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SOB - Scholarly Publications: Recent submissions

  • لبنان وصندوق النقد الدولي 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • أزمة النظام الرأسمالي 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • برنامج عمل لمنظمات حقوق الإنسان 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • لماذا سيفشل أوباما؟ 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • أوباما في مواجهة الجمهوريين 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • بلد المساعدات المزمنة 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • ملخص خطة بديلة لباريس 3 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • Toward a 100,000 Votes Party 
    Dibeh, Ghassan; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • أسواق العقارات 
    ديبة، غسان; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • Exogeneity Unveiled 
    Dibeh, Ghassan; SOB; 199490150; Department of Economics (ECON); gdibeh@lau.edu.lb; Lebanese American University
  • Efficiency performance of commercial banks in Lebanon 
    Djoundourian, Salpie; Raad, Elias; SOB; 199490100; 199590190; Department of Finance and Accounting (FINA); sdjindran@lau.edu.lb; eraad@lau.edu.lb; Lebanese American University
  • Oil Products and the Volatility Index: Bivariate Volatility Relationships Within a T-GARCH Model 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    I provide, in this paper, evidence on the contribution of crude oil excess volatility to the volatility index. Crude oil leads the volatility index by 16 basis points (BP) 6 months ahead of time. This leadership is reversal ...
  • The Sources of Variance in the Helsinki Stock Exchange 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    We investigate the relationship between the fundamental and the transitory variance. We study how the transitory variance deviates from the fundamental variance. We use the Gonzalo and Granger (1995) permanent-temporary ...
  • Measuring the Oil Risk Effect on Industry Volatility Shocks 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    I examine the information sequential hypothesis in complementary oil markets. Unlike the underreaction hypothesis suggested as an explanation to the lagged negative oil effect of financial return, a sequential information ...
  • An Empirical Study of the Mixture of Time and Movements in Prices 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University (Swedish School of Economics and Business AdministrationHelsinki, Finland, )
    This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, ...
  • Test of the clustering hypothesis in the Helsinki Exchanges 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University (Swedish School of Economics and Business AdministrationHelsinki, Finland, )
    This paper investigates the clustering pattern in the Finnish stock market. Using trading volume and time as factors capturing the clustering pattern in the market, the Keim and Madhavan (1996) and the Engle and Russell ...
  • Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    I investigate how sentiment contributed to the build-up of volatility of the constituents of the FTSE100 in the aftermath of the ”yes” to the UK Brexit referendum of Thursday June 23, 2016. Sentiment is estimated as the ...
  • Estimating the beta-return relationship by considering the sign and the magnitude of daily returns 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    We test the beta-return relationship under the working assumption that beta is realized under constrained but innovative trading environments. Specifically, we estimate a residual beta risk as the difference between a ...
  • Sustainability of family business entrepreneurships in the Middle East 
    SOB; 201200959; 198403800; Department of Management Studies (MNGT); Maamari, Bassem E.; Jannoun, Ahmad M.; bassem.maamari@lau.edu.lb; philippe.zgheib@lau.edu.lb; Lebanese American University (IGI GlobalHershey, PA, )
    The sustainability of family businesses with their integral component of entrepreneurial venturing are the result of decades of developmental processes. The role that these family businesses play in any economy can only ...
  • Corporate Governance and the diversification discount 
    Boumosleh, Anwar; Cline, Brandon N.; Hyder, Fawzi Jaber; Yore, Adam S.; SOB; 200501018; Department of Finance and Accounting (FINA); anwar.boumosleh@lau.edu.lb; Lebanese American University
    We examine whether the Sarbanes-Oxley Act has a major role in reducing the diversification discount and enhancing internal capital markets efficiency. The act proposes new rules and regulations on financial practice and ...

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