Haitham Akram Abdallah Al Zoubi

Professor, Department of Finance

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Professor of Finance

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Bond and option prices with permanent shocks

Journal Article Mon, 08/08/2022 - 17:05,
Bond and option prices with permanent shocks. (2019). Bond and option prices with permanent shocks. Journal Of Empirical Finance 53, 272-290, 2019.

Business cycles, financial cycles and capital structure

Journal Article Tue, 05/08/2018 - 11:23,
Business cycles, financial cycles and capital structure. (2018). Business cycles, financial cycles and capital structure. Annals Of Finance 14 (1), 105-123, 2018, 18(1), 105-123.

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). Under-or-overreaction: Market responses to announcements of earnings surprises. International Review Of Financial Analysis 52, 160-171, 2017, 52, 160-171.

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). Cyclical and persistent carry trade returns and forward premia. Quarterly Journal Of Finance 7 (04), 1750010, 2017, 6(4), 1-39.

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

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). IPO underpricing in supply and demand framework: evidence from a market of retailers. Applied Economics 48 (60), 5835-5849, 2016.

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

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). A new look at the forward premium “puzzle”. Journal Of Futures Markets 31 (7), 599-628, 2011, 31, 599–628.

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). Short-term spot rate models with nonparametric deterministic drift. The Quarterly Review Of Economics And Finance 49 (3), 731-747, 2009, 49, 731–747.

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

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). The long swings in the spot exchange rates and the complex unit roots hypothesis. Journal Of International Financial Markets, Institutions And Money 18 (3 …, 2008, 18, 236–244.

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). The tail behavior of extreme stock returns in the Gulf emerging markets: an implication for financial risk management. Studies In Economics And Finance, 2008, 25, 21–37.

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

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). Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach. Review Of Pacific Basin Financial Markets And Policies 10 (01), 51-61, 2007, 10, 51–61.

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). The relative risk performance of Islamic finance: a new guide to less risky investments. International Journal Of Theoretical And Applied Finance 10 (02), 235-249, 2007, 10, 235–249.

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

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). Bashir.(2007).''Market Efficiency, Time Varying Volatility and the Asymmetric Effect in ASE''. Managerial Finance 33 (7), 490-499, 2007.

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

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). Market efficiency, time‐varying volatility and the asymmetric effect in Amman stock exchange. Managerial Finance, 2007.

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

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

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). Does Fisher Effect Apply in Developing Countries: Evidence from a Nonlinear Cotrending Test Applied to Argentina, Brazil, Malysia, Mexico, South Korea and Turkey. Applied Econometrics And International Development 6 (2), 2006.

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). Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets. International Journal Of Managerial Finance, 2006.

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

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). Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis. Global Business & Economics Review 7 (4), 324-342, 2005, 7, 324–342.

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). Examining complex unit roots in the MENA countries industrial production indices. Applied Economics Letters 12 (4), 255-259, 2005, 12, 255–259.

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). Modeling the dynamic interdependence of MENA stock markets: A multivariate Analysis. Journal Of Economic Research 9 (2), 239-270, 2004, 9, 239–270.

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). A note on the paper by HJ Bierens:“complex unit roots and business cycles: are they real?”. Econometric Theory 20 (3), 636-637, 2004.

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

New evidence on interest rate and foreign exchange rate modeling

Journal Article Mon, 08/08/2022 - 17:05,
New evidence on interest rate and foreign exchange rate modeling. (2003). New evidence on interest rate and foreign exchange rate modeling. University Of New Orleans, 2003.

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

Debt, Zakat and Optimal Taxation in Islamic Economy

Journal Article Mon, 08/08/2022 - 17:05,
Debt, Zakat and Optimal Taxation in Islamic Economy. Debt, Zakat and Optimal Taxation in Islamic Economy.

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

Journal Article Mon, 08/08/2022 - 17:05,
Do price limits moderate stock market fluctuations? An evidence from the tail distribution of SET stock returns. Do price limits moderate stock market fluctuations? An evidence from the tail distribution of SET stock returns.

AWARDS, LECTURESHIPS, PRIZES, OR DECURATIONS

Journal Article Mon, 08/08/2022 - 17:05,
AWARDS, LECTURESHIPS, PRIZES, OR DECURATIONS. AWARDS, LECTURESHIPS, PRIZES, OR DECURATIONS.

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