Search Results - "Mohsen Saad"

Journal Article

Do Mortgage Loans Respond Perversely to Monetary Policy?

by Ali Termos Mohsen Saad Published in The Journal of real estate research (01.04.2016)

“...We investigate the response of loan growth to monetary policy shocks while controlling for loan securitization. Our major finding is that while commercial and...”

Journal Article

Pricing, dynamics, and determinants of illiquidity risks: International evidence

by Saad, Mohsen Samet, Anis Published in Emerging markets review (01.06.2015)

“...We estimate conditional LCAPM illiquidity risks for common stocks in emerging and developed markets. We find that illiquidity risks are determined by local...”

Journal Article

Idiosyncratic Volatility Forecasting in the Stock Market of Saudi Arabia

by Bley, Jorg Saad, Mohsen Published in Emerging markets finance & trade (02.11.2015)

“...We test the forecasting ability of two sets of models, one containing historical volatility-based models and the other conditional volatility-based models, on...”

Journal Article

Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC

by Bley, Jorg Saad, Mohsen Published in Journal of international financial markets, institutions & money (01.07.2012)

“...► We investigate the pricing of idiosyncratic volatility in six GCC stock markets. ► We confirm AHXZ (2006) negative relationship for Saudi Arabia and Qatar. ►...”

Journal Article

The effect of financial liberalization on stock-return volatility in GCC markets

by Bley, Jorg Saad, Mohsen Published in Journal of international financial markets, institutions & money (2011)

“...We estimate a cross-sectional time-series model to assess the impact of equity market liberalization and capital account openness on individual-firm stock...”

Journal Article

Over-investment in corporate R&D, risk, and stock returns

by Saad, Mohsen Saad, Mohsen Zantout, Zaher Zantout, Zaher Published in Journal of economics and finance (01.07.2014)

“...Large-size firms which significantly increase their R&D expenditures experience subsequently three-year-long negative abnormal stock returns on the magnitude...”

Journal Article

Cross-cultural differences in seasonality

by Saad, Mohsen Bley, Jorg Published in International review of financial analysis (2010)

“...This paper analyzes daily market index and company level stock return data across the Gulf Cooperation Council (GCC) region in search of calendar effects well...”

Journal Article

THE EFFECT OF CROSS‐LISTING ON TRADING VOLUME: REDUCING SEGMENTATION VERSUS SIGNALING INVESTOR PROTECTION

by Abdallah, Abed Al‐Nasser Abdallah, Wissam Saad, Mohsen Published in The Journal of financial research (Winter 2011)

“...We examine the relation between cross‐listing on the U.S. and UK regulated and unregulated exchanges and trading volume for a sample of 500 foreign firms from...”

Journal Article

Common market makers and commonality in liquidity

by Coughenour, Jay F Saad, Mohsen M Published in Journal of financial economics (2004)

“...Each NYSE specialist firm provides liquidity for more than one common stock. As a result of shared capital and information among specialists within a firm, we...”

Journal Article

Collectivism and commonality in liquidity

by Saad, Mohsen Samet, Anis Published in Journal of business research (01.08.2020)

“...In this paper, we explore the link between culture, measured by collectivism, and commonality in liquidity for 51 countries over the period 1985 to 2012. We...”

Journal Article

Accidents airline safety perceptions and consumer demand

by Squalli, Jay Saad, Mohsen Published in Journal of economics and finance (01.09.2006)

“...This paper assesses the impact of perceptions about the safety level of airlines on enplanement. Consumer perceptions are specified with a Poisson distribution...”

Journal Article

Intra-regional integration of the GCC stock markets: the role of market liberalization

by Al-Khazali, Osamah Darrat, Ali F Saad, Mohsen Published in Applied financial economics (15.11.2006)

“...The study examines empirically whether, and to what extent, equity markets in the Gulf Cooperation Council (GCC) are integrated inter-regionally. According to...”

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Journal Article

An analysis of technical trading rules: The case of MENA markets

by Bley, Jorg Saad, Mohsen Published in Finance research letters (01.03.2020)

“...•Portfolio performance was evaluated using sixteen technical trading indicators.•Absolute profits were generated for half of the 208 portfolios in MENA...”

Journal Article

Stock extreme illiquidity and the cost of capital

by Belkhir, Mohamed Saad, Mohsen Samet, Anis Published in Journal of banking & finance (01.03.2020)

“...We examine the relationship between stock extreme illiquidity and the implied cost of capital for firms from 45 countries. We document robust evidence that...”

Journal Article

Liquidity and the implied cost of equity capital

by Saad, Mohsen Samet, Anis Published in Journal of international financial markets, institutions & money (01.11.2017)

“...•We investigate the impact of liquidity level and risks on the implied cost of equity capital.•We find that liquidity risks affect the implied cost of equity...”

Journal Article

Auditor choice and bank risk taking

by Bley, Jorg Saad, Mohsen Samet, Anis Published in International review of financial analysis (01.01.2019)

“...We investigate the importance of auditor choice on bank risk-taking in a cross-country setting for 5498 banks from 116 emerging and developed countries. Using...”

Journal Article

The Sound of Silence

by Harris, Jeffrey H Saad, Mohsen Published in The Financial review (Buffalo, N.Y.) (01.05.2014)

“...Using comprehensive electronic data collected directly from NASDAQ systems, we assess the impact of changes in electronic message traffic on predicting...”

Journal Article

Intraday pattern in liquidity covariation: evidence from NYSE listed firms

by Saad, Mohsen M Darrat, Ali F Published in Applied financial economics (01.07.2007)

“...Microstructure literature suggests common factors in liquidity measures. However, research on the intraday behaviour of liquidity commonality is scant. Because...”

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