Photo of Ranko Jelic

Ranko Jelic
Professor of Finance (Business and Management)
E:
T: +44 (0)1273 872597


Selected publications

Article

Aussenegg, Wolfgang, Jelic, Ranko and Ranzi, Robert (2017) Corporate insider trading in Europe. Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431

Drenovak, Mikica, Ranković, Vladimir, Ivanović, Miloš, Branko, Urošević and Jelic, Ranko (2017) Market risk management in a post-Basel II regulatory environment. European Journal of Operational Research, 257 (3). pp. 1030-1044. ISSN 0377-2217

Rankovic, Vladimir, Drenovak, Mikica, Urosevic, Branko and Jelic, Ranko (2016) Mean univariate- GARCH VaR portfolio optimization: actual portfolio approach. Computers & Operations Research, 72. pp. 83-92. ISSN 0305-0548

Aussenegg, Wolfgang, Götz, Lukas and Jelic, Ranko (2016) European asset swap spreads and the credit crisis. European Journal of Finance, 22 (7). pp. 572-600. ISSN 1351-847X

Aussenegg, Wolfgang, Goetz, Lukas and Jelic, Ranko (2015) Common factors in the performance of european corporate bonds - evidence before and after the financial crisis. European Financial Management. ISSN 1354-7798

Drenovak, Mikica, Urošević, Branko and Jelic, Ranko (2014) European bond ETFs: tracking errors and the sovereign debt crisis. European Financial Management, 20 (5). pp. 958-994. ISSN 1354-7798

Ahmad, Wasim and Jelic, Ranko (2014) Lockup agreements and survival of UK IPOs. Journal of Business Finance and Accounting, 41 (5-6). pp. 717-742. ISSN 0306-686X

Suppa-Aim, Teerapan, Jelic, Ranko and Theobald, Michael (2014) Liquidity-augmented performance evaluation of Thai’s mutual funds. Investment Management and Financial Innovations, 11 (2). pp. 28-37. ISSN 1810-4967

Zhou, D, Jelic, R and Wright, M (2014) SMBOs: buying time or improving performance? Managerial and Decision Economics, 35 (2). pp. 88-102. ISSN 0143-6570

Jelic, Ranko (2011) Staying power of UK buy-outs. Journal of Business Finance and Accounting, 38 (7-8). pp. 945-986. ISSN 0306-686X

Jelic, Ranko and Wright, Mike (2011) Exits, performance, and late stage private equity: the case of UK management buy-outs. European Financial Management, 17 (3). pp. 560-593. ISSN 1354-7798

Aussenegg, Wolfgang and Jelic, Ranko (2007) The operating performance of newly privatised firms in central European transition economies. European Financial Management, 13 (5). pp. 853-879. ISSN 1354-7798

How, Janice, Jelic, Ranko, Saadouni, Brahim and Verhoeven, Peter (2007) Share allocations and performance of KLSE second board IPOs. Pacific Basin Finance Journal, 15 (3). pp. 292-314. ISSN 0927-538X

Jelic, Ranko, Saadouni, Brahim and Wright, Mike (2005) Performance of private to public MBOs: the role of venture capital. Journal of Business Finance and Accounting, 32 (3-4). pp. 643-681. ISSN 0306-686X

Jelic, Ranko, Briston, Richard and Aussenegg, Wolfgang (2003) The choice of privatization method and the financial performance of newly privatized firms in transition economies. Journal of Business Finance and Accounting, 30 (7-8). pp. 905-940. ISSN 0306-686X

Jelic, Ranko, Saadouni, Brahim and Briston, Richard (2001) Performance of Malaysian IPOs: underwriters reputation and management earnings forecasts. Pacific Basin Finance Journal, 9 (5). pp. 457-486. ISSN 0927-538X

Jelic, Ranko and Briston, Richard (1999) Hungarian privatisation strategy and financial performance of privatised companies. Journal of Business Finance and Accounting, 26 (9-10). pp. 1319-1357. ISSN 0306-686X

Jelic, Ranko, Saadouni, Brahim and Briston, Richard (1998) The accuracy of earnings forecasts in IPO prospectuses on the Kuala Lumpur stock exchange. Accounting and Business Research, 29 (1). pp. 57-72. ISSN 0001-4788

Conference or Workshop Item

Aussenegg, W, Chen, L, Jelic, R and Maringer, D (2016) Time-varying impact of liquidity on euro corporate bond returns. In: 2016 Annual Meeting: European Financial Management Association, 29 Jun - 02 Jul 2016, Basel.

Jelic, R, Ahmad, W, Wright, M and Murinde, V (2016) Longevity exits and late stage capital. In: 30th Annniversary Conference, Centre for Management Buyouts, 23-24 June 2016, Imperial College, London.

Aussenegg, W, Chen, L, Jelic, R and Maringer, D (2016) Time-varying impact of liquidity on euro corporate bond returns. In: Behavioural Finance Working Group Conference, 13-14 June 2016, Queen Mary University of London.

Aussenegg, W, Jelic, R and Ranzi, R (2016) Corporate insider trading and the short-run price impact of private information in Europe. In: Developments in Financial Institutions Governance, and Misconduct, 28-29 April 2016, York University, Schulich School of Business.

Zhou, D, Jelic, R and Wright, M (2015) Inside SMBOs boards. In: Workshop on Corporate Governance and Investment, 10-12 December 2015, Alliance Manchester Business School.

Jelic, Ranko, Aussenegg, Wolfgang and Gotz, Lukas (2014) European asset swap spreads and the credit crisis. In: European Financial Management Association 2014 Annual Meeting, 25-28 Jun 2014, Rome, Italy.