Details about Haitham A. Al-Zoubi

Access statistics for papers by Haitham A. Al-Zoubi.

Last updated 2018-04-06. Update your information in the RePEc Author Service.

Short-id: pal148

Working Papers

2005

1. A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?
   Working Papers, University of New Orleans, Department of Economics and Finance

Journal Articles

2018

1. Business cycles, financial cycles and capital structure
   Annals of Finance, 2018, 14, (1), 105-123 View citations (6)

2017

2. Cyclical and Persistent Carry Trade Returns and Forward Premia
   Quarterly Journal of Finance (QJF), 2017, 07, (04), 1-33 View citations (2)
3. Under-or-overreaction: Market responses to announcements of earnings surprises
   International Review of Financial Analysis, 2017, 52, (C), 160-171 View citations (5)

2016

4. IPO underpricing in supply and demand framework: evidence from a market of retailers
   Applied Economics, 2016, 48, (60), 5835-5849 View citations (2)

2015

5. Extreme IPO underpricing and the legal environment in wealthy emerging economies
   Journal of Multinational Financial Management, 2015, 31, (C), 83-103 View citations (3)

2011

6. A new look at the forward premium “puzzle”
   Journal of Futures Markets, 2011, 31, (7), 599-628 View citations (3)

2009

7. Short-term spot rate models with nonparametric deterministic drift
   The Quarterly Review of Economics and Finance, 2009, 49, (3), 731-747 View citations (3)

2008

8. The long swings in the spot exchange rates and the complex unit roots hypothesis
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 236-244 View citations (4)
9. The tail behavior of extreme stock returns in the Gulf emerging markets
   Studies in Economics and Finance, 2008, 25, (1), 21-37 View citations (1)

2007

10. Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (01), 51-61 View citations (3)
11. Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
    Multinational Finance Journal, 2007, 11, (3-4), 287-322 View citations (2)
12. THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS
    International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (02), 235-249 View citations (30)

2006

13. Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey
    Applied Econometrics and International Development, 2006, 6, (2) View citations (1)

2005

14. Examining complex unit roots in the MENA countries industrial production indices
    Applied Economics Letters, 2005, 12, (4), 255-259 View citations (3)
15. Free trade agreements and equity market integration: the case of the US and Jordan
    Applied Financial Economics, 2005, 15, (14), 995-1005 View citations (1)
16. Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis
    Global Business and Economics Review, 2005, 7, (4), 324-342