Ali M. Parhizgari

• Figueiredo, A., Parhizgari, A. M., & Dupoyet, B.

  (2023).

  The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations<br><span style="font-style:italic;"></span>.

  European Journal of Finance

  .

• Shahrokhi, M., Parhizgari, A. M., Hashemi Joo, M., Okafor, C., Nishikawa, Y., & Dastan, A.

  (2022).

  Corporate Governance and Stakeholder Capitalism .

  Managerial Finance

  .

• Hashemi Joo, M., Lawrence, E. R., & Parhizgari, A. M.

  (2022).

  Securities Litigation Risk and Board Gender Diversity.

  Journal of Corporate Finance

  .

• Nguyen, V. H., Gomez, C., Mishra, S., & Parhizgari, A. M. (2021). CEO vs.COO: Shareholder perceptions of M&A announcements based on insider trades. Managerial Finance.
• Joo, M. H., & Parhizgari, A. M. (2021). A behavioral explanation of credit ratings and leverage adjustments. Journal of Behavioral and Experimental Finance, 29.
• Talukdar, B., Soyeh, K. W., & Parhizgari, A. M. (2021). Insider ownership, corporate diversification, and firm value: Evidence from REITs. Journal of Real Estate Research, 43(1).
• Hardin, W. G., Hurwitz, C. I., & Parhizgari, A. M. (2021). Do Real Estate ETFs Increase the Volatility of REITs? Journal of Real Estate Research, 42(4).
• Nishikawa, Y., Hashemi Joo, M., & Parhizgari, A. M. (2021). Language and Dividend Policies. Journal of Behavioral Finance.
• Parhizgari, A. M., & Padungsaksawasdi, C. (2021). Global Equity Market Leadership Positions through Implied Volatility Measures. Journal of Empirical Finance, 61.
• Talukdar, B., & Parhizgari, A. M. (2020). Market Returns and Risk Factors for the Emerging Economies. Applied Economics.
• Shahrokhi, M., & Parhizgari, A. M. (2019). Crowdfunding in Real Estate: Evolutionary and Disruptive. Managerial Finance.
• Pavlova, I., De Boyrie, M., & Parhizgari, A. M. (2018). A Dynamic Spillover Analysis of Crude Oil Effects on the Sovereign Credit Risk of Exporting Countries. Quarterly Review of Economics and Finance, 68.
• Figueiredo, A., & Parhizgari, A. M. (2018). Contemporaneous ADR pricing: Intraday dynamics during overlapping trading hours. European Journal of Finance, 24(3).
• Hurwitz, C., Parhizgari, A. M., & Hardin, W. G. (2018). A Global Assessment of Real Estate ETFs and Constituent Securities. Journal of Real Estate Research.
• Shachmurove, Y., Parhizgari, A. M., Figueiredo, A., Dandapani, K., Cheng, H., & Shahrokhi, M. (2017). The evolution and future of the BRICS: Unbundling politics from economics. Global Financial Journal, 32(1).
• Figueiredo, A., & Parhizgari, A. M. (2017). Currency Volatility and Bid-Ask Spreads of ADRs and Local Shares. Global Financial Journal, 34(November).
• Padungsaksawasdi, C., & Parhizgari, A. M. (2017). Major Currency ETFs and Their Associated Spot and Futures Rates. Review of Pacific Basin Financial Markets and Policies.
• Shahrokhi, M., Dandapani, K., Figueiredo, A., Parhizgari, A. M., & Shachmurove, Y. (2017). The evolution and future of the BRICS: Unbundling politics from economics. Global Financial Journal.
• Talukdar, B., Daigler, R. T., & Parhizgari, A. M. (2017). Expanding the Explanations for the Return–Volatility Relation. Journal of Futures Markets, 37(7).
• Talukdar, B., Daigler, R., & Parhizgari, A. M. (2017). Expanding the Explanation for the Return-Volatility Relation. Journal of Futures Markets, 37(7).
