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Revisiting the proxy-effect hypothesis : some evidence from Jordan

Al-Khazali, Osamah; Darrat, Ali F.; Sherif, Souad - In: The Middle East business and economic review 17 (2005) 2, pp. 13-19

Persistent link: https://www.econbiz.de/10003246575

Revisiting fast profit investor sentiment and stock returns during Ramadan

Al-Khazali, Osamah - In: International review of financial analysis 33 (2014), pp. 158-170

Persistent link: https://www.econbiz.de/10010520062

Stock market anomalies, market efficiency and the adaptive market hypothesis : evidence from Islamic stock indices

Al-Khazali, Osamah; Mirzaei, Ali - In: Journal of international financial markets, … 51 (2017), pp. 190-208

Persistent link: https://www.econbiz.de/10011896306

The impact of religious practice on stock returns and volatility

Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189

Persistent link: https://www.econbiz.de/10011868735

The effect of financial liberalization on stock-return volatility in GCC markets

Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 21 (2011) 5, pp. 662-685

Persistent link: https://www.econbiz.de/10009504850

Idiosyncratic risk and expected returns in frontier markets : evidence from GCC

Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554

Persistent link: https://www.econbiz.de/10009623547

Pricing, Dynamics, and Determinants of Illiquidity Risks : International Evidence

Saad, Mohsen - 2015

Using the liquidity-adjusted CAPM (LCAPM) model, we estimate three time-varying illiquidity risks based on the DCC-GARCH(1,1) for 49,351 common stocks of which 20,678 trade in 60 emerging markets and the remaining 28,673 in 23 developed markets. The reported evidence from the cross-sectional...

Persistent link: https://www.econbiz.de/10013034005

Stock extreme illiquidity and the cost of capital

Belkhir, Mohamed; Saad, Mohsen M.; Samet, Anis - In: Journal of banking & finance 112 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012225312

Are exports an engine of growth? : Another look at the evidence

Darrat, Ali F. - In: Applied economics 19 (1987) 2, pp. 277-283

Persistent link: https://www.econbiz.de/10003522100

Inflationary surprises and real economic activity in Germany : some tests based on "efficient market" expectations

Darrat, Ali F. - In: Kredit und Kapital 18 (1985) 2, pp. 230-239

Persistent link: https://www.econbiz.de/10002050006