Did you mean: Hannya. Shawky

Estimating the market impact of security breach announcements on firm values

S Goel, HA Shawky - Information & Management, 2009 - Elsevier
Security breaches can have a significant economic impact on a firm. With public disclosure
laws passed, security breaches involving disclosure of private client information can both …

Liquidity and stock returns in emerging equity markets

SG Jun, A Marathe, HA Shawky - Emerging Markets Review, 2003 - Elsevier
Using data for 27 emerging equity markets for the period January 1992 through December
1999, we document the behavior of liquidity in emerging markets. We find that stock returns in …

A first look at the empirical relation between spot and futures electricity prices in the United States

HA Shawky, A Marathe… - Journal of Futures Markets …, 2003 - Wiley Online Library
In this article we investigate the statistical properties of wholesale electricity spot and futures
prices traded on the New York Mercantile Exchange for delivery at the California–Oregon …

Estimating the volatility of wholesale electricity spot prices in the US

L Hadsell, A Marathe, HA Shawky - The Energy Journal, 2004 - journals.sagepub.com
This paper examines the volatility of wholesale electricity prices for five US markets. Using
data covering the period from May 1996 to September 2001, for the California-Oregon Border, …

International portfolio diversification: a synthesis and an update

HA Shawky, R Kuenzel, AD Mikhail - Journal of international financial …, 1997 - Elsevier
This paper provides a synthesis of the existing literature on international portfolio diversification
and presents some new results on the subject. We address the question of whether …

Electricity price volatility and the marginal cost of congestion: an empirical study of peak hours on the NYISO market, 2001-2004

L Hadsell, HA Shawky - The Energy Journal, 2006 - journals.sagepub.com
We examine the volatility characteristics of the NYISO Day Ahead and Real Time electricity
markets for peak hours from January 2001 to June 2004. GARCH models are used to study …

Investment performance of US-based multinational corporations

AD Mikhail, HA Shawky - Journal of International Business Studies, 1979 - JSTOR
The central question that is examined empirically in this paper is: Do MNC stocks perform
better than the average market? Data for thirty US-based multinationals obtained from the …

The performance of hedge fund strategies and the asymmetry of return distributions

B Ding, HA Shawky - European Financial Management, 2007 - Wiley Online Library
We present hedge fund performance estimates that adjust for stale prices, Fama‐French
risk factors and skewness. We contrast these new performance estimates with traditional …

Optimal number of stock holdings in mutual fund portfolios based on market performance

HA Shawky, DM Smith - Financial Review, 2005 - Wiley Online Library
Among the decisions that most mutual fund portfolio managers make is the number of stocks
to hold. We posit that there is an optimal number of stocks for each mutual fund, reflecting …

Liquidity shocks, size and the relative performance of hedge fund strategies

B Ding, HA Shawky, J Tian - Journal of Banking & Finance, 2009 - Elsevier
We examine whether the increase in the flow of capital to hedge funds over the period 1994–2005
had a negative impact on performance. More specifically, we study the relative …
Did you mean to search for: Hannya. Shawky