• Padungsaksawasdi, C., & Parhizgari, A. M. (2016). Major Currency ETFs and Their Associated Spot and Futures Rates. Review of Pacific Basin Financial Markets and Policies, 24(4).
• Elshahat, A., & Parhizgari, A. M. (2016). Effect of Federal Funds Rate Announcements on Euro/Dollar Exchange Using High Frequency Data. Asian Economic and Financial Review.
• De Boyrie, M., Pavlova, I., & Parhizgari, A. M. (2014). Dynamics of Currency Futures and Spot Markets in Selected BRICS Countries. International Journal of Finance, 26(1-2).
• Pavlova, I., Cho, J. H., Parhizgari, A. M., & Hardin, W. G. (2014). Long Memory in REIT Volatility and Changes in the Unconditional Mean: A Modified FIGARCH Approach. Journal of Property Research, 31(4).
• De Boyrie, M., Pavlova, I., & Parhizgari, A. M. (2012). Price Discovery in Currency Markets: Evidence from Three Emerging Markets. International Journal of Economics and Finance, 4(12).
• Elshahat, A., Parhizgari, A. M., & Hong, L. (2012). The Information Content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions. Journal of Economics and Business, 64(1).
• You, L., Parhizgari, A. M., & Srivastavac, S. (2012). Cross Listing and Subsequent Delisting in Foreign Markets. Journal of Empirical Finance, 19(2).
• Parhizgari, A. M., & Nguyen, D. (2011). M1, M2, and the U.S. Equity Exchanges. Frontiers in Finance and Economics, 8(2).
• You, L., & Parhizgari, A. M. (2011). A Comprehensive Multidimensional Analysis of Listings and Delistings in Domestic and Foreign Markets. International Journal of Finance.
• Parhizgari, A. M., & Pavlova, I. (2010). In Search of Momentum Profits: Are They Illusory? Applied Financial Economics.
• Parhizgari, A. M., & Pavlova, I. (2010). The Boom and the Lean Times in Global REITs: The 2000-2008 Period. Journal of European Real Estate Research, 3(2).
• Pavlova, I., & Parhizgari, A. M. (2010). Currency Futures Pricing Efficiency and Arbitrage. International Journal of Finance.
• Parhizgari, A. M., & Cho, J. H. (2008). East Asian Financial Contagion Under DCC-GARCH. International Journal of Banking and Finance, 6(1).
• Parhizgari, A. M., & Nguyen, D. (2008). ADRs Under Momentum and Contrarian Strategies. Global Financial Journal, 19(2).
• Parhizgari, A. M., & Pavlova, I. (2007). Post-Euro EU and U.S. Interest Rates and Foreign Exchange Rates: Are They in Harmony or in Disarray? Quarterly Review of Economics and Finance, 47(5).
• Prakash, A. J., You, L., Chang, C., & Parhizgari, A. M. (2007). Global Stocks and Contemporaneous Market Risk. International Journal of Business, 12(3).
• Pavlova, I., & Parhizgari, A. M. (2006). Efficiency Hypothesis in Currency Futures. Journal of Business and Behavioral Sciences (JBBS).
• Chen, Z., Daigler, R., & Parhizgari, A. M. (2006). Persistence and Asymmetry of Volatility in Futures Markets. Journal of Futures Markets, 26(6).
• Hamid, S., Parhizgari, A. M., & Prakash, A. J. (2006). International Stock Market Reaction to Interest Rate Changes by Major Central Banks. International Journal of Finance, 17(2).
• Butchey, D., & Parhizgari, A. M. (2005). Was there Financial Contagion in the Mining Industry in the Aftermath of Bre-X? Journal of Current Research in Global Business, 8(12).
• Parhizgari, A. M., & Aburachis, A. (2004). Productivity and Stock Returns: 1954-2002. International Journal of Banking and Finance, 2.
