744, University Library of Munich, Germany.
- Silvio John Camilleri & Gail Grech, 2017.
"The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service,"
Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-2.
- Silvio John, Camilleri & Gail, Grech, 2017. "The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service," MPRA Paper 77745, University Library of Munich, Germany.
- Silvio John Camilleri, 2015.
"The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
- Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
- Silvio John Camilleri & Christopher J. Green, 2014. "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 354-370, September.
- Silvio John Camilleri & Christopher J. Green, 2009.
"The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
- Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
RePEc:eme:mfipps:mf-11-2017-0451 is not listed on IDEAS
RePEc:eme:mfipps:v:41:y:2015:i:1:p:67-79 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Camilleri, Silvio John & Galea, Francelle, 2019.
"The Determinants of Securities Trading Activity: Evidence from four European Equity Markets,"
MPRA Paper
95298, University Library of Munich, Germany.
Cited by:
- Teplova, Tamara & Sokolova, Tatiana & Kissa, David, 2023. "Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 86(PB).
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
Cited by:
- Marie Ligocka, 2023. "The relationship between macroeconomic variables and stock market indices: evidence from Central and Eastern European countries," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 14, pages 76-107, December.
- Ferdinand Fichtner & Heike Joebges, 2024. "Stock market returns and GDP growth," IMK Studies 90-2024, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Wang, Shengquan & Chen, Langnan, 2019. "Driving factors of equity bubbles," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 304-317.
- Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
- Diego Fresoli, 2022. "Bootstrap VAR forecasts: The effect of model uncertainties," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 279-293, March.
- Fromentin, Vincent, 2022. "Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?," Finance Research Letters, Elsevier, vol. 49(C).
- Ana Monteiro & Nuno Silva & Helder Sebastião, 2023. "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-48, December.
- Stefanos Bennett & Mihai Cucuringu & Gesine Reinert, 2022. "Lead-lag detection and network clustering for multivariate time series with an application to the US equity market," Papers 2201.08283, arXiv.org.
- Tamara Teplova & Tatiana Sokolova & Sergei Gurov, 2024. "Do ESG Factors Prove Significant Predictors of Systematic and Downside Risks in the Russian Market after Controlling for Stock Liquidity?," JRFM, MDPI, vol. 17(4), pages 1-18, April.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
MPRA Paper
87070, University Library of Munich, Germany.
- Silvio John Camilleri & Ritienne Farrugia, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
Cited by:
- Lv, Fei & Yang, Chen & Fang, Libing, 2020. "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, vol. 71(C).
- D’Arcangelis, Anna Maria & Levantesi, Susanna & Rotundo, Giulia, 2021. "A complex networks approach to pension funds," Journal of Business Research, Elsevier, vol. 129(C), pages 687-702.
- Camilleri, Silvio John & Ellul, Denise, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
MPRA Paper
77744, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
Cited by:
- Michal Buszko & Dorota Krupa & Malwina Chojnacka, 2019. "Young people and banking products and services in Poland: the results of empirical studies," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(2), pages 147-164, June.
- Camilleri, Silvio John, 2015.
"Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India,"
MPRA Paper
95301, University Library of Munich, Germany.
Cited by:
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Silvio John Camilleri, 2015.
"The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
- Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Dinabandhu Bag, 2019. "Information Content Of Stocks In Call Auction Of Shorter Duration In Emerging Market," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 8(4), pages 113-132.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Green, Christopher J., 2014.
"Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India,"
MPRA Paper
95302, University Library of Munich, Germany.
Cited by:
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
MPRA Paper
84574, University Library of Munich, Germany.
- Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Cortis, Justine & Fenech, Maria Diandra, 2013.
"Service Quality and Internet Banking: Perceptions of Maltese Retail Bank Customers,"
MPRA Paper
62492, University Library of Munich, Germany.
Cited by:
- Mathai George, 2017. "Customers’ Opinion on Online Banking Service Quality - A Study in Selected Cities of Kerala," Shanlax International Journal of Economics, Shanlax Journals, vol. 6(1), pages 56-62, December.
