Ikhlaas Gurrib

Canadian University Dubai

Associate Professor (Finance)

School of Graduate Studies

Sheikh Zayed Road

Dubai, 117781

United Arab Emirates

http://www.cud.ac.ae

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 23,678

SSRN RANKINGS

Top 23,678

in Total Papers Downloads

2,412

SSRN CITATIONS
Rank 44,626

SSRN RANKINGS

Top 44,626

in Total Papers Citations

4

CROSSREF CITATIONS

11

Scholarly Papers (24)

1.

The Moving Average Crossover Strategy: Does It Work for the S&P500 Market Index?

Gurrib, I. (2016), Optimization of the Double Crossover Strategy for the S&P500 Market Index, Global Review of Accounting and Finance, Vol. 7. No. 1. , March 2016, Pages: 92–107
Number of pages: 24 Posted: 15 Mar 2015 Last Revised: 20 Feb 2018
Ikhlaas Gurrib
Canadian University Dubai
Downloads 732 (40,182)
Citation 2

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Moving Average Crossovers, Financial Markets, Trading Strategy

2.

Diversification in Portfolio Risk Management: The Case of the UAE Financial Market

International Journal of Trade, Economics and Finance, Vol. 3, No. 6, December 2012
Number of pages: 5 Posted: 28 Oct 2013
Ikhlaas Gurrib and Saad AlShahrani
Canadian University Dubai and Central Bank
Downloads 394 (87,464)

Abstract:

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Efficient diversification, portfolio optimization, UAE financial market

3.

Do Shareholders Benefit from a Merger: The Case of Compaq and HP Merger

Number of pages: 14 Posted: 13 Apr 2014
Ikhlaas Gurrib
Canadian University Dubai
Downloads 228 (156,735)

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Pre and Post Merger, Market Capitalization, Book to Market Value

4.

Explaining the Internationalization Process of Malaysian Service Firms

International Journal of Trade, Economics and Finance, Vol. 1, No. 1, June, 2010
Number of pages: 6 Posted: 28 Oct 2013
University of Malaya, Prince Sultan University and Canadian University Dubai
Downloads 189 (186,727)

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Internationalization, entry mode choice, Malaysian service firms, Foreign Direct Investment (FDI)

5.

Can the Leading Us Energy Stock Prices Be Predicted Using Ichimoku Clouds?

Gurrib, I.; Kamalov, F. & E. Elsharief (2021). Can the Leading US Energy Stock Prices be predicted using the Ichimoku Cloud? International Journal of Energy Economics and Policy, 11(1): 41-51, doi.org/10.32479/ijeep.10260.
Number of pages: 11 Posted: 08 Mar 2020 Last Revised: 23 Dec 2020
Ikhlaas Gurrib, Firuz Kamalov and Elgilani E. Elshareif
Canadian University Dubai, Canadian University Dubai and Canadian University of Dubai
Downloads 141 (239,337)

Abstract:

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Energy stocks, Price Forecasts, Ichimoku Clouds, Performance

6.

Energy Crypto Currencies and Leading US Energy Stock Prices: Are Fibonacci Retracements Profitable?

Number of pages: 39 Posted: 03 Apr 2020
Ikhlaas Gurrib
Canadian University Dubai
Downloads 92 (324,470)

Abstract:

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Energy Cryptos, Energy Stocks, Fibonacci Retracements, Performance Evaluation

7.

The Implementation of an Adjusted Relative Strength Index Model in the Foreign Currency and Energy Markets of Emerging and Developed Economies

Macroeconomics and Finance in Emerging Market Economies. Vol. 12, p1-19. DOI: 10.1080/17520843.2019.1574852
Number of pages: 21 Posted: 27 Feb 2018 Last Revised: 17 Apr 2019
Ikhlaas Gurrib and Firuz Kamalov
Canadian University Dubai and Canadian University Dubai
Downloads 88 (333,678)
Citation 5

Abstract:

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adjusted relative strength index, emerging and developed economies, foreign currency markets

8.

Financial Analysis: Applicability for the Commercial Bank of Dubai

International Journal of Finance and Management, 2012, Vol. 2, Issue 1
Number of pages: 18 Posted: 28 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 69 (384,018)

Abstract:

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UAE bank, financial analysis, assets, liabilities

9.

Economic Activity of Oil Price Volatility and Stock Market Behaviour: An Empirical Analysis from Saudi Arabia

International Research Journal of Finance and Economics, Issue 106 (2013)
Number of pages: 9 Posted: 28 Oct 2013
Saad AlShahrani and Ikhlaas Gurrib
Central Bank and Canadian University Dubai
Downloads 63 (402,653)

Abstract:

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Oil, Prices, Volatility, Economic Activity

10.

Can the EUR/USD, AUD/USD and CAD/USD Be Predicted Using Financial Stress Index?

Number of pages: 16 Posted: 27 Feb 2018 Last Revised: 29 Apr 2018
Ikhlaas Gurrib
Canadian University Dubai
Downloads 57 (422,903)

Abstract:

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Australian dollar; Canadian dollar; Euro; Financial Condition Index; STLFSI

11.

Measuring Risk for Large Hedgers and Large Speculators in Major US Futures Markets

The Journal of Risk (79-103) Volume 12, Number 2, Winter 2009/10
Number of pages: 25 Posted: 28 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 48 (456,261)

Abstract:

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Futures, GARCH, PARCH, COT

12.

