Reza Saidi

Who Moves the Asia-Pacific Stock Markets--US or Japan? Empirical Evidence Based on the Theory of Cointegration.

Ghosh, Asim, Saidi, Reza, Johnson, Keith H

This study examines the recent debacle of the Asian-Pacific stock markets by utilizing the theory of cointegration to investigate which developing markets are moved by the markets of Japan and the...

Determinants of LDC Devaluation Decisions: An Exploratory Investigation of Devaluation in Brazil

Parviz Asheghian, William G. Foote, Reza Saidi

Devaluation

Volatility behavior of exchange rate future contracts

Maria Aguirre, Reza Saidi

Japanese banks liability management before and during the banking crises and macroeconomic fundamentals

Aguirre, Maria Sophia, Saidi, Reza

Determinants of LDC Devaluation Decisions: An Exploratory Investigation of Devaluation in Brazil

Parviz Asheghian, William G. Foote, Reza Saidi

Devaluation

Are joint bidding and competitive common value auction markets compatible?--some evidence from offshore oil auctions

Hoffman, Elizabeth, Marsden, James R., Saidi, Reza

Number of bids, number of bidders and bidding behavior in outer-continental shelf oil lease auction markets

Saidi, Reza, Marsden, James R.

Positive Feedback Trading in Emerging Capital Markets.

Koutmos, Gregory, Saidi, Reza

Positive feedback trading can induce autocorrelation in stock returns and increase volatility. If large numbers of market participants engage in positive feedback trading strategies asset prices may...

Asymmetries in the Conditional Mean and Conditional Variance in the Exchange Rate: Evidence from within and across Economic Blocks.

Aguirre, Maria Sophia, Saidi, Reza

A Reconsideration of Measurements of Money Left on the Table--An Analysis of OCS Auctions over the Period 1954-77.

Saidi, Reza, Marsden, James R

The integration of the Pakistani equity market with international equity markets: an investigation

Fazal Husain, Reza Saidi

This paper investigates the integration of the equity market in Pakistan with those in other countries. In this context, seven major equity markets, that is, the markets of USA, UK, France, Germany,...

The Greek three-pillar functional system in the presence of the European Union Banking Directives

Themis D. Pantos, Reza Saidi

This paper examines wealth effects and changes in the systematic risk associated with the return structure of the “three-pillar” functional system in Greece, resulting from the introduction of...

Evidence of forward discount determinants and volatility behavior

Maria Sophia Aguirre, Reza Saidi

This paper studies the components of the forward discount dynamics in Germany from 1972 to 1996. By using two different frequencies in the analysis, we find that an ARCH structure fits the monthly...