Campus Directory: Ebenezer Asem

University of Lethbridge

Ebenezer Asem
Faculty
Mgt - Finance
Office: M4135
Phone: (403) 382-7142
Email:

Degrees

Ph.D. (Economics and Finance)

Expertise

Effects of trading hours on market variables, Modeling of fat-tailed distributions, Accuracy of the value-at-risk of financial assets, Demand and stock returns, Dividend policy, Price momentum

Research Areas

Momentum profits, Behavioral finance, Rational asset pricing, Market conditions, Signaling theory, Excess cash theory

Selected Publications

Asem, E., 2007. Concentrated Opening Volume: Market Closure or Strategic Trading? Journal of Financial Research 30(2), 321-334.

Asem, E., 2007. Misspecified Likelihood Function and Value at Risk. Journal of Risk 9(3), 101-117.

Asem, E. and K. L. Gupta "Foreign Aids and the Welfare Cost of Inflation" in Foreign Aid: New Perspectives edited by Gupta, K.L. (Kluwer Academic Publishers), 1999.

Asem, E and K. L. Gupta "Financial Repression and Seigniorage in Ghana" in Experiences with Financial Liberalization edited by Gupta, K. L. (Kluwer Academic Publishers), 1997.

Current Research and Creative Activity

TitleLocationGrant InformationPrincipal InvestigatorCo Researchers
Asymmetric Valuation of Dividend: Earnings signaling or Excess cash signaling University of Lethbridge Research Fund and Faculty of Management Seed Fund, $11,800, 2006-07.

Ebenezer Asem, University of Lethbridge Eldon Gardner, University of Lethbridge
Dividends and Price Momentum Ebenezer Asem, University of Lethbridge
Market Dynamics and Momentum Profits Ebenezer Asem, University of Lethbridge Gloria Tian, University of New South Wales
Pricing Illiquidity Shocks University of Lethbridge Research Fund, $4,000, 2005-06.

Ebenezer Asem, University of Lethbridge

Previous Research

TitleGrant AgencyCompletion Date
Microstructural Effects of Extending Trading Time 2006
Misspecified Likelihood Function and Value at Risk 2006


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