Details about Dennis Olson

Access statistics for papers by Dennis Olson.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pol3

Working Papers

2006

1. Conducting event studies on a small stock exchange
   Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (2)
   See also Journal Article Conducting Event Studies on a Small Stock Exchange, The European Journal of Finance, Taylor & Francis Journals (2007) View citations (48) (2007)

Journal Articles

2024

1. Asymmetric effects of economic policy uncertainty on demand for money in developed countries
   The Journal of Economic Asymmetries, 2024, 29, (C) View citations (1)

2023

2. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
   Resources Policy, 2023, 82, (C) View citations (7)

2022

3. Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach
   Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (14)
4. Seven centuries of commodity co-movement: a wavelet analysis approach
   Applied Economics Letters, 2022, 29, (4), 355-359 View citations (5)
5. Strategic asset allocation and the demand for real estate: international evidence
   Empirical Economics, 2022, 62, (5), 2461-2513 View citations (4)

2021

6. Asymmetric oil price and Asian economies: A nonlinear ARDL approach
   Energy, 2021, 219, (C) View citations (13)
7. Testing Wagner’s law versus the Keynesian hypothesis for GCC countries
   Applied Economics, 2021, 53, (12), 1395-1417

2019

8. The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis
   Energy Economics, 2019, 78, (C), 44-63 View citations (56)

2018

9. Measuring the technical efficiency of cooperative societies in Kuwait
   Managerial and Decision Economics, 2018, 39, (7), 792-804 View citations (2)

2017

10. Convergence in bank performance for commercial and Islamic banks during and after the Global Financial Crisis
    The Quarterly Review of Economics and Finance, 2017, 65, (C), 71-87 View citations (41)
11. Why are firms listed in one country and private in other countries? The role of industry structure, banking sector and legal system
    Journal of Corporate Finance, 2017, 43, (C), 480-499

2015

12. Do Portuguese private firms follow pecking order financing?
    The European Journal of Finance, 2015, 21, (10-11), 848-866 View citations (3)
13. The evolution of the weekend effect in US markets
    The Quarterly Review of Economics and Finance, 2015, 58, (C), 56-63 View citations (9)

2014

14. The determinants of loan loss and allowances for MENA banks
    Journal of Islamic Accounting and Business Research, 2014, 5, (1), 98-120

2012

15. Do Small and Medium Sized Enterprises Match Their Assets and Liabilities? Evidence from Portugal
    The International Journal of Business and Finance Research, 2012, 6, (4), 13-31 View citations (3)

2011

16. Efficiency and bank profitability in MENA countries
    Emerging Markets Review, 2011, 12, (2), 94-110 View citations (99)

2008

17. Asset allocation with differential borrowing and lending rates
    International Review of Economics & Finance, 2008, 17, (4), 629-643
18. Using accounting ratios to distinguish between Islamic and conventional banks in the GCC region
    The International Journal of Accounting, 2008, 43, (1), 45-65 View citations (113)

2007

19. Conducting Event Studies on a Small Stock Exchange
    The European Journal of Finance, 2007, 13, (3), 227-252 View citations (48)
    See also Working Paper Conducting event studies on a small stock exchange, Finance Research Group Working Papers (2006) View citations (2) (2006)

2004

20. Have trading rule profits in the currency markets declined over time?
    Journal of Banking & Finance, 2004, 28, (1), 85-105 View citations (96)

2003

21. Neural network forecasts of Canadian stock returns using accounting ratios
    International Journal of Forecasting, 2003, 19, (3), 453-465 View citations (37)

2001

22. Cross-Correlations and Predictability of Stock Returns
    Journal of Forecasting, 2001, 20, (2), 145-60 View citations (3)

1998

23. A Test of the Investor's Daily Stock Ranking System
    The Financial Review, 1998, 33, (2), 161-75 View citations (1)

1993

24. Estimating functional forms in cost-prices: Reply
    European Economic Review, 1993, 37, (6), 1275-1277

1991

25. An Economic Performance Index for U.S. Cities
    Economic Development Quarterly, 1991, 5, (4), 335-341
26. The Interindustry Employment Demand Variable: An Extension of the I-SAMIS Technique for Linking Input—Output and Econometric Models
    Environment and Planning A, 1991, 23, (7), 1063-1068 View citations (5)
27. Using a Metropolitan-area Econometric Model to Analyse Economic Development Proposals
    Urban Studies, 1991, 28, (3), 369-382

1990

28. The Alaska Permanent Fund and Dividend Distribution Program
    Public Finance Review, 1990, 18, (2), 139-156 View citations (8)
29. The Great Alaskan Money Give Away Program
    Economic Inquiry, 1990, 28, (3), 604-15 View citations (1)

1989

30. Estimating functional forms in cost-prices
    European Economic Review, 1989, 33, (7), 1445-1461 View citations (10)

1988

31. Estimating Undisclosed Earnings Data
    The Annals of Regional Science, 1988, 22, (1), 84-90 View citations (1)

1984

32. The Interregional Incidence of Energy-Production Taxes
    International Regional Science Review, 1984, 9, (2), 109-124 View citations (3)