- Camilleri, Silvio John & Ellul, Denise, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
MPRA Paper
77744, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
- Silvio John, Camilleri & Gail, Grech, 2017.
"The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service,"
MPRA Paper
77745, University Library of Munich, Germany.
- Silvio John Camilleri & Gail Grech, 2017. "The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-2.
- Camilleri, Silvio John & Falzon, Joseph, 2013.
"The Challenges of Productivity Growth in the Small Island States of Europe: A Critical Look of Malta and Cyprus,"
MPRA Paper
62489, University Library of Munich, Germany.
Cited by:
- Nicholas Sammut & Diana Spiteri & Joseph Paul Sammut & Irene Coppola & Roberta Lepre & Benjamin Lebrun, 2020. "The Status of Sustainable Social Innovation in Malta," Sustainability, MDPI, vol. 12(10), pages 1-10, May.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Petar Kurecic & Filip Kokotovic, 2017. "Examining the "Natural Resource Curse" and the Impact of Various Forms of Capital in Small Tourism and Natural Resource-Dependent Economies," Economies, MDPI, vol. 5(1), pages 1-24, February.
- Camilleri, Silvio John & Galea, Gabriella, 2009.
"The Diversification Potential Offered by Emerging Markets in Recent Years,"
MPRA Paper
62491, University Library of Munich, Germany.
Cited by:
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Green, Christopher, 2009.
"The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India,"
MPRA Paper
85069, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
Cited by:
- Rajesh Acharya & Vishal Gaikwad, 2014. "Pre-open call auction and price discovery: Evidence from India," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
- Silvio John Camilleri, 2015.
"The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
- Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
- Christos Alexakis & Vasileios Pappas & Emmanouil Skarmeas, 2021. "Market abuse under different close price determination mechanisms: A European case," Post-Print hal-03182927, HAL.
- Alexakis, Christos & Pappas, Vasileios & Skarmeas, Emmanouil, 2021. "Market abuse under different close price determination mechanisms: A European case," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min, 2020. "Market transparency and closing price behavior on month-end days: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Inci, A. Can & Ozenbas, Deniz, 2017. "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, vol. 33(C), pages 79-89.
- Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015. "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 167-178.
- A. Can Inci & Andres Ramirez & Hakan Saraoglu, 2022. "Anatomy of intraday volatility at the Chilean stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 68-98, January.
- Camilleri, Silvio John, 2008.
"Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange,"
MPRA Paper
62493, University Library of Munich, Germany.
Cited by:
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Xu, Dan & Beck, Christian, 2016. "Transition from lognormal to χ2-superstatistics for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 173-183.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John, 2006.
"Strategic Priorities for Stock Exchanges in New EU Member States,"
MPRA Paper
62494, University Library of Munich, Germany.
Cited by:
- Camilleri, Silvio John & Falzon, Joseph, 2013. "The Challenges of Productivity Growth in the Small Island States of Europe: A Critical Look of Malta and Cyprus," MPRA Paper 62489, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2005.
"An Analysis of the Impacts of Non-Synchronous Trading On,"
Finance
0504020, University Library of Munich, Germany.
Cited by:
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
MPRA Paper
84574, University Library of Munich, Germany.
- Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
MPRA Paper
84574, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2005.
"The Impact of the Suspension of Opening and Closing Call,"
Finance
0506006, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
Cited by:
- Camilleri, Silvio John, 2006. "Strategic Priorities for Stock Exchanges in New EU Member States," MPRA Paper 62494, University Library of Munich, Germany.
- Susan Thomas, 2010.
"Call Auctions: A Solution to Some Difficulties in Indian Finance,"
Working Papers
id:2597, eSocialSciences.
- Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
- Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
- Silvio John Camilleri, 2005.
"An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta,"
Finance
0507021, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005. "An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating in Malta," MPRA Paper 84575, University Library of Munich, Germany.
