Ebenezer Asem

University of Lethbridge

4401 University Drive

Lethbridge, Alberta T1K 3M4

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

544

CITATIONS
Rank 33,134

SSRN RANKINGS

Top 33,134

in Total Papers Citations

6

Scholarly Papers (4)

1.

Changes in the Constituents of the S&P 500 Index and the Performance of the Index

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 21 Posted: 25 Sep 2011
Ebenezer Asem and Shamsul Alam
University of Lethbridge and University of Lethbridge
Downloads 222 (88,415)

Abstract:

Porfolio performance, S&P 500 index constituents, Index perrformance, Event studies

2.

Market Dynamics and Momentum Profits

Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, 2010
Number of pages: 14 Posted: 27 Aug 2007 Last Revised: 23 Apr 2014
Ebenezer Asem and Gloria Yuan Tian
University of Lethbridge and University of Lethbridge Calgary Campus
Downloads 132 (136,468)
Citation 6

Abstract:

Momentrum profits, behavioral finance, rational asset pricing, market conditions

3.

Liquidity, Investor Sentiment and Price Discount of SEOs in Australia

International Journal of Managerial Finance, Forthcoming
Number of pages: 46 Posted: 06 May 2014
University of Lethbridge, University of New South Wales (UNSW), University of International Business and Economics (UIBE) - Business School and University of Lethbridge Calgary Campus
Downloads 61 (211,808)

Abstract:

SEO price discount, investor sentiment, liquidity

4.

Trading Time and Trading Activity: Evidence from Extensions of the NYSE Trading Day

European Journal of Finance, Vol. 14, No. 3, 2008, University of Alberta School of Business Research Paper No. 2013-216
Posted: 26 May 2013 Last Revised: 30 May 2013
Ebenezer Asem and Aditya Kaul
University of Lethbridge and University of Alberta - Department of Finance and Statistical Analysis

Abstract:

trading hours, turnover, information, return variability, event study