Fahad Almudhaf

Kuwait University - Department of Finance and Financial Institutions

Kuwait

SCHOLARLY PAPERS

23

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Scholarly Papers (23)

1.

Testing for Random Walk Behavior in CIVETS Exchange Rates

Almudhaf, F. (2014) “Testing for Random Walk Behavior in CIVETS exchange rates”, Applied Economics Letters, 21(1), 60-63.
Posted: 03 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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CIVETS, Random Walk, Market Efficiency, Exchange Rate, Emerging Markets, Variance Ratio

2.

Back-testing Expected Shortfall: Evidence From European Securitized Real Estate

Almudhaf, F. (2018) “Backtesting expected shortfall: evidence from European securitized real estate”, Applied Economics Letters, 25(3) 176-182.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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REIT, Expected Shortfall, Value-at-Risk, Back-Testing, Risk Management, European Markets

3.

Adaptive Market Hypothesis: Evidence From Three Centuries of UK Data

Almail, A. & Almudhaf, F. (2017) “Adaptive market hypothesis: evidence from three centuries of UK data” Economics and Business Letters, 6(2), 48-53.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Adaptive Market Hypothesis (AMH), Efficient Market Hypothesis (EMH), UK Stock, British Pound

4.

Pricing Efficiency of Bitcoin Trusts

Almudhaf, F. (2018) “Pricing efficiency in Bitcoin trusts”, Applied Economics Letters, 25(7) 504-508.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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bitcoin, pricing efficiency, trusts, premium, cryptocurrency

5.

Speculative Bubbles and Irrational Exuberance in African Stock Markets

Almudhaf, F. (2017) “Speculative bubbles and irrational exuberance in African stock markets” Journal of Behavioral and Experimental Finance, 13, 28-32.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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African Stock, Bubbles, Irrational Behavior, Emerging Markets, Generalized Sup ADF

6.

Market Timing in Precious Metals Is Detrimental to Value Creation

Almudhaf, F. and Alkulaib, Y. (2017) “Market timing in precious metals is detrimental to value creation”, Applied Economics Letters, 24(14), 1019-1024.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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black swans, precious metals, gold, outliers, market timing

7.

Predictability, Price Bubbles, and Efficiency in the Indonesian Stock-Market

Almudhaf, F. (2018) “Predictability, Price bubbles and efficiency in the Indonesian stock-market”, Bulletin of Indonesian Economic Studies, 54(1),1-12.
Posted: 02 Sep 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Predictability, Price Bubbles, Efficiency in the Indonesian Stock-Market

8.

Random Walks and Market Efficiency: Evidence from Real Estate Investment Trusts (REIT) Subsectors

Almudhaf, F. and J.A. Hansz (2018) “Random Walks and Market Efficiency: Evidence from Real Estate Investment Trusts (REIT) Subsectors”, International Journal of Strategic Property Management, 22(2), 81-92.
Posted: 24 Aug 2020
Fahad Almudhaf and J. Andrew Hansz
Kuwait University - Department of Finance and Financial Institutions and E.V. Williams Center for Real Estate

Abstract:

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Real Estate Investment Trust, REIT, Random Walk, Market Efficiency

9.

Multifactor Asset Pricing Model Evidence From Hotel Stocks and Lodging Real Estate Investment Trusts

Almudhaf, F. (2018) “Multi-factor asset pricing model: Evidence from hotel stocks and lodging REITs”, Journal of Hospitality Financial Management, 26(1),15-24.
Posted: 24 Aug 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Hotel REIT, Lodging REIT

10.

Can Technical Analysis Generate Superior Returns in Securitized Property Markets? Evidence From East Asia Markets

Alhashel, B., Almudhaf, F., and Hansz, J. (2018) “Can technical analysis generate superior returns in Asia-Pacific securitized property markets?, Pacific-Basin Finance Journal, 47, 92-108.
Posted: 24 Aug 2020
Bader Alhashel, Fahad Almudhaf and J. Andrew Hansz
Kuwait University, Kuwait University - Department of Finance and Financial Institutions and E.V. Williams Center for Real Estate

Abstract:

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East Asia Real Estate, Market Timing, Technical Analysis, Trading Indicators, Market Efficiency

11.

Bubbles in US Hotel/Lodging Real Estate Investment Trusts

Almudhaf, F. (2018) “Bubbles in the hotel/lodging real estate investment trusts”, Journal of Property Investment and Finance, 36(2), 171-190.
Posted: 24 Aug 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Hotel REIT, Lodging REIT, Bubble, Technical Analysis, Real Estate Investment Trusts, Hospitality REIT

12.

