Oumar Sy

Dalhousie University

6225 University Avenue

Halifax, Nova Scotia B3H 4H7

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

1,306

SSRN CITATIONS

11

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

Asset Pricing: Lessons from the Battle of Nobels

Number of pages: 99 Posted: 01 Mar 2018 Last Revised: 24 May 2019
Oumar Sy
Dalhousie University
Downloads 406 (86,254)

Abstract:

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Asset-pricing models, CAPM, noise, endogeneity, consistent estimators, instrumental variables, systematic risk, beta, abnormal return, risk premium, time-series tests, cross-sectional 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 381 (92,813)
Citation 7

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

3.

Is Exchange Risk Priced Beyond Intertemporal Risk?

Number of pages: 33 Posted: 13 Oct 2005
University of Geneva - Geneva Finance Research Institute (GFRI), Kennesaw State University - Michael J. Coles College of Business and Dalhousie University
Downloads 133 (255,028)

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International asset pricing models, exchange risk, intertemporal risk

4.

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 115 (284,023)

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

5.

Politics and Stock Returns: A Rationalization

Number of pages: 23 Posted: 24 Jul 2012
Ashraf Al Zaman and Oumar Sy
Saint Mary's University and Dalhousie University
Downloads 103 (306,506)

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Asset pricing, CAPM, Presidential puzzle, Cross sectional test

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 and Ashraf Al Zaman
Dalhousie University and Saint Mary's University
Downloads 92 (329,721)
Citation 11

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7.

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 and Ashraf Al Zaman
Dalhousie University and Saint Mary's University
Downloads 58 (426,007)

Abstract:

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Gridlock, Harmony, Presidential Cycle, Equity return

8.

Is the Presidential Premium Spurious

Journal of Empirical Finance, Vol. 56, 2020
Number of pages: 41 Posted: 02 Dec 2020
Oumar Sy and Ashraf Al Zaman
Dalhousie University and Saint Mary's University
Downloads 18 (623,470)

Abstract:

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