Ali Shehadeh

Queen's University Belfast - Finance

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

653

CITATIONS

2

Scholarly Papers (3)

1.

The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity

Number of pages: 60 Posted: 04 Jun 2016
Ali Shehadeh, Youwei Li and Michael Moore
Queen's University Belfast - Finance, Hull University Business School and University of Warwick - Warwick Business School
Downloads 323 (92,424)
Citation 1

Abstract:

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FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium

2.

US Dollar Carry Trades in the Era of 'Cheap Money'

Number of pages: 34 Posted: 18 Apr 2016
Queen's University Belfast - Finance, RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School and University of Warwick - Warwick Business School
Downloads 181 (165,392)
Citation 1

Abstract:

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Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade

3.

Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals

Number of pages: 45 Posted: 29 May 2014 Last Revised: 04 Jun 2014
Stockholm School of Economics - Department of Finance, University of Warwick - Warwick Business School, BI Norwegian Business School and Queen's University Belfast - Finance
Downloads 149 (195,488)
Citation 3

Abstract:

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Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory