Author Page for Hazem Daouk

1.

The World Price of Insider Trading

Journal of Finance, February 2002

Number of pages: 47 Posted: 22 Dec 2000

Utpal Bhattacharya and Hazem Daouk

HKUST Business School and Cornell University - School of Applied Economics and Management

Downloads 7,902 (1,455)

Citation 37

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2.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Number of pages: 42 Posted: 13 Aug 2001

An-Sing Chen, Hazem Daouk and Mark T. Leung

National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics

Downloads 3,703 (5,293)

Citation 11

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3.

When an Event is Not an Event: The Curious Case of an Emerging Market

Downloads 3,327 ( 6,318)

Citation 11

2

When an Event is Not an Event: The Curious Case of an Emerging Market

Number of pages: 42 Posted: 10 Feb 1999

Utpal Bhattacharya, Hazem Daouk, Brian Jorgenson and Carl-Heinrich Kehr

HKUST Business School, Cornell University - School of Applied Economics and Management, Carreker-Antinori and BankBetriebsWirtschaft Jacob & Co. KG

Downloads 3,327 (6,202)

Citation 11

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When an Event is Not an Event: The Curious Case of an Emerging Market

Journal of Financial Economics, January 2000

Posted: 27 Jan 1999

Utpal Bhattacharya, Hazem Daouk, Brian Jorgenson and Carl-Heinrich Kehr

HKUST Business School, Cornell University - School of Applied Economics and Management, Carreker-Antinori and BankBetriebsWirtschaft Jacob & Co. KG

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4.

A Study of Market-Wide Short-Selling Restrictions

Number of pages: 43 Posted: 26 Mar 2005

Hazem Daouk and Anchada Aida Charoenrook

Cornell University - School of Applied Economics and Management and Thammasat University

Downloads 2,759 (8,412)

Citation 20

Abstract:

5.

The World Price of Earnings Opacity

Downloads 2,529 ( 9,701)

2

The World Price of Earnings Opacity

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 52 Posted: 05 Sep 2001

Utpal Bhattacharya, Hazem Daouk and Michael Welker

HKUST Business School, Cornell University - School of Applied Economics and Management and Queen's University - Smith School of Business

Downloads 2,529 (9,543)

Citation 125

Abstract:

The World Price of Earnings Opacity

The Accounting Review, July 2003

Posted: 18 Feb 2003

Utpal Bhattacharya, Hazem Daouk and Michael Welker

HKUST Business School, Cornell University - School of Applied Economics and Management and Queen's University - Smith School of Business

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6.

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

Downloads 2,235 (11,839)

2

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

Number of pages: 18 Posted: 24 Jan 2000

Mark T. Leung, Hazem Daouk and An-Sing Chen

University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Downloads 2,235 (11,613)

Citation 10

Abstract:

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

International Journal of Forecasting, Vol. 16, pp. 173-190

Posted: 28 Aug 2000

Mark T. Leung, Hazem Daouk and An-Sing Chen

University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

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7.

Forecasting Exchange Rates Using General Regression Neural Networks

Downloads 1,821 (16,358)

Citation 2

2

Forecasting Exchange Rates Using General Regression Neural Networks

Number of pages: 35 Posted: 17 Jan 2000

Mark T. Leung, An-Sing Chen and Hazem Daouk

University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management

Downloads 1,821 (16,084)

Citation 2

Abstract:

Forecasting Exchange Rates Using General Regression Neural Networks

Posted: 01 Oct 2000

Mark T. Leung and Hazem Daouk

University of Texas at San Antonio - Department of Management Science and Statistics and Cornell University - School of Applied Economics and Management

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8.

When No Law is Better than a Good Law

Downloads 1,361 (25,513)

Citation 62

3

When No Law is Better than a Good Law

AFA 2008 New Orleans Meetings Paper

Number of pages: 64 Posted: 19 Mar 2005 Last Revised: 12 May 2014

Utpal Bhattacharya and Hazem Daouk

HKUST Business School and Cornell University - School of Applied Economics and Management

Downloads 1,152 (32,047)

Citation 17

Abstract:

When No Law is Better Than a Good Law

Review of Finance, Forthcoming

Number of pages: 64 Posted: 28 Apr 2009

Utpal Bhattacharya and Hazem Daouk

HKUST Business School and Cornell University - School of Applied Economics and Management

Downloads 209 (250,211)

Citation 16

Abstract:

When No Law is Better than a Good Law

Review of Finance, Vol. 13, Issue 4, pp. 577-627, 2009

Posted: 08 Dec 2009

Utpal Bhattacharya and Hazem Daouk

HKUST Business School and Cornell University - School of Applied Economics and Management

Abstract:

9.

