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SOB - Scholarly Publications: Recent submissions

  • Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets 
    Ben Sita, Bernard; Abdallah, Wissam; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    We investigate how idiosyncratic and systematic effects impact the volatility risk of U.K. cross-listed stocks. Under the hypothesis that more stock followers enhance information effects on volatility, we examine whether ...
  • Volatility spillovers 
    Ben Sita, Bernard; Abosedra, Salah; SOB; 200603722; Department of Finance and Accounting (FINA); Lebanese American University
    This paper provides evidence on the lead, the contemporaneous and the lagged transmission mechanism of extreme shocks across energy products. Our findings reveal a weak leadership of crude oil in guiding hedgers against ...
  • Volatility links between US industries 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    This article investigates volatility linkages across 30 US industries in terms of volatility leadership impact and interdependence dynamics. The volatility spillover index of Diebold and Yilmaz (2009 Diebold, F. X. and ...
  • The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects 
    Ben Sita, Bernard; Westerholm, P. Joakim; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    In this paper, we investigate the information content of trading intensity applying the Madhavan, Richardson and Roomans (1997) structural model to express trading intensity as trading momentum in duration and volume. Using ...
  • Autocorrelation of the trade process 
    Ben Sita, Bernard; SOB; 200603722; Department of Finance and Accounting (FINA); bernard.bensita@lau.edu.lb; Lebanese American University
    This study investigates how duration-based trading intensity modifies the first-order autocorrelation and the transitory variance of the trade process. Because prices are conditional expected values, a structural model in ...
  • Monitoring the efforts versus aligning the incentives of managers with those of their stakeholders 
    Toukan, Amjad; SOB; 200904980; Department of Economics (ECON); amjad.toukan@lau.edu.lb; Lebanese American University
    I examine the case where a firm bids on a private contract. To win the award, the firm may choose to comply with a demand by the corrupt manager for a share of the value of the project to avoid being excluded from trade. ...
  • The economic impact of cigarette smoking on the poor in Jordan 
    Toukan, Amjad M.; SOB; 200904980; Department of Economics (ECON); amjad.toukan@lau.edu.lb; Lebanese American University
    Objectives To examine the expenditure on cigarette smoking in Jordan and compare the costs with potential investments in food and other essential items. Methods Review of available statistics and calculations were ...
  • Why do some countries produce more capital intensive output than others? 
    Toukan, Amjad; SOB; 200904980; Department of Economics (ECON); amjad.toukan@lau.edu.lb; Lebanese American University
    Interested in how does the quality of governance in a country affect the ratio of the value added share of capital intensive goods to the value added share of labor intensive goods, I am testing the hypothesis that the ...
  • US natural-gas price volatility and the collapse of enron 
    Dah, Abdallah; Abosedra, Salah; Chaudhuri, Kausik; SOB; 198629040; Department of Economics (ECON); aadah@lau.edu.lb; Lebanese American University
  • An assessment of the impact of sticky floors and glass ceilings in Lebanon 
    Dah, Abdallah; Hejase, Ale; SOB; 198929040; Department of Economics (ECON); aadah@lau.edu.lb; Lebanese American University
    Understanding earning gaps prevailing among genders is related to the efficiency in the labor market. Arguing that skills, productivity of individuals, and their commitment to work will ultimately determine individuals ...
  • Greatest common divisor and least common multiple matrices on factor closed sets in a principal ideal domain 
    El-Kassar, A. N.; Habre, S. S.; Awad, Y. A.; SOB; 199529190; 199329050; Department of Information Technology and Operations Management (ITOM); abdulnassar.kassar@lau.edu.lb; shabre@lau.edu.lb; Lebanese American University
    Let T be a set of n distinct positive integers, x1, x2, ..., xn. The n×n matrix [T] having (xi , xj), the greatest common divisor of xi and xj , as its (i,j)-entry is called the greatest common divisor (GCD) matrix ...
  • Managing span of control efficiency and effectiveness 
    El-Kassar, Abdul-Nasser; El-Khalil, Raed; SOB; 199529190; 201005172; Department of Information Technology and Operations Management (ITOM); abdulnasser.kassar@lau.edu.lb; raed.elkhalil@lau.edu.lb; Lebanese American University
    Purpose The purpose of this paper is to address the following issues: first, the significance of the three independent variables (the chassis, trim, and assembly departments) on the three outputs (direct run loss first ...
