Ali F. Darrat

Louisiana Tech University - College of Business

The Premier Bank Endowed Professor of Economics and Professor of Finance

Department of Economics & Finance

P.O. Box 10318

Ruston, LA 71272

United States

SCHOLARLY PAPERS

20

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Top 20,626

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24

CROSSREF CITATIONS

16

Scholarly Papers (20)

On Testing the Random Walk Hypothesis: A Model-Comparison Approach

Number of pages: 31 Posted: 04 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 1,267 (15,747)
Citation 5

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random walk hypothesis, Chinese stock market, artificial neural network

On Testing the Random-Walk Hypothesis: A Model-Comparison Approach

The Financial Review, August 2000
Posted: 15 Aug 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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On Testing the Random Walk Hypothesis: A Model-Comparison Approach

The Financial Review, Vol. 35, August 2000
Posted: 05 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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random walk hypothesis, Chinese stock market, artificial neural network

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Number of pages: 13 Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School
Downloads 1,164 (17,943)
Citation 3

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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Journal of Banking and Finance, Forthcoming
Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

3.

Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico

Number of pages: 26 Posted: 30 Jun 2004
Maosen Zhong, Ali F. Darrat and Rafael Otero
University of Queensland - Business School, Louisiana Tech University - College of Business and University of Texas at Brownsville - School of Business
Downloads 542 (52,783)
Citation 5

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Stock index futures, emerging markets, cointegration, error correction, EGARCH

4.

Corporate Governance and Bankruptcy Risk

Number of pages: 50 Posted: 18 Nov 2010 Last Revised: 04 Sep 2014
Ali F. Darrat, Stephen Gray, Jung Chul Park and Yanhui Wu
Louisiana Tech University - College of Business, University of Queensland - Business School, University of South Florida and Queensland University of Technology - School of Economics and Finance
Downloads 415 (73,435)
Citation 1

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Bankruptcy, Corporate Governance, Board Characteristics, CEO Characteristics, Management Characteristics

Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence

Number of pages: 39 Posted: 04 Oct 2001
Dwight C. Anderson, Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance, Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 411 (73,648)
Citation 2

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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality

Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence

The Journal of Banking & Finance, Forthcoming
Posted: 30 Oct 2001
Dwight C. Anderson, Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance, Louisiana Tech University - College of Business and University of Queensland - Business School

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Present value model, time-varying expected inflation, fundamental and non-fundamental values of stock prices, market rationality

6.

Testing the Implications of Overconfidence for Intraday Trading

Number of pages: 40 Posted: 07 Mar 2005
Ali F. Darrat, Maosen Zhong and Louis T. W. Cheng
Louisiana Tech University - College of Business, University of Queensland - Business School and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 390 (78,859)

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Trading volume, return volatility, behavioral finance, overconfidence

7.

Testing Consumption-Based CAPM: Evidence from Alternative Models

Number of pages: 24 Posted: 15 Aug 2011
Bin Li, Ali F. Darrat and Philip Gray
Griffith University - Department of Accounting, Finance and Economics, Louisiana Tech University - College of Business and Department of Banking and Finance, Monash University
Downloads 171 (183,513)
Citation 4

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consumption CAPM, GMM, habit formation, recursive utility

Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets

Number of pages: 28 Posted: 04 Oct 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 163 (191,338)
Citation 4

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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset

Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets

The Financial Review, Forthcoming
Posted: 04 Nov 2001
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School

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Asian-Pacific stock markets, the U.S. and Japan, cointegration, driving forces, international asset

9.

Why Do U.S. Banks Borrow from the Fed? A Fresh Look at the 'Reluctance' Phenomenon

Applied Financial Economics, Vol. 14, pp. 477-484, 2004
Number of pages: 8 Posted: 01 Jul 2004
Louisiana Tech University - College of Business, University of Texas at Brownsville, University of Texas at Brownsville and University of Queensland - Business School
Downloads 106 (266,956)

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Commercial banks, Discount window borrowing, Federal Reserve

10.

