Kenneth Szulczyk

Al Akhawayn University

Associate Professor

PO Box 104 Hassan II Avenue

Ifrane, Meknès-Tafilalet Region 53000

Morocco

http://www.aui.ma

SCHOLARLY PAPERS

19

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8

CROSSREF CITATIONS

8

Scholarly Papers (19)

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Number of pages: 42 Posted: 03 May 2020 Last Revised: 06 Feb 2022
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University
Downloads 1,072 (30,912)
Citation 2

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COVID-19; 2008 GFC; safe haven assets

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Covid Economics, Vetted and Real-Time Papers, Issue 34, pp. 88-115, 2020
Number of pages: 33 Posted: 05 Jul 2020
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University
Downloads 895 (39,863)
Citation 16

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COVID-19, 2008 GFC, gold, safe haven, stablecoin, bitcoin

2.

Investor Sentiment: Predicting the Overvalued Stock Market

Number of pages: 10 Posted: 02 Apr 2018 Last Revised: 18 May 2020
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 335 (136,720)

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Investor Sentiment, Overpricing, Underpricing, Stock Market Returns

3.

The Economics of the Malaysian Palm Oil Industry and Its Biodiesel Potential

Number of pages: 19 Posted: 13 Aug 2013 Last Revised: 11 Oct 2022
Kenneth Szulczyk
Al Akhawayn University
Downloads 250 (184,740)

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Malaysia, palm oil, palm kernel oil, palm methyl ester, palm biodiesel

Does Investor Sentiment Predict the Near-term Returns of the Chinese Stock Market?

Number of pages: 11 Posted: 29 Nov 2017 Last Revised: 24 Mar 2018
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 198 (229,843)
Citation 1

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Investor Sentiment, Return Predictability, Boom and Bust, China

Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?

International Review of Finance, Vol. 20, Issue 1, pp. 225-233, 2020
Number of pages: 9 Posted: 13 Mar 2020 Last Revised: 17 May 2020
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 7 (922,185)

Abstract:

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5.

Rational Speculative Bubbles: Evidence from Asian Stock Markets

Number of pages: 29 Posted: 09 Jan 2018 Last Revised: 24 Sep 2019
Kenneth Szulczyk, Muhammad A. Cheema and Mark Holmes
Al Akhawayn University, University of Otago New Zealand and University of Waikato - Management School, Department of Economics
Downloads 147 (296,914)

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rational bubble, cointegration test, explosiveness trend regression test, explosive unit root test, duration dependence test

6.

Cryptocurrency returns and economic policy uncertainty: A multicountry analysis using linear and quantile-based models

Number of pages: 34 Posted: 28 Apr 2020 Last Revised: 28 May 2020
Muhammad A. Cheema, Kenneth Szulczyk and Elie Bouri
University of Otago New Zealand, Al Akhawayn University and Lebanese American University
Downloads 138 (312,099)
Citation 1

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Cryptocurrency; Return Predictability; Economic Policy Uncertainty Index; Safe Haven; Speculative Assets

7.

Game Theory

Number of pages: 18 Posted: 29 Oct 2013
Kenneth Szulczyk
Al Akhawayn University
Downloads 80 (451,715)
Citation 1

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game theory, simultaneous game, sequential game, mixed strategies

Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Evidence from Japan

Number of pages: 33 Posted: 10 Nov 2017
Muhammad A. Cheema, Gilbert Nartea and Kenneth Szulczyk
University of Otago New Zealand, University of Canterbury - College of Business and Law and Al Akhawayn University
Downloads 77 (466,803)

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Momentum Returns, Time-Series, Cross-Sectional, Market States, Idiosyncratic Volatility

Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Evidence from Japan

Applied Economics, Forthcoming
Posted: 09 Jan 2018
Muhammad A. Cheema, Gilbert Nartea and Kenneth Szulczyk
University of Otago New Zealand, University of Canterbury - College of Business and Law and Al Akhawayn University

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Momentum Returns, Time-Series, Cross-Sectional, Market States, Idiosyncratic Volatility

9.

