Ehab Abdel-Tawab Yamani

Chicago State University

Associate Professor Finance

College of Business

9501 S. King Drive / BHS 411

Chicago, IL 60628

United States

SCHOLARLY PAPERS

13

DOWNLOADS

669

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (13)

1.

The Impact of the New Real Estate Sector on REITs: An Event Study

Journal of Economics and Finance, Forthcoming
Number of pages: 29 Posted: 24 May 2017 Last Revised: 06 Mar 2018
Phillip Fuller, Ehab Abdel-Tawab Yamani and Geungu Yu
Jackson State University, Chicago State University and Jackson State University
Downloads 132 (223,672)

Abstract:

Loading...

REITs; Event-Study Methodology; Abnormal Return; Trading Volume; S&P Additions

2.

Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach

The Quarterly Journal of Finance
Number of pages: 47 Posted: 14 Mar 2015 Last Revised: 20 Jan 2018
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 105 (264,365)

Abstract:

Loading...

Investment effect, Q-theory, beta decomposition, time-varying expected returns, financing constraints, productivity constraints, systematic risk.

The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach

The Financial Review: Forthcoming
Number of pages: 63 Posted: 23 Dec 2016 Last Revised: 08 Aug 2018
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 84 (308,086)
Citation 1

Abstract:

Loading...

endogeneity; simultaneity; trading volume; security returns; sequential information arrival hypothesis; overconfidence; dispersion of belief; 2SLS; GMM

The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach

Financial Review, Vol. 54, Issue 2, pp. 303-344, 2019
Number of pages: 42 Posted: 03 Apr 2019
Ehab Abdel-Tawab Yamani and David A. Rakowski
Chicago State University and University of Texas at Arlington
Downloads 1 (703,682)
  • Add to Cart

Abstract:

Loading...

endogeneity, simultaneity, trading volume, security returns, two‐stage least squares

4.

The Informational Efficiency of the Corporate Bond Market: What is the Role of Trading Volume?

Journal of Applied Financial Research (JAFR), 2011, Volume I, 9-36 (lead Article)
Number of pages: 29 Posted: 21 Aug 2011 Last Revised: 21 Feb 2018
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 73 (331,625)

Abstract:

Loading...

Corporate Bonds, Volatility, Trading Volume, GARCH, Market Efficiency, TRACE

5.

Financial Crises and the Global Value Premium: Revisiting Fama and French

Journal of International Financial Markets, Institutions and Money, Vol. 33, 2014, 115-136.
Number of pages: 40 Posted: 17 Jan 2014 Last Revised: 23 May 2017
Ehab Abdel-Tawab Yamani and Peggy E. Swanson
Chicago State University and University of Texas, Arlington
Downloads 62 (361,830)

Abstract:

Loading...

financial crisis, contagion, financial integration, global value premium, GARCH

6.

Stock Market Crashes and Integration: Empirical Evidence from G5 Countries

Academy of Business Journal (ABJ), August 2011
Number of pages: 14 Posted: 23 Sep 2013 Last Revised: 20 Feb 2018
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 56 (380,323)

Abstract:

Loading...

Integration, Stock Market Crashes, International Fama-French model

7.

Emerging Market Carry Trades and Financial Crises

A book chapter in “Risk Management in Emerging Markets: Issues, Framework and Modeling”, Emerald Group Publishing, 2016
Number of pages: 29 Posted: 19 Sep 2015 Last Revised: 20 Feb 2018
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 54 (386,836)

Abstract:

Loading...

Interest rate parity; carry trade; liquidity risk; default risk; contagion; exchange rate; interest rate; financial crisis

8.

Can Stock Trading Volume Explain Return Autocorrelation? Empirical Evidence from the Egyptian Securities Exchange

Journal of International Finance and Economics, Volume 11, Number 2, 2011
Number of pages: 19 Posted: 23 Sep 2013 Last Revised: 20 Feb 2018
Ehab Abdel-Tawab Yamani, Mounir Hindy and Khaled Mohamed Hanafy
Chicago State University, Tanta University and Arab Academy for Science, Technology & Maritime Transport
Downloads 51 (396,790)

Abstract:

Loading...

Trading Volume, Return Autocorrelation, Noise Trading, GARCH

9.

Can Technical Trading Beat the Foreign Exchange Market During the Financial Crisis?

Number of pages: 40 Posted: 18 Aug 2018 Last Revised: 26 Sep 2019
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 33 (467,453)

Abstract:

Loading...

technical trading rules; exchange rate; moving average; momentum; relative strength index

10.

Is It Liquidity or Quality that Matters More in Foreign Exchange Markets?

Emerging Markets Finance and Trade: Forthcoming
Number of pages: 34 Posted: 24 May 2017 Last Revised: 08 Aug 2018
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 13 (581,047)

Abstract:

Loading...

Interest Rate Parity, Carry Trade, Liquidity Risk, Default Risk

11.

A Three-Stage Model of the Volume-Volatility Relation in the Junk Bond Market during the 2007–2008 Financial Crisis

Managerial Finance, Forthcoming
Number of pages: 29 Posted: 08 Nov 2019
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 5 (634,112)

Abstract:

Loading...

Junk bond; trading volume; asymmetric volatility; endogeneity.

12.

Out-of-Sample Exchange Rate Predictability in Emerging Markets: Fundamentals Versus Technical Analysis

Journal of International Financial Markets, Institutions and Money, 2019
Posted: 18 Aug 2018 Last Revised: 21 May 2019
Ibrahim Jamali and Ehab Abdel-Tawab Yamani
American University of Beirut and Chicago State University

Abstract:

Loading...

Exchange Rate Predictability; Forecasting; Fundamentals; Technical Trading; Emerging Markets Currencies; Currency Returns; Trading Strategy; Portfolios

13.

Diversification Role of Currency Momentum for Carry Trade: Evidence from Financial Crises

Journal of Multinational Financial Management 49, 1-19, 2019 (Lead Article).
Posted: 18 Aug 2018 Last Revised: 23 Sep 2019
Ehab Abdel-Tawab Yamani
Chicago State University

Abstract:

Loading...

Exchange Rate; Carry Trade; Currency Momentum; Uncovered Interest Rate Parity; Random Walk Hypothesis; Heterogeneous Agent Models; Adaptive Market Hypothesis

Other Papers (1)

Total Downloads: 1
1.

Foreign Exchange Market Efficiency and the Global Financial Crisis: Fundamental versus Technical Information

Number of pages: 39 Posted: 02 Oct 2019
Ehab Abdel-Tawab Yamani
Chicago State University
Downloads 1

Abstract:

Loading...

Exchange rates; efficient market hypothesis; forward unbiasedness hypothesis; technical trading