Cited by:
- I Nyoman Wijana Asmara Putra & Ni Made Dwi Ratnadi, 2021. "Intellectual Capital and Its Disclosure on Firm Value: Evidence of Indonesian Banking Industries," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(1), pages 86-95, January.
- Emhamad Elmansori & Adel S. Al-Hindawi, 2022. "The impact of organizational change strategies on competitive advantage in commercial banks in Al-Bayda City-Libya," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 11(1), pages 85-97, January.
- Camilleri, Silvio John & Ellul, Denise, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
MPRA Paper
77744, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
- Julius Yaw Asamoah & Linda Owusu-Agyei, 2020. "The Impact of ICT on Financial Sector Policy Reforms in Post-Financial crisis era in Ghana: An institutional theory perspective," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 9(2), pages 82-100, April.
- Marcin Korytowski, 2018. "Banks’ profitability determinants in post-crisis European Union," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 7(1), pages 01-12, January.
- Miron Vasile Cristian Ioachim & Avram (Boitos) Camelia & Mihalcea Mihaela Maria, 2017. "Profit And Loss Account – Synthetic Expression Of Absolute Return," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 191-196, August.
- Silvio John, Camilleri & Gail, Grech, 2017.
"The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service,"
MPRA Paper
77745, University Library of Munich, Germany.
- Silvio John Camilleri & Gail Grech, 2017. "The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-2.
- Camilleri, Silvio John & Falzon, Joseph, 2013. "The Challenges of Productivity Growth in the Small Island States of Europe: A Critical Look of Malta and Cyprus," MPRA Paper 62489, University Library of Munich, Germany.
- Camilleri, Silvio John & Cortis, Justine & Fenech, Maria Diandra, 2013. "Service Quality and Internet Banking: Perceptions of Maltese Retail Bank Customers," MPRA Paper 62492, University Library of Munich, Germany.
- Paul V. Azzopardi & Silvio John Camilleri, 2004.
"The Relevance of Short Sales to the Maltese Stock Market,"
Finance
0409009, University Library of Munich, Germany.
- Azzopardi, Paul & Silvio John, Camilleri, 2003. "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper 84566, University Library of Munich, Germany.
Cited by:
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
MPRA Paper
84574, University Library of Munich, Germany.
- Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
Articles
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019.
"Do stock markets lead or lag macroeconomic variables? Evidence from select European countries,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
See citations under working paper version above.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019. "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper 95299, University Library of Munich, Germany.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
See citations under working paper version above.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Silvio John Camilleri & Denise Ellul, 2017.
"Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(2), pages 51-63, April.
See citations under working paper version above.
- Camilleri, Silvio John & Ellul, Denise, 2017. "Younger Customers' Outlooks when Selecting and Changing a Financial Services Provider: The Case of Maltese Students," MPRA Paper 77744, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2014.
"Stock market predictability,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 354-370, September.
Cited by:
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
MPRA Paper
84574, University Library of Munich, Germany.
- Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019.
"Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries,"
MPRA Paper
95299, University Library of Munich, Germany.
- Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Silvio John Camilleri & Christopher J. Green, 2009.
"The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
See citations under working paper version above.
- Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (5) 2004-09-12 2005-04-30 2005-06-14 2005-07-11 2005-08-13. Author is listed
- NEP-FMK: Financial Markets (5) 2005-08-13 2015-04-02 2018-06-25 2019-07-29 2019-08-19. Author is listed
- NEP-CFN: Corporate Finance (2) 2005-07-11 2005-08-13
- NEP-PAY: Payment Systems and Financial Technology (2) 2017-04-16 2017-04-30
- NEP-RMG: Risk Management (2) 2005-04-30 2018-06-25
- NEP-EEC: European Economics (1) 2019-07-29
- NEP-ICT: Information and Communication Technologies (1) 2017-04-16
- NEP-MAC: Macroeconomics (1) 2019-07-29
- NEP-MST: Market Microstructure (1) 2019-08-19
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