• Parhizgari, A. M., & Gilbert, R. (2004). Measures of Organizational Effectiveness: Private and Public Sector Performance. Omega: The International Journal of Management Science, 32(3).
• Parhizgari, A. M., Welch, W., & Aburachis, A. (2002). On the Predictive Power of Interest Rate Spreads: A Vector Autoregressive Approach. International Journal of Finance, 14(2).
• Dandapani, K., & Parhizgari, A. M. (2000). Equity Indices and Emerging Markets: Methodological Issues. International Journal of Finance, 12(3).
• Gilbert, R., & Parhizgari, A. M. (2000). Organizational Effectiveness Indicators to Support Service Quality. Managing Service Quality, 10(1).
• Arvin-Rad, H. .., Parhizgari, A. M., & Prakash, A. J. (1997). Transfer Pricing and Valuation of a Multinational Firm Under Uncertain Cash Flows. International Journal of Finance, 9(9).
• Parhizgari, A. M. (1997). EU-92: Impact on Intra-EC and International Trade. Malaysian Management Journal, 2(2).
• Parhizgari, A. M., & De, B. (1997). Predicting Spot Exchange Rates in a Non-Linear Estimation Framework Using Futures Prices. Journal of Futures Markets, 17(8).
• Parhizgari, A. M., & Liu, W. (1997). Debt Service Capacity Revisited: A New Approach. Journal of Transnational Management Development, 3(1).
• Parhizgari, A. M., & Chunhachinda, P. (1996). Time-Varying Optimal Hedge Ratios of Foreign Currency Futures. Finance India, 10(2).
• Parhizgari, A. M. (1995). The Dynamics and Competitiveness of Euro-Asian Trade Flows. Management International Review, 35(1).
• Parhizgari, A. M., & De, B. (1995). Return to Shareholders of U.S. Targeted Companies Acquired by Foreign Corporations. Applied Financial Economics, 5.
• Parhizgari, A. M., Dandapani, K., & Bhattachayra, A. (1994). Global Market Place and Causality. Global Financial Journal, 5(1).
• Dandapani, K., Parhizgari, A. M., Prakash, A. J., & Robbani, M. (1993). Margin Requirement and Cost of Portfolio Insurance. International Journal of Finance, 6(1).
• Parhizgari, A. M., Prakash, A. J., & Dandapani, K. (1993). Arbitrage Pricing Theory and Investment Horizon. Journal of Business Finance and Accounting, 20(1).
• Parhizgari, A. M., Cramer, L., & Auster, R. (1989). Excess Foreign Tax Credit Reduction Strategies. Management Accounting (Strategic Finance).
• Parhizgari, A. M. (1989). Latin-American Debt-Equity Swaps. The Review of Research in Banking and Finance, 5(2).
• Parhizgari, A. M., & Prakash, A. J. (1989). An Algorithm on the Equality of Dispersion Matrices. Journal of Royal Statistical Society, 38(3).
• Prakash, A. J., Parhizgari, A. M., & LaCava, G. (1989). A General Proof of Merton's Analytic Derivation of the Efficient Portfolio Frontier. Quarterly Journal of Business & Economics, 28(3).
• Prakash, A. J., Parhizgari, A. M., & Perritt, G. P. (1989). The Effect of Listing on the Parameters of Characteristic Lines Models. Journal of Business Finance and Accounting, 16(3).
• Parhizgari, A. M. (1988). Debt Swaps: Innovative Proposals. Quarterly Review of Economics and Finance, 63(2).
• Parhizgari, A. M. (1987). Optimum Depletion of Oil Resources in a Developing Country. The Energy Journal.
• Parhizgari, A. M. (1987). Brazil's Economy Under the Cruzado Plan. The Review of Research in Banking and Finance.
• Parhizgari, A. M., & Davis, P. S. (1978). The Residential Demand for Electricity: A Variant Parameters Approach, Journal of Applied Economics, Dec. 1978. Journal of Applied Economics.

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