Walid Hejazi

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6

Canada

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 9,784

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CITATIONS
Rank 40,116

SSRN RANKINGS

Top 40,116

in Total Papers Citations

4

Scholarly Papers (7)

1.

Intraday Share Price Volatility and Leveraged ETF Rebalancing

Number of pages: 49 Posted: 13 Oct 2012 Last Revised: 07 Jan 2016
York University - Schulich School of Business, University of Toronto - Rotman School of Management, Independent and Independent
Downloads 2,872 (1,871)

Abstract:

Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure

2.

The Influence of Productivity on Asset Pricing

Number of pages: 45 Posted: 26 Mar 2008 Last Revised: 06 Jan 2009
University of Toronto - Rotman School of Management, University of Ontario Institute of Technology, University of Toronto - Rotman School of Management and York University - Schulich School of Business
Downloads 114 (186,721)

Abstract:

Asset Pricing, Productivity

3.

What Drives Provincial-Canada Yield Spreads?

Canadian Journal of Economics, Vol. 40, No. 3, pp. 1008-1032, August 2007
Number of pages: 25 Posted: 20 Jul 2007
University of Toronto - Rotman School of Management, York University - Atkinson School of Administrative Studies and University of Toronto - Rotman School of Management
Downloads 20 (424,945)
Citation 2

Abstract:

4.

Foreign Asset Risk Exposure, DOI, and Performance: An Analysis of Canadian Banks

Journal of International Business Studies, Vol. 41, Issue 5, pp. 845-860, 2010
Number of pages: 16 Posted: 14 Jun 2010
Walid Hejazi and Eric B. Santor
University of Toronto - Rotman School of Management and Bank of Canada - International Relations Department
Downloads 2 (513,789)
Citation 2

Abstract:

5.

Are Forward Premia Mean Reverting?

Applied Finacial Economics, Vol. 10, pp. 343-350, 2000
Posted: 13 Jun 2001
Walid Hejazi and Zhixin Li
University of Toronto - Rotman School of Management and University of Toronto - Department of Economics

Abstract:

Time-varying term premia, mean reversion, GARCH-M

6.

Yield Spreads as Predictors of Industrial Production: Expectations on Short Rates or Term Premia?

Applied Economics, Vol. 32, pp. 945-51, 2000
Posted: 15 Jan 2001
Walid Hejazi
University of Toronto - Rotman School of Management

Abstract:

Term Structure, Time-Varying Term Premia, Industrial Production

7.

The Expectations Hypothesis, Term Premia, and the Canadian Term Structure of Interest Rates

Canadian Journal of Economics, Vol. 33, Issue 1, February 2000
Posted: 07 Sep 2000
Walid Hejazi, Huiwen Lai and Xian Yang
University of Toronto - Rotman School of Management, SAS Institute Inc. and University of Toronto - Department of Economics

Abstract: