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PUBLICATIONS IN
REFEREED JOURNALS:
"WTO Membership, Ownership
Deregulation, and Market Efficiency: Evidence from China", (with Rima Turk and
Rasoul Rezvanian), Applied Financial Economics. Volume 22, Number 3, 1 February
2012.
"Are Gulf
Cooperation Council Stock Markets Special?" (With Rima Turk and Rasoul Rezvanian),
Review of Business 31(2), 15-23, 2011.
"Calendar
anomalies in the Gulf Cooperation Council equity markets", (With Rima Turk and
Rasoul Rezvanian), Emerging Markets Review ,Vol. 12,no. 3, 2011.
"Operational
Efficiency in the U.S. Airline Industry: An Empirical Investigation of
Post-Deregulation Era""(with Richard A. Ajayi and Vitaly S. Guzhva), Review of
Economic and Business Studies, Vol.III, no 2, 2011.
"Investor's
Reactions to Sharp Price Changes: Evidence from Equity Markets of the People's
Republic of China," (with Rima Turk and Rasoul Rezvanian), Global Finance
Journal. Vol.22, no.1, 2011.
"Cost
Efficiency, Technological Progress and Productivity Growth of Chinese Banking
Pre and Post WTO Accession" (with Rima Turk and Rasoul Rezvanian), Applied
Financial Economics, 2011.
"A
Cross-Industry Analysis of Investors' Reaction to Unexpected Market Surprises:
Evidence from NASDAQ Sector-Indices"( (with Peter Bush and Mark Perry), the
International Review of Accounting, Banking, and Finance, 2010.
"The Relative
Influence of the East and the West on Middle Eastern Emerging Stock Markets: An
Empirical Investigation (with Richard Ajayi and Mark Perry), Applied Financial
Economics, 2010.
"An
Analysis of Investors' Behavior in the Romanian Equity Market", (with Anamaria Ciobanu and Mark Perry), Journal of
Accounting and Information Systems, 2008
"Efficiency Change, Technological
Progress and Productivity Growth of Private, Public and Foreign Banks in India:
Evidence from the Post-Liberalization Era" (With Rasoul Rezvanian and Narendar
Rao), Applied Financial Economics. 2008.
"An Examination
of Investor Reaction to Unexpected Political and Economic Events in an Emerging
Market: The Case of Turkey,"(with Mark Perry and Tevifk Nas),
Global Finance Journal. 2007.
"Cost Efficiency,
Technological Progress and Productivity Growth of Banks in GCC Countries," (with
Rima Turk and Rasoul Rezvanian).
International Journal of Business, 12(4), 2007.
"The Effect of Globalization on Efficiency Change, Technological Progress and
the Productivity Growth of U.S. Small and Large Bank,"
(with Mark Perry and Rasoul Rezvanian". North
American Journal of Finance and Banking Research, 1, (1), 2007.
"A Test of U.S.
Equity Market Surprises in an Era of High Trading Volume,"( with R. Ajayi and M.
Perry), Applied Financial Economics,
2006.
"The
Empirical Relation Between Price Changes and Trading Volumes: Further
Evidence
from European Stock Markets,"(with Richard Ajayi and
Mbodja Mougoue) Alliance Journal of Business Research,
2005
.
"An Analysis
of the Day-of-the-Week Effects in the Egyptian Stock Market", (with Hassan Aly
and M. Perry), Journal of International Business,
2004.
"The Day
-of-the-week effect in Stock Returns: Further Evidence from Eastern European
Emerging Markets," (with Richard Ajayi and M. Perry).
Emerging Markets Finance and Trade. 2004.
"The Day-of-the-Week Effect in
Futures Markets," (with Raj Aggarwal and M. Perry), American Business Review, 2003.
"Production
Economies of Foreign-Owned and Domestic-Owned Banks in Hong Kong," (With Rasoul
Rezvanian and Abdul Rasheed). American Business Review. 2003.
"Efficiency
Change, Technological Progress and Productivity Growth in Thrift Institutions:
The Case of US Cooperative Banks,"(with E. Elyasiani and R. Rezvanian).
Research in Banking and Finance, 2003.
"Executive
Compensation and Efficiency: A Study of Large Bank Holding Companies in the
United States," (with W. Bosworth and T. Vogel). American Business Review,
XXI, 1, 2003.
"An
Examination of Cost Structure and Production Performance of Commercial Banks in
Singapore," (with Rasoul Rezvanian). Journal of Banking and Finance, 26,
2002.
"Anomalies
in US Equity Markets: Reexamining January Effect"with M. Perry). Applied
Financial Economics. 12, 2002.
"Market
Efficiency and the Reversal of the Monday Effect: New Evidence from U.S. Equity
Markets," (with M. Perry). Journal of Business Finance and Accounting.
Vol. 28 (7) & (8), Sept./Oct. 2001.
"An Analysis of Stock Market Anomalies: Evidence from International
Equity Markets," (with M. Perry). Journal of Research in Finance.
Vol. 2, No.2, Winter 1999.
"On the Relationship Between Stock Returns and Exchange Rates: Tests of
Granger Causality," (with R. Ajayi and J. Friedman). Global Finance
Journal.Vol.9, No.2, 1998. "Production Economies of Small Depository
Institutions in Post FIRREA Era: Evidence from Cooperative Banks", (with R.
Rezvanian). Applied Economics. Vol.30, No.3, 1998. "Asset Prices,
Exchange Rates, and Economic Exposure," (with R. Ajayi). International
Journal of Finance. Vol.9, No.3, 1997.
"A Non-parametric Frontier Model for Foreign and Domestic Owned Banks
Cost Structure," (with E. Elyasiani). International Journal of Finance.
Vol.9, No.1, 1997. "Economies of Scale and Scope in Small Depository
Institutions: Evidence From US Cooperative Banks," (with R. Rezvanian).
Quarterly Review of Economics and Finance. Vol.36,No.1, 1996, pp. 39-54.
"Stock Return Differentials as Predictors of Exchange Rates: A Notes,"
(with R. Ajayi and Y. Shachmurove). Journal of Business and Economics
Studies. Vol.3, No.1, 1996, pp. 45-53. "The Comparative Efficiency
Performance of Small and Large Commercial Banks in the Pre and Post
Deregulation Eras," (with E. Elyasiani). Applied Economics. Vol. 27,
1995, pp.1069-1079. "Global Reaction of Security Prices to the Major
US-Induced Surprises: An Empirical Investigation," (with R. Ajayi). Applied
Financial Economics. Vol.5, 1995, pp. 203-218. "The U.S., Japan and the
Emerging Stock Markets of the Pacific Basin: A Test of Regional and
Intertemporal Stability and "Bloc" Effect," (with R. Ajayi and J. Choi).
Advances in Pacific Basin Business, Economics, and Finance, Vol. 1 1995,
pp. 321-335. "Tests of Investors' Reaction to Major Surprises: The Case of
Emerging Markets," (with R. Ajayi). Journal of International Financial
Markets, Institutions and Money, Vol. 4(1/2), 1995 pp. 115-128.
"Rational Investors' Reaction to Uncertainty: Evidence from the World's Major
Markets," (with R. Ajayi). Journal of Business Finance and Accounting,
Vol. 21(4), 1994, pp. 533-545 . "The Adverse Impacts of Local Historic
Designation on the Value of Investment Properties: The Case of Small Apartment
in Philadelphia," (with P. Asabere and F. Huffman). Journal of Real Estate
Finance and Economics, Vol.8, 1994, pp.225 - 234. "An Empirical Test of
Association Between Production and Financial Performance: The Case of the
Commercial Banking Industry," (with E. Elyasiani and R. Rezvanian), Applied
Financial Economics, Vol.4, 1993, pp.55-59. "Measuring Technical and
Scale Inefficiencies in the Beer Industry: Non-parametric Parametric
Evidence," (with E. Elyasiani). Quarterly Review of Economics and Finance,
Vol.33(4), 1993, pp.383-408.
"Mispricing and Optimal Time on the Market," (with P. Asabere and F.
Huffman). Journal of Real Estate Research, Vol. 8(1), 1993, pp.
149-156. "The Comparative Efficiency Performance of Minority and Non-
minority Owned Banks: A Linear Programming Approach," (with E. Elyasiani),
Journal of Banking and Finance, Vol.16, 1992, pp. 933-948. "The Price
Effects of Cash Versus Mortgage Transactions," (with P. Asabere and F.
Huffman), AREUEA's journal, Real Estate Economics, Vol.20, 1992, pp. 141-150.
"A Non-parametric Approach to the Measurement of Efficiency and
Technological Change: The Case of Large U.S. Commercial Banks," (with E.
Elyasiani). Journal of Financial Services Research, Vol.4, 1990,
pp.157-168. "Efficiency in the Commercial Banking Industry: A Production
Frontier Approach," (with E. Elyasiani). Applied Economics, Vol. 22,
1990, pp. 539-551. "Efficiency of the Railroad Industry: A Frontier
Approach," (with R. Grabowski). Quarterly Journal of Business and Economics,
Vol. 29(2), 1990, pp.26-42. "A Comparison of the Rate of Technological
Change Between FHA and Non-FHA Farmers ," (with R. Grabowski). Journal of
Productivity Analysis, Vol.1, 1989, pp. 155-163. "A Reply to a Comment,"
(with R. Grabowski, S. Kraft, and C. Pasurka). Journal of Agricultural
Economics, Vol.3, 1989, pp. 249-253. "Toward an Appraisal of FHA Credit
Program: A Case Study of the Efficiency of Borrowers in Southern Illinois,"
(with W. Herr, P. Eberle, and R. Grabowski). Southern Journal of
Agricultural Economics, December, 1988, pp. 93-99. "Technological Change
in Illinois Agriculture," (with R. Grabowski, S. Kraft, and C. Pasurka).
Journal of Agricultural Economics, Vol.2, 1988, pp.303-318. "Elasticity
Estimation and Product Pricing Decisions: An Analysis of U.S. Alcoholic
Beverage Demand," (with J. Beaulieu). Journal of the Southwestern Society
of Economists, Vol. 14(1), 1987, pp. 263-270.
SELECTED ABSTRACTS: "Efficiency of
the Railroad Industry: A Frontier Approach," (with R. Grabowski). Journal
of Economics Literature, 1989, pp. 1045.
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