Morad Zekhnini

Tulane University

A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 42,144

SSRN RANKINGS

Top 42,144

in Total Papers Downloads

991

CITATIONS

2

Scholarly Papers (5)

1.

Financial Integration and Credit Democratization: Linking Banking Deregulation to Economic Growth

Number of pages: 50 Posted: 02 Sep 2012 Last Revised: 27 Feb 2018
Cornell University, Rice University - Jesse H. Jones Graduate School of Business, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Tulane University
Downloads 402 (71,857)
Citation 1

Abstract:

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2.

Do Idiosyncratic Jumps Matter?

Number of pages: 71 Posted: 04 Oct 2016 Last Revised: 29 Nov 2017
Nishad Kapadia and Morad Zekhnini
Tulane University - Finance & Economics and Tulane University
Downloads 287 (105,093)

Abstract:

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Idiosyncratic Jumps, Risk Premiums, Cross Section of Stock Returns

3.

Safe Minus Risky: Do Investors Pay a Premium for Stocks that Hedge Stock Market Downturns?

Number of pages: 54 Posted: 10 Jul 2015 Last Revised: 17 Dec 2015
Tulane University - Finance & Economics, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Tulane University
Downloads 165 (179,279)

Abstract:

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Bear Markets, Expected Returns, Risk Factors

4.

The Disappearing Earnings Announcement Premium

Number of pages: 45 Posted: 19 Dec 2018 Last Revised: 24 Mar 2019
A.B. Freeman School of Business Tulane University, Tulane University - Accounting & Taxation and Tulane University
Downloads 80 (303,331)
Citation 1

Abstract:

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Earnings announcement premium, Disclosure, 8-K lings

5.

Ubiquitous Comovement

Number of pages: 65 Posted: 21 May 2019
William Grieser, Jung Hoon Lee and Morad Zekhnini
Texas Christian University, Tulane University - A.B. Freeman School of Business and Tulane University
Downloads 57 (363,616)

Abstract:

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excess comovement, fundamentals, rational markets, behavioral finance, stock returns, factor models