GCC Economic Integration: Statistical Harmonization for an Effective Monetary Union

The GCC Economies, Stepping Up To Future Challenges, Springer (US), April 2012
Number of pages: 19 Posted: 28 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 31 (534,157)

Abstract:

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GCC, Economic Integration, Common Currency

13.

The Relationship between a Unified Financial Condition Index and the Most Actively Traded USD Based Foreign Currency Pairs

Gurrib, I. (2020). The Relationship Between a Unified Financial Condition Index and The Most Actively Traded USD Based Foreign Currency Pairs, Institutions and Economies, 12(4): 93-127.
Number of pages: 35 Posted: 17 Feb 2018 Last Revised: 23 Dec 2020
Ikhlaas Gurrib
Canadian University Dubai
Downloads 30 (539,549)
Citation 2

Abstract:

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financial condition index, foreign currency markets, forecasts

14.

Economic Integration in the GCC: A Long Run Perspective

International Journal of Business and Management Studies,1(3):563-574 (2012)
Number of pages: 12 Posted: 28 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 29 (545,186)

Abstract:

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Economic, Integration, GCC, Long run, Currency

15.

Performance of the Average Directional Index as a Market Timing Tool for the Most Actively Traded USD Based Currency Pairs

Banks and Bank Systems, 13(3), 58-70. doi:10.21511/bbs.13(3).2018.06
Number of pages: 26 Posted: 28 Aug 2018
Ikhlaas Gurrib
Canadian University Dubai
Downloads 28 (550,911)
Citation 1

Abstract:

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Average Directional Index, Foreign Currency Markets, Sharpe, Sortino

16.

Standard Deviation or Variance: The Better Proxy for Large Hedgers and Large Speculators Risk in U.S. Futures Markets

African Journal of Business Management pp. 034-048, May 2007
Number of pages: 15 Posted: 29 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 28 (550,911)

Abstract:

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CFTC, Cot, Garch, Parch, Volatility

17.

The Performance of the U.S. Energy Sector and Equity Based Portfolios

Number of pages: 26 Posted: 12 Sep 2020
Ikhlaas Gurrib
Canadian University Dubai
Downloads 27 (556,700)

Abstract:

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Sector based portfolio, Equity based portfolio, ETF, Performance Evaluation, COVID-19

18.

Does the Money Endogeneity Theory of Post-Keynesian Economics Apply in Frontier Emerging Markets? The Case of Saudi Arabia

International Journal of Finance and Management, Vol. 1, Issue 1, pp.21-31 (2011).
Number of pages: 9 Posted: 28 Oct 2013
Ikhlaas Gurrib
Canadian University Dubai
Downloads 25 (569,177)

Abstract:

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bank loans, bank deposits, ARDL, long run

19.

Are Key Market Players in Currency Derivatives Markets Affected by Financial Conditions?

Investment Management and Financial Innovations, 15(2), 183-193, 2018, DOI: 10.21511/imfi.15(2).2018.16
Number of pages: 19 Posted: 19 Mar 2018 Last Revised: 20 Aug 2018
Ikhlaas Gurrib
Canadian University Dubai
Downloads 24 (575,604)

Abstract:

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Hedgers, Speculators, Net Positions, Foreign Currency Futures

20.

Pricing and Volatility Relationships for the Largest Oil Producer: Saudi Arabia

Journal of Economics, Business and Management, Vol. 1, No. 1, February 2013
Number of pages: 5 Posted: 28 Oct 2013
Saad AlShahrani and Ikhlaas Gurrib
Central Bank and Canadian University Dubai
Downloads 24 (575,604)

Abstract:

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Oil prices, Production, Change Point Analysis, Saudi Arabia

21.

The Effect of Energy Cryptos on Efficient Portfolios of Key Energy Companies in the S&P Composite 1500 Energy Index

Gurrib, I., Elshareif, E.E & F. Kamalov (2019). The Effect of Energy Cryptos on Efficient Portfolios of Key Energy Listed Companies in the S&P Composite 1500 Energy Index, International Journal of Energy Economics and Policy, 10(2): 179-193, doi.org/10.32479/ijeep.8676.
Number of pages: 15 Posted: 26 Mar 2019 Last Revised: 05 Jan 2021
Ikhlaas Gurrib, Elgilani E. Elshareif and Firuz Kamalov
Canadian University Dubai, Canadian University of Dubai and Canadian University Dubai
Downloads 23 (581,997)
Citation 1

Abstract:

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efficient portfolios, energy cryptos, performance measures, energy stocks

22.

Saudi Arabia's Inflation Agenda: A Vector Autoregressive Framework

International Journal of Trade, Economics and Finance, Vol. 1, No. 1, June, 2010
Number of pages: 5 Posted: 28 Oct 2013
Ikhlaas Gurrib and Syed Zamberi Ahmad
Canadian University Dubai and Prince Sultan University
Downloads 22 (588,521)

Abstract:

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Forecasts, Inflation, Saudi Arabia, VAR

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Australia, Uranium, Investments, Exports, GSP

24.

Are Cryptocurrencies Affected by Their Asset Class Movements or News Announcements?

Malaysian Journal of Economic Studies 56(2): 201–225, 2019
Number of pages: 26 Posted: 30 Oct 2018 Last Revised: 24 Sep 2020
Canadian University Dubai, Canadian University Dubai, Universiti Sains Malaysia (USM) - Universiti Sains Malaysia and Universiti Malaysia Pahang
Downloads 3 (724,216)
Citation 1

Abstract:

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cryptocurrency, news announcements, VAR, impulse response, structural break