The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics MAK Basuony, M Bouaddi, H Ali, R EmadEldeen Journal of Public Affairs 22, e2761, 2022 | 66 | 2022 |
Stock price synchronicity and tails of return distribution M Douch, O Farooq, M Bouaddi Journal of International Financial Markets, Institutions and Money 37, 1-11, 2015 | 20 | 2015 |
Mixed exponential power asymmetric conditional heteroskedasticity JVK Rombouts, M Bouaddi Studies in Nonlinear Dynamics & Econometrics 13 (3), 2009 | 19 | 2009 |
Empirical evidence of news about future prospects in the risk-pricing of oil assets J Kakeu, M Bouaddi Energy Economics 64, 458-468, 2017 | 11 | 2017 |
Portfolio selection in a data-rich environment M Bouaddi, A Taamouti Journal of Economic Dynamics and Control 37 (12), 2943-2962, 2013 | 11 | 2013 |
Sources of firm-level heterogeneity in labour productivity in Egypt’s manufacturing sector A Elshennawy, M Bouaddi Empirical Economics 60 (5), 2589-2612, 2021 | 9 | 2021 |
" Day Of The Week" And Its Effect On Stock Market Volatility: Evidence From An Emerging Market O Farooq, M Bouaddi, N Ahmed Journal of Applied Business Research 29 (6), 1727, 2013 | 8 | 2013 |
Macro barriers to business and innovation in developing economies: evidence from Egyptian, Moroccan, and Tunisian SMEs N Becheikh, M Bouaddi Canadian Journal of Development Studies/Revue canadienne d'études du …, 2023 | 4 | 2023 |
Dividend policy and probability of extreme returns M Bouaddi, O Farooq, N Ahmed International Journal of Managerial Finance 17 (4), 640-661, 2021 | 4 | 2021 |
Sources of Heterogeneity in Labor Productivity and Total Factor Productivity in Egyptian Manufacturing A Elshennawy, M Bouaddi, A Elshennawy Economic Research Forum Working Papers, 2018 | 4 | 2018 |
Portfolio risk management in a data-rich environment M Bouaddi, A Taamouti Financial Markets and Portfolio Management 26 (4), 469-494, 2012 | 4 | 2012 |
A new non-parametric estimation of the expected shortfall for dependent financial losses K Moutanabbir, M Bouaddi Journal of Statistical Planning and Inference 232, 106151, 2024 | 3 | 2024 |
The heterogenous effects of carbon emissions and board gender diversity on a firm’s performance M Bouaddi, MAK Basuony, N Noureldin Sustainability 15 (19), 14642, 2023 | 3 | 2023 |
Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets M Hassanein, M Bouaddi, T Karim Journal of Operational Risk 16 (1), 2019 | 3 | 2019 |
Stock price synchronicity and its effect on stock market volatility: evidence from the MENA region O Farooq, N Ahmed, M Bouaddi American Journal of Finance and Accounting 5 (3), 276-292, 2018 | 3 | 2018 |
Mixed exponential power asymmetric conditional heteroskedasticity M Bouaddi, JVK Rombouts Cahier de recherche/Working Paper 7, 49, 2007 | 3 | 2007 |
Analyst coverage and the probability of stock price crash and jump M Bouaddi, O Farooq, C Hurwitz Review of Behavioral Finance 16 (3), 510-532, 2023 | 2 | 2023 |
Systematic extreme potential gain and loss spillover across countries M Bouaddi, K Moutanabbir Risk Management 24 (4), 327-366, 2022 | 2 | 2022 |
Kernel Estimation of the Expected Shortfall for Dependent Financial Losses M Bouaddi, K Moutanabbir ResearchGate, preprint, 2022 | 2 | 2022 |
Devaluation: Is it contractionary or expansionary to economic sectors? The case of Egypt N Shokry, M Bouaddi, N Shokry Economic Research Forum Working Papers, 2018 | 2 | 2018 |