Hany Guirguis

Manhattan College

Manhattan College Parkway

Riverdale, NY 10471

United States

SCHOLARLY PAPERS

6

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191

SSRN CITATIONS
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Top 24,344

in Total Papers Citations

1

CROSSREF CITATIONS

32

Scholarly Papers (6)

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

FAME Research Paper No. 73
Number of pages: 45 Posted: 22 Jul 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 119 (251,973)
Citation 5

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state dependent utility, equity premium, equity premium puzzle

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

CEPR Discussion Paper No. 3697
Number of pages: 37 Posted: 21 Mar 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 22 (562,040)
Citation 1
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State dependent utility, equity premium, equity premium puzzle

2.

The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs

Journal of Real Estate Research, Vol. 34, No. 2, 2012
Number of pages: 26 Posted: 28 Mar 2012 Last Revised: 10 Sep 2012
Randy I. Anderson, Vaneesha Boney and Hany Guirguis
University of Central Florida, University of Denver and Manhattan College
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Monetary Policy, REITs, Asymmetric Response, Markov Process

3.
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4.

Timing the Value Style Index in a Markov Regime-Switching Model

Journal of Investment Managment (JOIM), First Quarter, 2012
Posted: 24 May 2012
Hany Guirguis, Ted Theodore and Micahel Suen
Manhattan College, affiliation not provided to SSRN and affiliation not provided to SSRN

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Equity style timing, regime-switching, investor behavior, market timing, style investment

5.

A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates

Journal of Applied Economics, Vol. 10, No. 1, pp. 99-114, May 2007
Posted: 07 Jun 2007
Christos I. Giannikos and Hany Guirguis
CUNY - Baruch College and Manhattan College

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long-term interest rate, monetary policy, asymmetry

6.

The Us Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients

Journal of Real Estate Finance and Economics, Vol. 30, No. 1, 2005
Posted: 07 Jun 2004
Manhattan College, CUNY - Baruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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