Igor Lončarski
PhD

Igor Lončarski is a full professor of Finance at the School of Economics and Business, University of Ljubljana. He holds a PhD from Tilburg University in the Netherlands (2007). Igor teaches Asset Pricing and Investments courses, Empirical Finance, Corporate Valuation, Corporate Finance, Behavioral Finance, and Sustainable Finance. In addition, Igor is also a program director of MSc in Bank and Financial Management. He was previously a program director of MSc in Quantitative Finance and Actuarial Sciences and Vice-dean for research and doctoral studies at UL SEB. His research interests are in investments, credit risk, financial markets, market manipulation, and sustainable finance. Igor publishes papers in journals such as Journal of Business Ethics, Journal of Corporate Finance, Financial Management, Financial Analysts Journal, Finance Research Letters, Journal of International Financial Markets, Institutions & Money, Research in International Business and Finance, and International Review of Financial Analysis. In terms of professional service, Igor is the editor-in-chief of Risk Management journal (Springer), an associate editor of Emerging Markets Review, International Review of Financial Analysis, and a member of the editorial board of the Journal of Behavioral and Experimental Finance and subject editor of Journal of Multinational Financial Management. His current research is focused on the linear multifactor models, the relationship between qualitative aspects of financial reporting and firms' performance and risk, market manipulation, private markets, and sustainable finance.

• Skočir Matevž, Lončarski Igor
  On the importance of asset pricing factors in the relative valuation
  Research in International Business and Finance, Jun. 2024, vol. 70, part b, article no. 102366

• ANAND, Arsh, VANPÉE, Rosanne, LONČARSKI, Igor
  Sustainability and sovereign credit risk
  International Review of financial analysis. [Print ed.]. Mar. 2023, vol. 86, article no. 102494, ISSN 1057-5219. DOI: 10.1016/j.irfa.2023.102494.

• BATTEN, Jonathan A., LONČARSKI, Igor, SZILAGYI, Peter G.
  Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal
  Abacus, 58(1), 1-23, 2022

• BATTEN, Jonathan, LONČARSKI, Igor, SZILAGYI, Peter G.
  Strategic insider trading in foreign exchange markets
  Journal of corporate finance, ISSN 0929-1199, 2021

• SLAPNIK, Ursula, LONČARSKI, Igor
  On the information content of sovereign credit rating reports: Improving the predictability of rating transitions
  Journal of International Financial Markets, Institutions and Money, 73, 101344, 2021

• LONČARSKI, Igor, MARINČ, Matej
  The political economy of relationship banking
  LONČARSKI, Igor, MARINČ, Matej. The political economy of relationship banking. Research in international business and finance, 2020, doi: 10.1016/j.ribaf.2019.101078

• LONČARSKI, Igor and VIDOVIČ, Luka
  Sorting out the financials: making economic sense out of statistical factors
  Finance research letters, ISSN 1544-6123, Dec. 2019, vol. 31, p. 110-118

• LONČARSKI, Igor and SKOČIR, Matevž
  Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors
  Journal of International Financial Markets, Institutions & Money, ISSN 1042-4431. Jul. 2018, vol. 55, p. 65-80

• BATTEN, Jonathan, LONČARSKI, Igor, SZILAGYI, Peter G.
  When Kamay met Hill : organisational ethics in practice
  Journal of business ethics, Feb. 2018, vol. 147, iss. 4, p. 779-792.

• Marko KOŠAK, Shaofang LI, Igor LONČARSKI, Matej MARINČ
  Quality of Bank Capital and Bank Lending Behavior During the Global Financial Crisis
  International Review of Financial Analysis, Volume 37, January 2015, Pages 168–183

• DONG, Ming, LONČARSKI Igor, ter HORST, Jenke, VELD, Chris
  What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?
  Financial Management, Volume 41, Issue 3, pages 637–663, Fall 2012

• LONČARSKI, Igor, HORST, Jenke ter, VELD, Chris
  Why do Companies Issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
  Canadian Journal of Administrative Sciences, 2008, vol. 25, iss. 3, p. 214-236.

• LONČARSKI, Igor, HORST, Jenke ter, VELD, Chris
  The Rise and Demise of the Convertible Arbitrage Strategy
  Financial Analysts Journal, Sep. 2009, vol. 65, no. 5, p. 35-50

• LONČARSKI, Igor, HORST, Jenke ter, VELD, Chris
  Why do Companies Issue Convertible Bonds? A Review of the Theory and Empirical Evidence.
  in: RENNEBOOG, Luc (ur.). Advances in Corporate Finance and Asset Pricing. Amsterdam; Oxford: Elsevier, 2006, p. 311-339.