Environmental Ramifications and Economic Viability of Bioethanol Production in Malaysia

Number of pages: 27 Posted: 28 May 2020
Kenneth Szulczyk, Sayyed Mahdi Ziaei and Changyong Zhang
Al Akhawayn University, Xiamen University - School of Economics and Curtin University, Malaysia
Downloads 69 (490,352)

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bioethanol, waste biomass, palm oil industry, Partial equilibrium model, Malaysia

Bioelectricity in Malaysia: Economic Feasibility, Environmental and Deforestation Implications

Number of pages: 36 Posted: 02 Apr 2019
Al Akhawayn University, University of Otago New Zealand, Lincoln University (NZ) - Commerce Division and Rajshahi University - Dept. of Finance
Downloads 54 (562,559)

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bioelectricity; waste biomass; partial equilibrium model; cost competitiveness

Bioelectricity in Malaysia: Economic Feasibility, Environmental and Deforestation Implications

The Australian Journal of Agricultural and Resource Economics, Volume 64, Issue 2, Pages 294-321, October 2019
Posted: 16 Jun 2020
Al Akhawayn University, University of Otago New Zealand, affiliation not provided to SSRN and Rajshahi University - Dept. of Finance

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Bio-electricity; Waste Biomass; Partial Equilibrium Model; Cost Competitiveness

11.

Kazakhstan – The Rise of the Asian Panther

Number of pages: 16 Posted: 13 Aug 2013
Kenneth Szulczyk
Al Akhawayn University
Downloads 51 (566,935)

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Asian Tigers, Belarus, corruption, customs union, Dutch Disease, export-growth oriented, Kazakhstan, petroleum, Russia

12.

Market Penetration of Biodiesel

Number of pages: 24 Posted: 13 Aug 2013
Kenneth Szulczyk and Bruce A. McCarl
Al Akhawayn University and Texas A&M University - Department of Agricultural Economics
Downloads 50 (571,855)

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Agricultural Sector Model, Alternative Energy, Biodiesel, Emission Trading, Carbon-Equivalent Price

13.

Nontraditional Sources for Biodiesel Production in Malaysia: The Economic Evaluation of Hemp, Jatropha, and Kenaf Biodiesel

Number of pages: 26 Posted: 04 Oct 2021
Kenneth Szulczyk and Abubakr Badeeb Ramez
Al Akhawayn University and Curtin University, Malaysia - Faculty of Business
Downloads 25 (724,653)

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Partial equilibrium model, endogenous price model, jatropha, hemp, kenaf, Biodiesel

14.

Innovation Dynamisms in Natural Resource Curse Hypothesis: A New Perspective from BRICS Countries

Number of pages: 40 Posted: 07 May 2022
affiliation not provided to SSRN, Al Akhawayn University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 19 (774,024)

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Natural Resource Curse, Dutch Disease, Innovation, BRICS Countries

15.

Estimating the Economic Impact of the White Root Rot Disease on the Malaysian Rubber Plantations

Number of pages: 28 Posted: 19 Nov 2021
Oladokun Olaniyi and Kenneth Szulczyk
affiliation not provided to SSRN and Al Akhawayn University
Downloads 18 (782,562)

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Biosecurity, forestry, rubber, white root rot disease, Rigidoporus microporus

16.

Is Producing Algal Bioethanol Economically Feasible and Sustainable in Malaysia?

Number of pages: 28 Posted: 05 Jul 2021
Kenneth Szulczyk and Yeng-May Tan
Al Akhawayn University and affiliation not provided to SSRN
Downloads 13 (828,490)

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17.

The Economic Evaluation of Microalga to Produce Commercial Biodiesel and Improve the Carbon Footprint of Malaysia

Number of pages: 31 Posted: 30 Nov 2021
Kenneth Szulczyk, Muhammad A. Cheema and Sayyed Mahdi Ziaei
Al Akhawayn University, University of Otago New Zealand and Xiamen University - School of Economics
Downloads 12 (838,219)

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biodiesel, microalga, chlorella vulgaris, animal feed, partial equilibrium model

18.

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe Are the Safe Haven Assets?

International Review of Financial Analysis, Vol. 83, 2022
Posted: 15 Aug 2022
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University

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COVID-19, 2008 GFC, Safe haven assets

19.

Searching for Rational Bubble Footprints in the Singaporean and Indonesian Stock Markets

Journal of Economics and Finance, Vol. 41, No. 3, 2017
Posted: 10 Apr 2017 Last Revised: 10 Jun 2017
Gilbert Nartea, Muhammad A. Cheema and Kenneth Szulczyk
University of Canterbury - College of Business and Law, University of Otago New Zealand and Al Akhawayn University

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Duration, Dependence, Rational, Speculative Bubbles, Singapore, Indonesia