Demissew Diro Ejara

University of New Haven

Associate Professor of Finance

300 Boston Post Road

Pompea College of Business

West Haven, CT 06516

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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in Total Papers Downloads

1,770

SSRN CITATIONS
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SSRN RANKINGS

Top 41,994

in Total Papers Citations

0

CROSSREF CITATIONS

17

Scholarly Papers (12)

1.

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
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

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Discount rate, International CAPM, Global CAPM, Local CAPM, currency risk

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)

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Municipal bonds, bond yields, information asymmetry, revenue bonds, General obligation bonds, credit rating

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

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clawbacks, IPO, high yield, debt pricing, renegotiation

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)

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exchange rate, stock prices, emerging markets, non-linear Granger causality, linear Granger causality, dynamic linkages

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)

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municipal bonds, debt maturity, risk, credit quality, information asymmetry

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)

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Presidential election, opinion polls, stock market

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

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Euro, Cross-country diversification, market integration, economic policy

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)

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ADR, cross listing, market segmentation, market liquidity. transparency

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:

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ADR, Cross Listing, Market Segmentation, Market Liquidity, Transparency

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)

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higher moments, investment, hedge funds, financial econometrics, portfolio performance evaluation, Taylor series expansion, CRRA

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)

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diversification benefits, the home-bias puzzle, international finance, copula

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)

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quantile regression, autocorrelations, nonparametric finance models

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

Abstract:

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American Depositary Receipts, Initial Public Offerings, Privatization, Cross-Listing, Aftermarket Performance