Hazem B. Daouk, Ph.D.
Affiliations: | 2001 | Indiana University, Bloomington, Bloomington, IN, United States |
Area:
FinanceGoogle:
"Hazem Daouk"Parents
Sign in to add mentor| Craig Holden | grad student | 2001 | Indiana University | |
| (Two essays on the response of volatility to returns.) | ||||
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Publications
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| Daouk H, Ng DTC. (2011) Is Unlevered Firm Volatility Asymmetric Journal of Empirical Finance. 18: 634-651 |
| Slaibi A, Chapman D, Daouk H. (2010) A geopolitical theory of oil price behaviour: an econometric evaluation Applied Economics. 42: 2783-2800 |
| Bhattacharya U, Daouk H. (2009) When No Law is Better Than a Good Law Review of Finance. 13: 577-627 |
| Chang C, Daouk H, Wang A. (2009) Do Investors Learn About Analyst Accuracy? A Study of the Oil Futures Market Journal of Futures Markets. 29: 414-429 |
| Daouk H, Lee CMC, Ng DTC. (2006) Capital Market Governance: How Do Security Laws Affect Market Performance? Journal of Corporate Finance. 12: 560-593 |
| Daouk H, Guo JQ. (2004) Switching Asymmetric GARCH and Options on a Volatility Index Journal of Futures Markets. 24: 251-282 |
| Bhattacharya U, Daouk H, Welker M. (2003) The World Price of Earnings Opacity The Accounting Review. 78: 641-678 |
| Chen A, Leung MT, Daouk H. (2003) Application of neural networks to an emerging financial market: forecasting and trading the Taiwan stock index Computers & Operations Research. 30: 901-923 |
| Bhattacharya U, Daouk H. (2002) The World Price of Insider Trading Journal of Finance. 57: 75-108 |
| Leung MT, Daouk H, Chen AS. (2001) Using investment portfolio return to combine forecasts: A multiobjective approach European Journal of Operational Research. 134: 84-102 |