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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

Who drove and burst the tech bubble?

Griffin, John M.; Harris, Jeffrey H.; Shu, Tao; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1251-1290

Persistent link: https://www.econbiz.de/10009267693

Networks, interconnectedness, and interbank information asymmetry

Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - In: Journal of financial stability 67 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014455506