Prof. Haitham Al-Zoubi

Professor, Department of Finance

Email

Bio

Add
Professor of Finance

Haitham A. Al-Zoubi is a financial economist with consulting, research, and teaching in asset pricing, financial engineering, corporate finance, and Islamic finance. He is currently a professor of finance at Alfaisal University. He worked as Deputy Director General for Research and Development at Jordan's Social Security Corporation where he had fundamental contributions to Jordan Social Security policy and reform. He is a board of director for First Finance Corporation - a leading finance company in Jordan- and he is a financial engineer for Jefferies group since 2017 .  Dr. Al-Zoubi received his PhD in Finance from the University of New Orleans, Louisiana, USA in 2003. He worked as an associate professor of finance at United Arab Emirates University and as an assistant professor of finance at the Hashemite University. He has 29 papers published in highly ranked refereed academic journals like; Journal of Empirical Finance, Review of Derivatives Research, Journal of Futures Markets, Journal of Behavioral Finance,  Annals of Finance, Quarterly Journal of Finance, ABACUS, International Journal of Theoretical and Applied Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions and Money and the Quarterly Review of Economics and Finance.

Publications

Add

Business Cycle Variations in Manager and Investor Sentiment Indices

Journal Article ,
Business Cycle Variations in Manager and Investor Sentiment Indices . (2024). Journal of Behavioral Finance.
Google scholar Link
https://scholar.google.com/scholar?hl=en&as_sdt=0%2C5&q=Business%20Cycle%20Vari…

An affine model for short rates when monetary policy is path dependent

Journal Article ,
An affine model for short rates when monetary policy is path dependent. (2024). Review of Derivatives Research, 27, 50.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Disentangling Sentiment from Cyclicality in Firm Capital Structure

Journal Article ,
Al-Zoubi, H. A. (2023). Disentangling Sentiment from Cyclicality in Firm Capital Structure. ABACUS, 59(2), 35.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Bond and option prices with permanent shocks

Journal Article ,
Bond and option prices with permanent shocks. (2019). Journal of Empirical Finance 53, 272-290, 2019.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Business cycles, financial cycles and capital structure

Journal Article ,
Business cycles, financial cycles and capital structure. (2018). Annals of Finance 14 (1), 105-123, 2018, 18(1), 105-123.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Under-or-overreaction: Market responses to announcements of earnings surprises

Journal Article ,
Under-or-overreaction: Market responses to announcements of earnings surprises. (2017). International Review of Financial Analysis 52, 160-171, 2017, 52, 160-171.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Acknowledgement to Reviewers of the International Journal of Financial Studies in 2016

Journal Article ,
Acknowledgement to Reviewers of the International Journal of Financial Studies in 2016. (2017). Int. J. Financial Stud 5, 3, 2017.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Cyclical and persistent carry trade returns and forward premia

Journal Article ,
Cyclical and persistent carry trade returns and forward premia. (2017). Quarterly Journal of Finance 7 (04), 1750010, 2017, 6(4), 1-39.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

IPO underpricing in supply and demand framework: evidence from a market of retailers

Journal Article ,
IPO underpricing in supply and demand framework: evidence from a market of retailers. (2016). Applied Economics 48 (60), 5835-5849, 2016.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Extreme IPO underpricing and the legal environment in wealthy emerging economies

Journal Article ,
Extreme IPO underpricing and the legal environment in wealthy emerging economies. (2015). Journal of Multinational Financial Management 31, 83-103, 2015.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

A new look at the forward premium “puzzle”

Journal Article ,
A new look at the forward premium “puzzle”. (2011). Journal of Futures Markets 31 (7), 599-628, 2011, 31, 599–628.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Short-term spot rate models with nonparametric deterministic drift

Journal Article ,
Short-term spot rate models with nonparametric deterministic drift. (2009). The Quarterly Review of Economics and Finance 49 (3), 731-747, 2009, 49, 731–747.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Does issuing government debt needed as a Ponzi scheme in Islamic finance: A general equilibrium model

Journal Article ,
Does issuing government debt needed as a Ponzi scheme in Islamic finance: A general equilibrium model. (2008). Managerial Finance, 2008, 34, 726–736.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

The long swings in the spot exchange rates and the complex unit roots hypothesis

Journal Article ,
The long swings in the spot exchange rates and the complex unit roots hypothesis. (2008). Journal of International Financial Markets, Institutions and Money 18 (3 …, 2008, 18, 236–244.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

The tail behavior of extreme stock returns in the Gulf emerging markets: an implication for financial risk management

Journal Article ,
The tail behavior of extreme stock returns in the Gulf emerging markets: an implication for financial risk management. (2008). Studies in Economics and Finance, 2008, 25, 21–37.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Market efficiency, time‐varying volatility and the asymmetric effect in Amman stock exchange

Journal Article ,
Market efficiency, time‐varying volatility and the asymmetric effect in Amman stock exchange. (2007). Managerial Finance, 2007.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Market efficiency, time-varying volatility and the asymmetric effect in Amman stock exchange

Journal Article ,
Market efficiency, time-varying volatility and the asymmetric effect in Amman stock exchange. (2007). Managerial Finance, 33, 490–499.

Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach

Journal Article ,
Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach. (2007). Review of Pacific Basin Financial Markets and Policies 10 (01), 51-61, 2007, 10, 51–61.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

The relative risk performance of Islamic finance: a new guide to less risky investments

Journal Article ,
The relative risk performance of Islamic finance: a new guide to less risky investments. (2007). International Journal of Theoretical and Applied Finance 10 (02), 235-249, 2007, 10, 235–249.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Bashir.(2007).''Market Efficiency, Time Varying Volatility and the Asymmetric Effect in ASE''

Journal Article ,
Bashir.(2007).’’Market Efficiency, Time Varying Volatility and the Asymmetric Effect in ASE’’. (2007). Managerial Finance 33 (7), 490-499, 2007.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Stationary component in stock prices: A reappraisal of empirical findings

Journal Article ,
Stationary component in stock prices: A reappraisal of empirical findings. (2007). Multinational Finance Journal 11 (3 4), 287-322, 2007, 11, 287–322.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Notes from RFE Editors: Acknowledging the 2006 Referees

Journal Article ,
Notes from RFE Editors: Acknowledging the 2006 Referees. (2007). Review of Financial Economics 16, 321, 2007.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets

Journal Article ,
Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets. (2006). International Journal of Managerial Finance, 2006.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Does Fisher Effect Apply in Developing Countries: Evidence from a Nonlinear Cotrending Test Applied to Argentina, Brazil, Malysia, Mexico, South Korea and Turkey

Journal Article ,
Does Fisher Effect Apply in Developing Countries: Evidence from a Nonlinear Cotrending Test Applied to Argentina, Brazil, Malysia, Mexico, South Korea and Turkey. (2006). Applied Econometrics and International Development 6 (2), 2006.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis

Journal Article ,
A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis. (2006). Applied Financial Economics Letters 2 (4), 223-227, 2006, 2, 223–227.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Value-at-risk under extreme values: the relative performance in MENA emerging stock markets

Journal Article ,
Value-at-risk under extreme values: the relative performance in MENA emerging stock markets. (2006). International Journal of Managerial Finance, 2, 154–172.

Examining complex unit roots in the MENA countries industrial production indices

Journal Article ,
Examining complex unit roots in the MENA countries industrial production indices. (2005). Applied Economics Letters 12 (4), 255-259, 2005, 12, 255–259.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis

Journal Article ,
Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis. (2005). Global Business & Economics Review 7 (4), 324-342, 2005, 7, 324–342.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?

Journal Article ,
A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?. (2005).
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Free Trade Agreements and Equity Market Integration: A Case of U.S. and Jordan

Journal Article ,
Free Trade Agreements and Equity Market Integration: A Case of U.S. and Jordan. (2005). Applied Finance Economics, 15(1), 11.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

A note on the paper by HJ Bierens:“complex unit roots and business cycles: are they real?”

Journal Article ,
A note on the paper by HJ Bierens:“complex unit roots and business cycles: are they real?”. (2004). Econometric Theory 20 (3), 636-637, 2004.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Modeling the dynamic interdependence of MENA stock markets: A multivariate Analysis

Journal Article ,
Modeling the dynamic interdependence of MENA stock markets: A multivariate Analysis. (2004). Journal of Economic Research 9 (2), 239-270, 2004, 9, 239–270.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

The Determinants of Corporate Debt Maturity Structure: Some Panel Data Results

Journal Article ,
The Determinants of Corporate Debt Maturity Structure: Some Panel Data Results. (2004).
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

New evidence on interest rate and foreign exchange rate modeling

Journal Article ,
New evidence on interest rate and foreign exchange rate modeling. (2003). University of New Orleans, 2003.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Do price limits moderate stock market fluctuations? An evidence from the tail distribution of SET stock returns

Journal Article ,
Do price limits moderate stock market fluctuations? An evidence from the tail distribution of SET stock returns.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Debt, Zakat and Optimal Taxation in Islamic Economy

Journal Article ,
Debt, Zakat and Optimal Taxation in Islamic Economy.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

AWARDS, LECTURESHIPS, PRIZES, OR DECURATIONS

Journal Article ,
AWARDS, LECTURESHIPS, PRIZES, OR DECURATIONS.
Google scholar Link
https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Presentations

Add
No Presentation added

Calendar

Add
No Event Found

Announcements

Add
No Announcement Found

Classes

Add
No Content Added