Oumar Sy

Dalhousie University

6225 University Avenue

Halifax, Nova Scotia B3H 4H7

Canada

  • Dalhousie University

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    • Tel: 902-494-3849
    • Fax: 902-494-1107
SCHOLARLY PAPERS

10

DOWNLOADS

2,192

SSRN CITATIONS

18

CROSSREF CITATIONS

6

Scholarly Papers (10)

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1.

Endogeneity in Asset Pricing Tests: Theory, Evidence, and Solutions

Number of pages: 61 Posted: 01 Mar 2018 Last Revised: 26 Jul 2021
Oumar Sy
Dalhousie University
Downloads 550 (87,500)

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Endogeneity, Asset-pricing tests, CAPM, noise, instrumental variables estimation, systematic risk, beta, abnormal return, alpha, time-series tests, anomalies, size, value, momentum

2.

A Three-Moment International Asset-Pricing Model: Theory and Evidence

Number of pages: 46 Posted: 14 Nov 2005
Vihang R. Errunza and Oumar Sy
McGill University - Desautels Faculty of Management and Dalhousie University
Downloads 427 (118,740)
Citation 7

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International asset pricing, nonlinearity, anomaly, size, value, momentum

3.

Diversification during Hard Times

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 18 May 2021 Last Revised: 09 Jan 2023
Najah Attig and Oumar Sy
Dalhousie University and Dalhousie University
Downloads 395 (129,942)

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International diversification; Industrial diversification; Global financial crisis; COVID-19 pandemic; Eurozone debt crisis; Brexit; Recessions; Bear market; VIX

4.

Is Exchange Risk Priced Beyond Intertemporal Risk?

Number of pages: 33 Posted: 13 Oct 2005
Ines Chaieb, Stefano Mazzotta and Oumar Sy
University of Geneva - Geneva Finance Research Institute (GFRI), Kennesaw State University - Michael J. Coles College of Business and Dalhousie University
Downloads 154 (326,195)

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International asset pricing models, exchange risk, intertemporal risk

5.

Event Studies in International Finance Research

Number of pages: 41 Posted: 02 May 2022 Last Revised: 04 May 2022
Sadok El Ghoul, Omrane Guedhami, Sattar Mansi and Oumar Sy
University of Alberta - Campus Saint-Jean, University of South Carolina - Moore School of Business, Virginia Tech and Dalhousie University
Downloads 141 (350,279)
Citation 3

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Event studies; international finance; stock markets; bond markets

6.

Resolving the Presidential Puzzle

Financial Management, 40: 331-355, 2011
Number of pages: 47 Posted: 12 Oct 2014 Last Revised: 24 May 2019
Oumar Sy, Ashraf Al Zaman and Ashraf Al Zaman
Dalhousie University and Sobey School of Business, St. Mary's University, CanadaSaint Mary's University
Downloads 137 (358,176)
Citation 11

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7.

Is It Time to Embrace the Alpha?

Number of pages: 43 Posted: 02 Nov 2014
Maria Pacurar and Oumar Sy
Dalhousie University - Rowe School of Business and Dalhousie University
Downloads 135 (362,231)

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CAPM, multifactor asset-pricing models, alpha, beta, size, value, and momentum effects, international stock returns, misspecified models

8.

Politics and Stock Returns: A Rationalization

Number of pages: 23 Posted: 24 Jul 2012
Ashraf Al Zaman, Ashraf Al Zaman and Oumar Sy
Sobey School of Business, St. Mary's University, CanadaSaint Mary's University and Dalhousie University
Downloads 129 (375,019)

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Asset pricing, CAPM, Presidential puzzle, Cross sectional test

9.

Gridlock versus Harmony: The Effect of Presidential Cycle

Int. J. Portfolio Analysis and Management 1 (3), 2013, pp.288-298
Number of pages: 19 Posted: 02 Feb 2013 Last Revised: 18 Jun 2013
Oumar Sy, Ashraf Al Zaman and Ashraf Al Zaman
Dalhousie University and Sobey School of Business, St. Mary's University, CanadaSaint Mary's University
Downloads 76 (534,788)

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Gridlock, Harmony, Presidential Cycle, Equity return

10.

Is the Presidential Premium Spurious

Journal of Empirical Finance, Vol. 56, 2020
Number of pages: 41 Posted: 02 Dec 2020
Oumar Sy, Ashraf Al Zaman and Ashraf Al Zaman
Dalhousie University and Sobey School of Business, St. Mary's University, CanadaSaint Mary's University
Downloads 48 (670,748)

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Presidential premium; Presidential puzzle; Spurious regression bias; Data mining; Economic policy uncertainty