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

  • Louisiana Tech University - College of Business

    • Email
    • Tel: 318-257-3874
    • Fax: 318-257-4253
SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 21,064

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49

CROSSREF CITATIONS

7

Scholarly Papers (17)

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1.

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

Downloads 1,349 (25,728)
Citation 7

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 1,349 (25,296)
Citation 7

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random walk hypothesis, Chinese stock market, artificial neural network

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

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

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

2.

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

Downloads 1,265 (28,309)

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 1,265 (27,844)
Citation 5

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

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

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 572 (83,031)
Citation 8

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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 516 (94,402)
Citation 15

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

5.

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

Downloads 448 (111,830)
Citation 2

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 448 (110,687)
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

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 The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 420 (120,589)

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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 209 (248,779)
Citation 5

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consumption CAPM, GMM, habit formation, recursive utility

8.

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

Downloads 185 (277,510)

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 185 (277,212)
Citation 5

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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

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
Ali F. Darrat, Khaled Elkhal, Gaurango Banerjee and Maosen Zhong
Louisiana Tech University - College of Business, University of Texas at Brownsville, University of Texas at Brownsville and University of Queensland - Business School
Downloads 122 (389,458)

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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 109 (422,671)
Citation 1

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

11.

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 39 (725,251)

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Resource, Mobilization, Islamic Profit, Loss

12.

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 26 (825,060)

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13.

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 19 (888,740)

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Abolishing, Interest

14.

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

15.

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

16.

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

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

17.

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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