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Downloads 859 (49,097)

2

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Number of pages: 35 Posted: 21 Nov 2000

Mark T. Leung, Hazem Daouk and An-Sing Chen

University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Downloads 859 (48,399)

Citation 1

Abstract:

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Forthcoming in European Journal of Operational Research

Posted: 18 Sep 2001

An-Sing Chen, Hazem Daouk and Mark T. Leung

National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics

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10.

Capital Market Governance: How Do Security Laws Affect Market Performance?

Downloads 785 (55,590)

Citation 18

2

Capital Market Governance: How Do Security Laws Affect Market Performance?

Number of pages: 53 Posted: 21 Apr 2005

Hazem Daouk, Charles M.C. Lee and David T. Ng

Cornell University - School of Applied Economics and Management, Foster School of Business, University of Washington and Johnson College of Business

Downloads 785 (54,786)

Citation 18

Abstract:

Capital Market Governance: How Do Security Laws Affect Market Performance?

Journal of Corporate Finance, Vol. 12, No. 12, pp. 560-593, June 2006

Posted: 04 Aug 2006

Hazem Daouk, Charles M.C. Lee and David T. Ng

Cornell University - School of Applied Economics and Management, Foster School of Business, University of Washington and Johnson College of Business

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11.

Switching Asymmetric GARCH and Options on a Volatility Index

Downloads 704 (64,301)

2

Switching Asymmetric GARCH and Options on a Volatility Index

Number of pages: 44 Posted: 21 Jan 2003

Hazem Daouk and Jie Qun Guo

Cornell University - School of Applied Economics and Management and Interactive Data Pricing and Reference Data, Inc.

Downloads 704 (63,387)

Citation 2

Abstract:

Switching Asymmetric GARCH and Options on a Volatility Index

Journal of Futures Markets, Vol. 24, pp. 251-282, March 2004

Posted: 08 Feb 2004

Hazem Daouk and Jie Qun Guo

Cornell University - School of Applied Economics and Management and Interactive Data Pricing and Reference Data, Inc.

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12.

Conditional Skewness of Aggregate Market Returns

Downloads 616 (76,281)

Citation 3

2

Conditional Skewness of Aggregate Market Returns

Number of pages: 37 Posted: 07 Jul 2004

Anchada Aida Charoenrook and Hazem Daouk

Thammasat University and Cornell University - School of Applied Economics and Management

Downloads 456 (109,093)

Citation 3

Abstract:

Conditional Skewness of Aggregate Market Returns

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI

Number of pages: 32 Posted: 13 Oct 2008

Anchada Aida Charoenrook and Hazem Daouk

Thammasat University and Cornell University - School of Applied Economics and Management

Downloads 160 (317,714)

Citation 2

Abstract:

13.

An Econometric Evaluation of a Geopolitical Theory of Oil Price Behavior

Applied Economics, Forthcoming

Number of pages: 44 Posted: 12 Feb 2007 Last Revised: 18 Dec 2009

Ahmad Slaibi, D. Chapman and Hazem Daouk

Cornell University - School of Applied Economics and Management, Cornell University and Cornell University - School of Applied Economics and Management

Downloads 573 (83,145)

Citation 4

Abstract:

14.

Is Unlevered Firm Volatility Asymmetric?

Downloads 565 (84,651)

Citation 10

2

Is Unlevered Firm Volatility Asymmetric?

AFA 2007 Chicago Meetings

Number of pages: 49 Posted: 17 Mar 2006

Hazem Daouk and David T. Ng

Cornell University - School of Applied Economics and Management and Johnson College of Business

Downloads 565 (83,671)

Citation 10

Abstract:

Is Unlevered Firm Volatility Asymmetric?

Journal of Empirical Finance, Vol. 18, No. 4, 2011

Posted: 08 Jan 2012

Hazem Daouk and David T. Ng

Cornell University - School of Applied Economics and Management and Johnson College of Business

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15.

Do Investors Learn About Analyst Accuracy?

Number of pages: 29 Posted: 20 Sep 2006

Charles Chang, Hazem Daouk and Albert Wang

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management

Downloads 290 (181,323)

Abstract:

16.

Informed Institutional Trading around Merger and Acquisition Announcements

The Journal of Trading, Vol. 6, No 2, pp. 35-49, Spring 2011

Posted: 31 Jan 2012

Hazem Daouk and Guohua Li

Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management

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17.

Do Investors Learn About Analyst Accuracy? A Study of the Oil Futures Market

Journal of Futures Markets, Vol. 29, pp. 414-429, 2009

Posted: 06 Jan 2010

Charles Chang, Hazem Daouk and Albert Wang

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management

Abstract:

18.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Computers & Operations Research, Vol. 30, pp. 901-923

Posted: 28 Jan 2002

Mark T. Leung, Hazem Daouk and An-Sing Chen

University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Hazem Daouk

Cornell University - School of Applied Economics and Management

Peter J. & Stephanie J. Nolan Associate Professor

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