Faisal M. Awwal

Southeast Toyota Finance (SETF) - Data & Analytics

Senior Economist

100 Jim Moran Blvd

Deerfield Beach, FL 33442

United States

  • Southeast Toyota Finance (SETF) - Data & Analytics

SCHOLARLY PAPERS

3

DOWNLOADS

193

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

A State Space Framework for the Residual Income Valuation Model of Stock Prices

Number of pages: 69 Posted: 18 Oct 2019 Last Revised: 03 Dec 2020
Faisal M. Awwal and Prasad V. Bidarkota
Southeast Toyota Finance (SETF) - Data & Analytics and Florida International University (FIU) - Department of Economics
Downloads 78 (469,148)
Citation 1

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Residual Income Valuation Model, Stock Prices, State Space Modelling, Kalman Filtering, Present-Value Model, Equity Forecasting

2.

Intrinsic Bubbles in Stock Prices Under Persistent Dividend Growth Rates

Number of pages: 35 Posted: 15 Feb 2019 Last Revised: 31 Mar 2019
Faisal M. Awwal and Prasad V. Bidarkota
Southeast Toyota Finance (SETF) - Data & Analytics and Florida International University (FIU) - Department of Economics
Downloads 65 (517,790)
Citation 1

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Stock Prices, Price-Dividend Ratios, Present-Value Model, Intrinsic Bubbles, Closed-Form Solutions

3.

The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach

Number of pages: 33 Posted: 15 Jul 2020
Faisal M. Awwal and Xiaoquan Jiang
Southeast Toyota Finance (SETF) - Data & Analytics and Florida International University (FIU) - Department of Finance
Downloads 50 (585,385)

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Residual Income Valuation Model, Stock Return Predictability, Linear Information Dynamics, FAVAR, Principal Components Analysis, Latent Factors