Prof. Haitham Al-Zoubi| Alfaisal Faculty

Prof. Haitham Al-Zoubi

Professor, Department of Finance

Bio

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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.

CV

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haitham-cv - AlFAISAL UNIVERSITY 2024.pdf (216.88 KB)

Publications

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Business Cycle Variations in Manager and Investor Sentiment Indices

Journal Article Sun, 08/18/2024 - 14:30 ,

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 Tue, 08/20/2024 - 20:09 ,

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 Tue, 08/20/2024 - 20:17 ,

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 Mon, 08/08/2022 - 17:05 ,

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 Tue, 05/08/2018 - 11:23 ,

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…

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

Journal Article Mon, 08/08/2022 - 17:05 ,

Acknowledgement to Reviewers of the International Journal of Financial Studies in 2016. (2017). Int. J. Financial Stud 5, 3, 2017.

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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 Tue, 05/08/2018 - 11:25 ,

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…

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

Journal Article Tue, 05/08/2018 - 11:27 ,

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…

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

Journal Article Mon, 07/11/2022 - 12:19 ,

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 Mon, 07/11/2022 - 12:19 ,

Extreme IPO underpricing and the legal environment in wealthy emerging economies. (2015). Journal of Multinational Financial Management 31, 83-103, 2015.

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https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

A new look at the forward premium “puzzle”

Journal Article Tue, 12/30/2014 - 20:34 ,

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 Tue, 12/30/2014 - 20:34 ,

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 Tue, 12/30/2014 - 20:34 ,

Does issuing government debt needed as a Ponzi scheme in Islamic finance: A general equilibrium model. (2008). Managerial Finance, 2008, 34, 726–736.

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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 Tue, 12/30/2014 - 20:34 ,

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.

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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 Tue, 12/30/2014 - 20:34 ,

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.

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https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Notes from RFE Editors: Acknowledging the 2006 Referees

Journal Article Mon, 08/08/2022 - 17:05 ,

Notes from RFE Editors: Acknowledging the 2006 Referees. (2007). Review of Financial Economics 16, 321, 2007.

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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 Mon, 07/11/2022 - 12:19 ,

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 Tue, 12/30/2014 - 20:34 ,

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 Tue, 12/30/2014 - 20:34 ,

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.

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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 Tue, 12/30/2014 - 20:34 ,

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 Mon, 08/08/2022 - 17:05 ,

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 Tue, 12/30/2014 - 20:34 ,

Stationary component in stock prices: A reappraisal of empirical findings. (2007). Multinational Finance Journal 11 (3 4), 287-322, 2007, 11, 287–322.

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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 Tue, 12/30/2014 - 20:34 ,

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

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

Journal Article Mon, 07/11/2022 - 12:19 ,

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 Mon, 07/11/2022 - 12:19 ,

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.

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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 Tue, 12/30/2014 - 20:34 ,

A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis. (2006). Applied Financial Economics Letters 2 (4), 223-227, 2006, 2, 223–227.

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https://scholar.google.com/citations?view_op=view_citation&hl=en&user=pqGs--QAA…

Examining complex unit roots in the MENA countries industrial production indices

Journal Article Tue, 12/30/2014 - 20:34 ,

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 Tue, 12/30/2014 - 20:34 ,

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.

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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 Mon, 08/08/2022 - 17:05 ,

A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?. (2005).

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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 Tue, 12/30/2014 - 20:34 ,

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…

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

Journal Article Tue, 12/30/2014 - 20:34 ,

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 Mon, 08/08/2022 - 17:05 ,

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…

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

Journal Article Mon, 07/11/2022 - 12:19 ,

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…