Ebenezer Asem
- Faculty
- Dhillon School of Business - Finance
- Office: M4135
- Phone: (403) 382-7142
- Email:
- Phone: (403) 382-7142
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 momentumResearch Areas
Momentum profits, Behavioral finance, Rational asset pricing, Market conditions, Signaling theory, Excess cash theorySelected Publications
Asem, E., Chung, J., and Tian, G., 2016 "Liquidity, Investor Sentiment and Price Discount of SEOs in Australia" International Journal of Managerial Finance 12 (1), 25-51.Asem, E., and S. Alam, 2015, "Market Movements and the Excess Cash Theory" The Quarterly Review of Economics and Finance 55, 140 - 149.
Asem, E., and S. Alam, 2014, "Cash Hoards and Market Movements" Journal of Financial Research, Vol. 37 (1), 119-137.
Asem, E. and G. Tian, 2010 "Market Dynamics and Price Momentum," Journal of Financial Quantitative Analysis 45, 1549 - 1562.
Asem, E., 2009, "Dividends and Price Momentum," Journal of Banking and Finance 33, 486-494.
Asem, E., 2007, "Concentrated Opening Volume: Market Closure or Strategic Trading," Journal of Financial Research 15(2), 321 - 334.
Current Research and Creative Activity
Title | Location | Grant Information | Principal Investigator | Co 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
Title | Grant Agency | Completion Date |
---|---|---|
Microstructural Effects of Extending Trading Time | 2006 | |
Misspecified Likelihood Function and Value at Risk | 2006 |