Equity Market Linkage and Multinational Trade Accords: The Case of NAFTA

Number of pages: 31 Posted: 01 Jul 2004
Ali F. Darrat and Maosen Zhong
Louisiana Tech University - College of Business and University of Queensland - Business School
Downloads 99 (279,809)
Citation 1

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NAFTA, equity market linkage, cointegration, speed of convergence, long-run price equilibrium; generalized variance decompositions

11.

Long-Term Performance Following Rights Issues and Open Offers in the UK

Journal of Business Finance & Accounting, Vol. 32, No. 9-10, pp. 1961-1994, November 2005
Number of pages: 32 Posted: 26 Dec 2005
John C. Topuz, Ali F. Darrat and Roger M. Shelor
Southeastern Oklahoma State University, Louisiana Tech University - College of Business and Ohio University - College of Business
Downloads 29 (494,396)
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12.

The Asymmetric Impact of Monetary Policy on Currency Markets

Financial Review, Vol. 41, No. 2, pp. 289-303, May 2006
Number of pages: 15 Posted: 20 Nov 2006
Bento J. Lobo, Ali F. Darrat and Sanjay Ramchander
University of Tennessee, Chattanooga - Department of Accounting, Louisiana Tech University - College of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 21 (540,251)
Citation 1
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13.

Interdependence and Volatility Spillovers Under Market Liberalization: The Case of Istanbul Stock Exchange

Journal of Business Finance & Accounting, Vol. 30, pp. 1089-1114, September 2003
Number of pages: 26 Posted: 13 Oct 2003
Ali F. Darrat and Omar M. Benkato
Louisiana Tech University - College of Business and Ball State University - Department of Finance and Insurance
Downloads 16 (571,076)
Citation 1
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14.

Resource Mobilization Under the Islamic Profit-Loss-Sharing Scheme: A Note

Journal of King Abdulaziz University: Islamic Economics, Vol. 8, 1996
Number of pages: 3 Posted: 21 Feb 2018
Abdel-Hameed M. Bashair and Ali F. Darrat
Grambling State University - Department of Economics and Louisiana Tech University - College of Business
Downloads 5 (644,609)

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Resource, Mobilization, Islamic Profit, Loss

15.

Towards Abolishing the Rate of Interest in Contemporary

Journal of King Abdulaziz University: Islamic Economics, Vol. 5, 1993
Number of pages: 11 Posted: 22 Jan 2018
Ali F. Darrat
Louisiana Tech University - College of Business
Downloads 3 (659,636)

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Abolishing, Interest

16.

On the Design of Interest-Free Instruments

Journal of King Abdulaziz University: Islamic Economics, Vol. 8, No. 1, 1996
Number of pages: 10 Posted: 24 Nov 2017
Ali F. Darrat and Shahid M. Ebrahim
Louisiana Tech University - College of Business and Durham Business School
Downloads 3 (659,636)

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17.

Fiscal Policy and the US Stock Market

Review of Quantitative Finance and Accounting, Vol. 47, No. 4, 2016
Posted: 21 Apr 2018
Cedric Mbanga and Ali F. Darrat
Missouri State University and Louisiana Tech University - College of Business

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Error Correction, Market Efficiency, Fiscal and Monetary Policies

18.

Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets

Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Posted: 09 Apr 2015
Geoffrey Ngene, Charles Lambert and Ali F. Darrat
Mercer University - Eugene W. Stetson School of Business and Economics, Independent and Louisiana Tech University - College of Business

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Long memory; Structural breaks; Regional housing prices; Regimes

19.

The Role of Futures Trading in Spot Market Fluctuations: Perpetrator of Volatility or Victim of Regret?

Journal of Financial Research, Forthcoming
Posted: 27 Aug 2001
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

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futures trading, spot market volatility, exponential GARCH, regret theory

20.

Modeling Money Demand in the United Arab Emirates

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Volume 36 Number 1 (Spring 1996)
Posted: 06 May 1998
Ali F. Darrat and Ahmed Al-Mutawa
Louisiana Tech University - College of Business and United Arab Emirates University (UAEU)

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