Pricing Efficiency of Exchange Traded Funds Tracking the Gulf Cooperation Countries

Almudhaf, F. (2019) “Pricing efficiency of ETFs tracking GCC stock markets”, Afro-Asian Journal of Finance and Accounting, 9(2), 117-140.
Posted: 24 Aug 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Pricing Efficiency, Tracking Error, Exchange Traded Funds, ETFs, Qatar Stock, UAE Stock, Saudi Arabia Stock, iShares

13.

Even in Emerging Markets, Technical Trading is Hazardous to Your Wealth

Alhashel, B. and Almudhaf, F. and “Even in Emerging Markets, Technical trading is Hazardous to your Wealth”, Emerging Markets Finance and Trade, Forthcoming
Posted: 24 Aug 2020
Bader Alhashel and Fahad Almudhaf
Kuwait University and Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Emerging Markets, Technical Analysis, Trading Rules, GCC, Transaction Costs, Market Efficiency, FDR

14.

Pricing Efficiency of Saudi Exchange Traded Funds (ETFs)

Almudhaf, F. and Alhashel, B. “Pricing efficiency of Saudi Arabian ETFs”, Journal of Islamic Accounting and Business Research, Forthcoming
Posted: 24 Aug 2020
Fahad Almudhaf and Bader Alhashel
Kuwait University - Department of Finance and Financial Institutions and Kuwait University

Abstract:

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Islamic ETF, Saudi Arabia Stock, GCC Stock, Pricing Efficiency, Sharia-Compliant ETF, Exchange Traded Funds

15.

Are Markets Adaptive? Evidence of Predictability and Market Efficiency of Lodging/Resort REITs

Almudhaf, F., Aroul, R. and J. Hansz (2020) “Are markets adaptive? Evidence from predictability and efficiency of Lodging/ Resort REITs”, International Journal of Strategic Property Management, 24(2), 130-139.
Posted: 24 Aug 2020
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Lodging REIT, Adaptive Markets Hypothesis, Market Efficiency, Return Predictability, Nonlinear Tests, Technical Trading

16.

Are Civets Stock Markets Predictable?

Posted: 12 Oct 2012
Fahad Almudhaf and Yaser Alkulaib
Kuwait University - Department of Finance and Financial Institutions and Old Dominion University - Finance

Abstract:

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CIVETS, Random Walk, Market Efficiency, Stock market, Emerging Markets, Variance ratio

17.

Forbes Platinum 400 Lists for the Best Big Companies: Are They Good Investments?

Posted: 18 Aug 2012
Salil K. Sarkar and Fahad Almudhaf
University of Texas at Arlington and Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Event study, Forbes, Best big companies, Information Content, Investment, Overreaction, mean reversion

18.

Does Gold Shine in the Portfolio of a Kuwaiti Investor?

Posted: 18 Aug 2012
Yaser Alkulaib and Fahad Almudhaf
Old Dominion University - Finance and Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Gold, Portfolio, Diversification, Kuwait stock, Investment

19.

The Islamic Calendar Effects: Evidence from Twelve Stock Markets

Posted: 18 Aug 2012
Fahad Almudhaf
Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Seasonality, Calendar Anomalies, Islamic Calendar effect, Ramadan Effect

20.

Testing for Granger Causality in the Price-Volume Relation: Evidence from Twenty Four Stock Markets

Posted: 17 Aug 2012
Fahad Almudhaf and Saud Althaqeb
Kuwait University - Department of Finance and Financial Institutions and Kuwait University - Department of Finance and Financial Institutions

Abstract:

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Price-volume, stock markets, Granger causality, Market efficiency

21.

Consumer Sentiment, Investor Optimism, and REIT Returns

Posted: 05 Aug 2012
Fahad Almudhaf and J. Andrew Hansz
Kuwait University - Department of Finance and Financial Institutions and E.V. Williams Center for Real Estate

Abstract:

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REIT returns, consumer sentiment, investor optimism, investor psychology, and behavioral finance

22.

Co-Movements in Global Real Estate Equity Markets: Pre/Post the Liquidity Crisis of 2007

Posted: 05 Aug 2012
Fahad Almudhaf and J. Andrew Hansz
Kuwait University - Department of Finance and Financial Institutions and E.V. Williams Center for Real Estate

Abstract:

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Global real estate markets, Real estate investment trusts, Market integration/convergence, Liquidity Crisis of 2007, EPRA/NAREIT

23.

Media Content, Infectious Transmission, and REIT Returns

Posted: 04 Aug 2012
Fahad Almudhaf, J. Andrew Hansz and SingRu Hoe
Kuwait University - Department of Finance and Financial Institutions, E.V. Williams Center for Real Estate and University of Texas at Arlington - Department of Finance and Real Estate

Abstract:

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Asymmetrical information, Real estate investment trusts, Textual analysis, Media pessimism