  • Tetraaryl pyrenes 
    Wex, Brigitte; Khnayzer, Rony S.; Auer, Manuel; Castaneda, Raul; Hallal, Kassem M.; Jradi, Fadi M.; Mosca, Lorenzo; El-Assaad, Tarek H.; Patra, Digambara; Timofeeva, Tatiana V.; Bredas, Jean-Luc; List-Kratochvil, Emil J.W.; Kaafarani, Bilal R.; SAS; 200603698; 200501196; Natural Sciences; brigitte.wex@lau.edu.lb; rony.khnayzer@lau.edu.lb; Lebanese American University
    Pyrene was derivatized in positions 1, 3, 6, and 8 to yield a series of nine tetraarylpyrenes for which absorption, emission, emission lifetimes and solvatochromism in solution were determined. The fluorescence quantum ...
  • Exploration of revenue management practices – case of an upscale budget hotel chain 
    El Haddad, Rania; SOB; 201001437; Department of Hospitality Management and Marketing (HMKT); rania.elhaddad@lau.edu.lb; Lebanese American University
    El Haddad, R. (2015). Exploration of revenue management practices–case of an upscale budget hotel chain. International Journal of Contemporary Hospitality Management, 27(8), 1791-1813.
  • Relationship between cultural intelligence and locus of control 
    Messarra, Leila; Karkoulian, Silva; Al Harake, Nour; SOB; 198629030; 198203940; Department of Management Studies (MNGT); lmasara@lau.edu.lb; skarkoul@lau.edu.lb; Lebanese American University
    This study investigated the relationship between locus of control (LOC) and the four factor model of cultural intelligence (CQ) i.e. motivational CQ, metacognitive CQ, Cognitive CQ and behavioral CQ. Participants were 158 ...
  • Governance and firm value 
    Dah, Mustafa A.; SOB; 200104725; Department of Economics (ECON); mustafa.dah@lau.edu.lb; Lebanese American University
    This paper examines the relationship between the firm's governance structure and its value during different economic conditions. We show that both relative industry turnover and CEO entrenchment increase during economic ...
  • Supporting young second language learners' reading through guided reading and strategy instruction in a second grade classroom in Lebanon 
    Ghosn, Irma-Kaarina; Chaaya, Darine; SAS; 199190180; English; ighosn@lau.edu.lb; Lebanese American University
    Learning to read in English still developing literacy in one's mother tongue is a challenge facing many young English language learners (ELLs) around the world. Reading progress of six young language learners was followed ...
  • Conflict resolution styles and personality 
    Messarra, Leila Canaan; Karkoulian, Silva; El-Kassar, Abdul-Nasser; SOB; 198629030; 198203940; 199529190; Department of Management Studies (MNGT); lmasara@lau.edu.lb; skarkoul@lau.edu.lb; abdulnassar.kassar@lau.edu.lb; Lebanese American University
    Purpose – Conflict in the workplace creates a challenge for many of present day managers. The purpose of this paper is to explore the moderating effect of generations X and Y on the relationship between personality and ...
  • Women on boards, sustainability reporting and firm performance 
    Dah, Mustafa; Arayssi, Mahmoud; Jizi, Mohammad; SOB; 200104725; 199629330; Department of Finance and Accounting (FINA); mustafa.dah@lau.edu.lb; mahmoud.araissi@lau.edu.lb; Lebanese American University
    Purpose As pressures mount for women directors on corporate boards (WDOCBs) from different stakeholders, companies become more interested in finding out how WDOCBs impact sustainability disclosure. The purpose of this ...
  • The performance of banks in post-war Lebanon 
    Raad, Elias; Peters, David; Sinkey, Joseph F.; SOB; 199590190; Department of Finance and Accounting (FINA); eraad@lau.edu.lb
    This paper analyzes the performance and balance-sheet characteristics of banks in post-war Lebanon for the years 1993 to 2000. Although we find that Lebanese banks are profitable, most of them had accounting return on ...

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