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Darrat, Ali F.'s
Scholarly Papers
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Total
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3,919 |
Total
Citations
64 |
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1.
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On Testing the Random Walk Hypothesis: A Model-Comparison Approach
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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Posted:
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15 Aug 01
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Last Revised:
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05 Oct 01
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1,119
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12
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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random walk hypothesis, Chinese stock market, artificial neural network
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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1,119
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random walk hypothesis, Chinese stock market, artificial neural network
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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2.
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Intraday Trading Volume and Return Volatility of the DJIA Stocks: A Note
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Darrat, Ali F.
Louisiana Tech University - College of Business Rahman, Shafiqur
Portland State University - School of Business Administration Zhong, Maosen
University of Queensland - Business School
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Darrat, Ali F.
Louisiana Tech University - College of Business Rahman, Shafiqur
Portland State University - School of Business Administration Zhong, Maosen
University of Queensland - Business School
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Trading volume, Return volatility, EGARCH, Pooled Granger-causality
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Darrat, Ali F.
Louisiana Tech University - College of Business Rahman, Shafiqur
Portland State University - School of Business Administration Zhong, Maosen
University of Queensland - Business School
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962
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Trading volume, Return volatility, EGARCH, Pooled Granger-causality
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3.
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Zhong, Maosen
University of Queensland - Business School Darrat, Ali F.
Louisiana Tech University - College of Business Otero, Rafael
University of Texas at Brownsville - School of Business
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471
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11
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Stock index futures, emerging markets, cointegration, error correction, EGARCH
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4.
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Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence
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Anderson, Dwight C.
Louisiana Tech University - Department of Economics and Finance Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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Posted:
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04 Oct 01
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Last Revised:
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01 Dec 01
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370
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Anderson, Dwight C.
Louisiana Tech University - Department of Economics and Finance Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality
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Anderson, Dwight C.
Louisiana Tech University - Department of Economics and Finance Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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370
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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality
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5.
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School Cheng, Louis T. W.
Hong Kong Polytechnic University - School of Accounting and Finance
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356
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Trading volume, return volatility, behavioral finance, overconfidence
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6.
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Darrat, Ali F.
Louisiana Tech University - College of Business Gray, Stephen
University of Queensland - Business School Wu, Yanhui
Queensland University of Technology - School of Economics and Finance
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168
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Bankruptcy, Corporate Governance, Firm Complexity
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7.
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Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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Posted:
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04 Oct 01
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Last Revised:
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07 Dec 01
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155
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7
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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0
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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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155
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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset
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8.
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Darrat, Ali F.
Louisiana Tech University - College of Business Elkhal, Khaled
University of Texas at Brownsville Banerjee, Gaurango
University of Texas at Brownsville Zhong, Maosen
University of Queensland - Business School
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99
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2
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Commercial banks, Discount window borrowing, Federal Reserve
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9.
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Darrat, Ali F.
Louisiana Tech University - College of Business Zhong, Maosen
University of Queensland - Business School
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89
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3
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NAFTA, equity market linkage, cointegration, speed of convergence, long-run price equilibrium; generalized variance decompositions
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10.
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Li, Bin
Griffith University - Department of Accounting, Finance and Economics Darrat, Ali F.
Louisiana Tech University - College of Business Gray, Philip
Monash University - Department of Accounting and Finance
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66
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consumption CAPM, GMM, habit formation, recursive utility
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11.
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Topuz, John C.
Southeastern Oklahoma State University Darrat, Ali F.
Louisiana Tech University - College of Business Shelor, Roger M.
Ohio University - College of Business
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12.
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The Asymmetric Impact of Monetary Policy on Currency Markets
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Lobo, Bento J.
Darrat, Ali F.
Louisiana Tech University - College of Business Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate
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Posted:
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24 Feb 06
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Last Revised:
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28 Dec 06
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20
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Lobo, Bento J.
Darrat, Ali F.
Louisiana Tech University - College of Business Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate
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Lobo, Bento J.
Darrat, Ali F.
Louisiana Tech University - College of Business Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate
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0
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Monetary policy, federal funds rate target, exchange rates, non-announcement surprises, asymmetric policy effects, disclosure policy regimes
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13.
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Darrat, Ali F.
Louisiana Tech University - College of Business Benkato, Omar M.
Ball State University - Department of Finance and Insurance
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15
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14.
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Darrat, Ali F.
Louisiana Tech University - College of Business Rahman, Shafiqur
Portland State University - School of Business Administration Zhong, Maosen
University of Queensland - Business School
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futures trading, spot market volatility, exponential GARCH, regret theory
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15.
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Darrat, Ali F.
Louisiana Tech University - College of Business Al-Mutawa, Ahmed
United Arab Emirates University
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