Arash Aloosh

Neoma Business School

Assistant Professor of Finance

1 Rue du Maréchal Juin,

Mont Saint Aignan, 76130

France

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,750

SSRN RANKINGS

Top 16,750

in Total Papers Downloads

3,788

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.
Downloads 1,486 ( 15,792)
Citation 1

Currency Factors

Management Science forthcoming
Number of pages: 47 Posted: 23 Aug 2017 Last Revised: 10 Jun 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 1,469 (15,753)
Citation 2

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

Currency Factors

NBER Working Paper No. w25449
Number of pages: 59 Posted: 15 Jan 2019 Last Revised: 16 Jul 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 17 (685,649)

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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.

Direct Evidence of Bitcoin Wash Trading

Number of pages: 51 Posted: 03 Jun 2019 Last Revised: 27 Jul 2021
Arash Aloosh and Jiasun Li
Neoma Business School and George Mason University - Department of Finance
Downloads 616 (55,087)

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bitcoin; cryptocurrency; exchanges; forensics; market manipulation; regulation.

3.

On the Efficiency of Meme Stocks

Number of pages: 8 Posted: 17 May 2021 Last Revised: 12 Jul 2021
Arash Aloosh, Hyung-Eun Choi and Samuel Ouzan
Neoma Business School, NEOMA Business School and Neoma Business School
Downloads 476 (76,552)

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Market Efficiency; Meme Stocks; Random Walk; Social Trading

4.

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 384 (97,470)
Citation 3

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

5.

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 383 (97,772)
Citation 2

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

6.

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 230 (167,073)

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Investor Psychology; Behavioral Biases; Cryptocurrency; Price; Volatility

7.

Meme Stocks and Herd Behavior

Number of pages: 6 Posted: 27 Aug 2021
Arash Aloosh, Hyung-Eun Choi and Samuel Ouzan
Neoma Business School, NEOMA Business School and Neoma Business School
Downloads 175 (218,794)

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Herding Behavior, Market Efficiency; Meme Stocks; Social Trading

8.

Online Appendix for 'Currency Factors'

Number of pages: 15 Posted: 13 May 2020 Last Revised: 21 Jan 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 38 (532,299)

Abstract:

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