Arash Aloosh

Neoma Business School

Assistant Professor of Finance

1 Rue du Maréchal Juin,

Mont Saint Aignan, 76130

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,653

SSRN RANKINGS

Top 25,653

in Total Papers Downloads

1,801

CITATIONS

3

Scholarly Papers (4)

1.
Downloads 1,066 ( 19,532)

Currency Factors

Columbia Business School Research Paper No. 17-88
Number of pages: 58 Posted: 23 Aug 2017 Last Revised: 08 Feb 2019
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 1,062 (19,279)

Abstract:

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Currency Factors; Currency Comovements; Clustering; Factor Models; Currency Baskets; Global Pricing Kernels.

Currency Factors

NBER Working Paper No. w25449
Number of pages: 59 Posted: 15 Jan 2019
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 4 (645,792)
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Currency Factors

CEPR Discussion Paper No. DP13464
Number of pages: 61 Posted: 23 Jan 2019
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
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clustering, Currency Baskets, Currency Comovements, Currency Factors, factor models, Global Pricing Kernels

2.

Global Variance Risk Premium and Forex Return Predictability

European Finance Association Doctoral Symposium 2012
Number of pages: 54 Posted: 22 Aug 2012 Last Revised: 08 Jun 2017
Arash Aloosh
Neoma Business School
Downloads 344 (86,097)
Citation 3

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Global Variance Risk Premium; Excess Foreign Exchange (Forex) Return; Complete Markets; Predictability.

3.

The Price of a Digital Currency

Number of pages: 29 Posted: 05 Oct 2017 Last Revised: 17 Apr 2018
Arash Aloosh
Neoma Business School
Downloads 303 (98,998)

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Bitcoin; Pricing; Global Value; Volatility; Zero Fundamental Value

4.

The Psychology of Cryptocurrency Prices

Number of pages: 9 Posted: 03 Jan 2019 Last Revised: 16 May 2019
Arash Aloosh and Samuel Ouzan
Neoma Business School and Neoma Business School
Downloads 88 (285,979)

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Investor Psychology; Behavioral Biases; Cryptocurrency; Price; Volatility