Hazem Daouk

Cornell University - School of Applied Economics and Management

Peter J. & Stephanie J. Nolan Associate Professor

446 Warren Hall

Ithaca, NY 14853

United States

http://courses.cit.cornell.edu/hd35/

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 731

SSRN RANKINGS

Top 731

in Total Papers Downloads

25,872

CITATIONS
Rank 888

SSRN RANKINGS

Top 888

in Total Papers Citations

599

Scholarly Papers (18)

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
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management
Downloads 6,408 (672)
Citation 244

Abstract:

Insider trading, cost of equity, international finance

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

Number of pages: 42 Posted: 10 Feb 1999
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Cornell University - School of Applied Economics and Management, Carreker-Antinori and BankBetriebsWirtschaft Jacob & Co. KG
Downloads 3,084 (2,600)
Citation 70

Abstract:

Insider trading; Event studies; Emerging markets

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

Journal of Financial Economics, January 2000
Posted: 27 Jan 1999
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Cornell University - School of Applied Economics and Management, Carreker-Antinori and BankBetriebsWirtschaft Jacob & Co. KG

Abstract:

3.

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 2,985 (2,429)
Citation 4

Abstract:

Emerging economy, forecasting, trading strategy, Neural Networks, Generalized Methods of Moments (GMM)

4.
Downloads 2,250 ( 4,597)
Citation 159

The World Price of Earnings Opacity

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 52 Posted: 05 Sep 2001
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Cornell University - School of Applied Economics and Management and Queen's University - Queen's School of Business
Downloads 2,250 (4,488)
Citation 159

Abstract:

Earnings Opacity; Cost of Equity; Turnover

The World Price of Earnings Opacity

The Accounting Review, July 2003
Posted: 18 Feb 2003
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Cornell University - School of Applied Economics and Management and Queen's University - Queen's School of Business

Abstract:

earnings opacity, earnings aggressiveness, loss avoidance, earnings smoothing, cost of equity, trading volume

5.

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 1,954 (4,634)
Citation 37

Abstract:

Short-sale constraints, Stock returns, Cost of capital, International finance

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 1,662 (7,668)
Citation 14

Abstract:

Forecasting, Multivariate classification, Stock index, Trading strategy

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

Abstract:

Forecasting, multivariate classification, neural networks, econometric time series analysis, stock index and return, trading strategy

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 1,599 (8,085)

Abstract:

General regression neural networks, currency exchange rate, forecasting

Forecasting Exchange Rates Using General Regression Neural Networks

Computers & Operations Research
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

Abstract:

general regression neural networks, currency exchange rate, forecasting

8.
Downloads 1,167 ( 13,736)
Citation 34

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
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management
Downloads 1,016 (16,647)
Citation 34

Abstract:

insider trading, cost of capital, emerging markets, securities law, enforcement

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
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management
Downloads 151 (164,044)
Citation 34

Abstract:

insider trading, cost of capital, emerging markets, securities law, enforcement

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
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management

Abstract:

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 786 (24,426)
Citation 1

Abstract:

Investment analysis, neural networks, econometric forecasting, goal programming, combining forecasts, multiobjective decision analysis

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

Abstract:

Investment analysis, goal programming, combining forecasts, multiobjective decision analysis, trading strategies

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, Stanford University - Graduate School of Business and Cornell University
Downloads 692 (29,202)
Citation 29

Abstract:

capital market governance, insider trading, earnings opacity, market performance

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, Stanford University - Graduate School of Business and Cornell University

Abstract:

capital market governance, insider trading, earnings opacity, short-selling constraints, market performance

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 668 (30,691)
Citation 2

Abstract:

Option pricing, volatility index, switching regime, GARCH

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.

Abstract:

Option pricing, volatility index, switching regime, GARCH

12.
Downloads 503 ( 45,181)
Citation 3

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 386 (62,053)
Citation 3

Abstract:

Conditional skewness, conditional volatility, predicting skewness and volatility, aggregate market returns, international finance

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 117 (201,470)
Citation 3

Abstract:

Conditional skewness, Conditional Volatility, Predicting Skewness, Aggregate market returns, International finance

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 497 (42,221)
Citation 1

Abstract:

14.
Downloads 480 ( 47,963)
Citation 1

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 Cornell University
Downloads 480 (47,408)
Citation 1

Abstract:

Volatility asymmetry, Financial leverage, Operating leverage, Covariance asymmetry, Merton model, Stock returns

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 Cornell University

Abstract:

volatility asymmetry, financial leverage, leverage effect

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 223 (104,223)

Abstract:

learning, financial analyst, forecast, accuracy

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 affiliation not provided to SSRN

Abstract:

institutional trading, informed trading, merger and acquisitions

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:

Analyst, forecast, learning, oil, futures

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

Abstract:

emerging economy, index forecasting, trading strategy, neural networks, generalized gethods of moments (GMM)