Author Page for Demissew Diro Ejara

Local, Global, and International CAPM: For Which Countries Does Model Choice Matter?

Journal of Investment Management, 2nd Quarter, 2020, University of Connecticut School of Business Research Paper No. 18-04

Number of pages: 36 Posted: 22 Aug 2017 Last Revised: 23 Jul 2020

Demissew Diro Ejara, Alain A. Krapl, Thomas J. O'Brien and Santiago Ruiz de Vargas

University of New Haven, Northern Kentucky University - Department of Economics and Finance, University of Connecticut - Department of Finance and NOERR AG WPG StBG - Advisory Services

Downloads 622 (60,427)

Citation 1

Abstract:

2.

Impact of Information Asymmetry on Municipal Bond Yields: An Empirical Analysis

American Journal of Economics and Business Administration, 2009

Number of pages: 10 Posted: 01 May 2009

Kenneth N. Daniels and Demissew Diro Ejara

Daniels Foundation for Impact Investments and Development and University of New Haven

Downloads 295 (143,597)

Abstract:

3.

An Empirical Analysis of the Determinants and Pricing of Corporate Bond Clawbacks

Journal of Corporate Finance, Vol. 15 No. 4, 2009

Number of pages: 45 Posted: 17 Mar 2009 Last Revised: 13 Oct 2009

Kenneth N. Daniels, Demissew Diro Ejara and Jayaraman Vijayakumar

Daniels Foundation for Impact Investments and Development, University of New Haven and Virginia Commonwealth University (VCU) - Department of Accounting

Downloads 183 (226,422)

Citation 1

Abstract:

4.

On the Relationship between Exchange Rates and Stock Prices: Evidence from Emerging Markets

International Research Journal of Finance and Economics, Issue 111, July 2013

Number of pages: 10 Posted: 24 Feb 2014

Esin Cakan and Demissew Diro Ejara

University of New Haven - Economics and University of New Haven

Downloads 177 (232,984)

Abstract:

5.

Debt Maturity, Credit Risk and Information Asymmetry: The Case of Municipal Bonds

The Financial Review, Forthcoming

Number of pages: 28 Posted: 10 Oct 2009

Kenneth N. Daniels, Demissew Diro Ejara and Jayaraman Vijayakumar

Daniels Foundation for Impact Investments and Development, University of New Haven and Virginia Commonwealth University (VCU) - Department of Accounting

Downloads 172 (238,672)

Abstract:

6.

Opinion Polls and the Stock Market: Evidence from the 2008 U.S. Presidential Election

Applied Financial Economics, Forthcoming

Number of pages: 15 Posted: 22 Sep 2011

Demissew Diro Ejara, Raja Nag and Kamal P. Upadhyaya

University of New Haven, New York Institute of Technology and University of New Haven - Economics & Finance

Downloads 156 (259,118)

Abstract:

7.

Co-Movement of European Equity Markets after the Euro

Number of pages: 39 Posted: 06 Mar 2009 Last Revised: 01 Mar 2010

Demissew Diro Ejara

University of New Haven

Downloads 64 (463,692)

Citation 1

Abstract:

8.

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

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2

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

Multinational Finance Journal, Vol. 8, No. 3/4, p. 247-274, 2004

Number of pages: 28 Posted: 01 Jul 2015

Demissew Diro Ejara and Chinmoy Ghosh

University of New Haven and University of Connecticut - Department of Finance

Downloads 40 (579,291)

Abstract:

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

Multinational Finance Journal, Vol. 8, No. 3, pp. 247-274, 2004

Posted: 28 Feb 2010

Demissew Diro Ejara and Chinmoy Ghosh

University of New Haven and University of Connecticut - Department of Finance

Abstract:

9.

Evaluating Investments Using Higher Moments

Ejara, D.D. (2016) Evaluating Investments Using Higher Moments. Modern Economy, 7, 320-326.

Number of pages: 7 Posted: 31 Jan 2017

Demissew Diro Ejara

University of New Haven

Downloads 38 (577,245)

Abstract:

10.

Changes in country cross-correlations

Number of pages: 64 Posted: 06 Apr 2022

Demissew Diro Ejara and Wentworth Boynton

University of New Haven and University of New Haven - Economics & Finance

Downloads 14 (742,879)

Abstract:

11.

Nonparametric quantile autoregressions

Number of pages: 41 Posted: 06 Apr 2022

Demissew Diro Ejara, Wentworth Boynton and Xinyi Lu

University of New Haven, University of New Haven - Economics & Finance and University of New Haven

Downloads 9 (788,514)

Abstract:

12.

Underpricing and Aftermarket Performance of American Depository Receipts (ADR) IPOs

Journal of Banking and Finance, Vol. 28, No. 12, pp. 3151-3186, 2004

Posted: 28 Feb 2010

Demissew Diro Ejara and Chinmoy Ghosh

University of New Haven and University of Connecticut - Department of Finance

Demissew Diro Ejara

University of New Haven

Associate Professor of Finance

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Scholarly Papers (12)

Local, Global, and International CAPM: For Which Countries Does Model Choice Matter?

Abstract:

Impact of Information Asymmetry on Municipal Bond Yields: An Empirical Analysis

Abstract:

An Empirical Analysis of the Determinants and Pricing of Corporate Bond Clawbacks

Abstract:

On the Relationship between Exchange Rates and Stock Prices: Evidence from Emerging Markets

Abstract:

Debt Maturity, Credit Risk and Information Asymmetry: The Case of Municipal Bonds

Abstract:

Opinion Polls and the Stock Market: Evidence from the 2008 U.S. Presidential Election

Abstract:

Co-Movement of European Equity Markets after the Euro

Abstract:

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

Abstract:

Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market

Abstract:

Evaluating Investments Using Higher Moments

Abstract:

Changes in country cross-correlations

Abstract:

Nonparametric quantile autoregressions

Abstract:

Underpricing and Aftermarket Performance of American Depository Receipts (ADR) IPOs

Abstract: