Boulis Maher Ibrahim

Research Output

Research Output per year

1997 2020

• 12 Article
• 6 Paper
• 5 Discussion paper
• 2 Working paper
• 1 More
  • 1 Doctoral Thesis

Research Output per year

Research Output per year

Search results

• Asset allocation

  Ibrahim, B. M., 1997, 183 p.

  Research output: Thesis › Doctoral Thesis

  File

• A Stock Market Trading System Based on Foreign and Domestic Information

  Brzeszczynski, J. & Ibrahim, B. M., 15 Mar 2019, In: Expert Systems with Applications. 118, p. 381-399 19 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Financial markets
  • Momentum
  • Fuzzy logic
  • Systems analysis
  • Economics
  5 Citations (Scopus)

  100 Downloads (Pure)

• Carry trades and commodity risk factors

  Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In: Journal of International Money and Finance. 96, p. 121-129 9 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Carry Trade
  • Currency
  • Commodities
  • Risk Factors
  • Stock Market
  1 Citation (Scopus)

  1 Downloads (Pure)

• Carry Trades and Commodity Risk Factors

  Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80789).

  Research output: Working paper › Discussion paper

  File

  • Carry Trade
  • Currency
  • Commodities
  • Risk Factors
  • Stock Market
  38 Downloads (Pure)

• Common Information in Carry Trade Risk Factors

  Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Jan 2018, In: Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Carry Trade
  • FX Market
  • Stock Market
  • Common Factors
  • Market Risk
  1 Citation (Scopus)

  38 Downloads (Pure)

• Common Information in Carry Trade Risk Factors

  Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 2016, (Unpublished).

  Research output: Working paper › Discussion paper

  File

  • Carry Trade
  • FX Market
  • Stock Market
  • Common Factors
  • Market Risk
  62 Downloads (Pure)

• Does order flow in the European carbon allowances market reveal information?

  Kalaitzoglou, I. & Ibrahim, B. M., Aug 2013, In: Journal of Financial Markets. 16, 3, p. 604-635 32 p.

  Research output: Contribution to journal › Article › peer-review
  23 Citations (Scopus)

• How beneficial Is international stock market information in domestic stock market trading?

  Ibrahim, B. M. & Brzeszczyński, J., 2014, In: European Journal of Finance. 20, 3, p. 201-231

  Research output: Contribution to journal › Article › peer-review

  • Stock Market
  • International Stock Markets
  • Market Information
  • Momentum
  • Domestic Market
  9 Citations (Scopus)

• International Stock Return Co-movements and Trading Activity

  Sheng, X., Brzeszczynski, J. & Ibrahim, B. M., 9 Jun 2017, In: Finance Research Letters.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • International Stock Returns
  • Trading Activity
  • Comovement
  • Liquidity
  • Price Changes
  4 Citations (Scopus)

  20 Downloads (Pure)

• Inter-regional and region-specific transmission of international stock market returns: The role of foreign information

  Ibrahim, B. M. & Brzeszczynski, J., Mar 2009, In: Journal of International Money and Finance. 28, 2, p. 322-343 22 p.

  Research output: Contribution to journal › Article › peer-review

  • International Stock Markets
  • Stock Market Returns
  • Stock Market
  • Foreign Exchange Market
  12 Citations (Scopus)

• Liquidity and resolution of uncertainty in the European carbon futures market

  Kalaitzoglou, I. A. & Ibrahim, B. M., Jan 2015, In: International Review of Financial Analysis. 37, 1, p. 89-102 14 p.

  Research output: Contribution to journal › Article › peer-review

  • Liquidity
  • Financial markets
  • Carbon
  • Futures Markets
  • Uncertainty
  8 Citations (Scopus)

• Mean reversion in equity returns, "student" distributions and optimal investment behaviour

  Ibrahim, B. M. & Tippett, M., 1999, Department of Economics, University of Exeter.

  Research output: Working paper

• Mean Reversion in Equity Returns, "Student" Distributions and Optimal Investment Behaviour

  Ibrahim, B. M. & Tippett, M., 1999.

  Research output: Contribution to conference › Paper

• Optimal asset allocation with liability hedging

  Ibrahim, B. M., 1999, School of Management and Languages, Heriot-Watt University.

  Research output: Working paper › Discussion paper

  File
  1 Downloads (Pure)

• Optimal asset allocation with liability hedging

  Ibrahim, B. M., 1998.

  Research output: Contribution to conference › Paper

• Optimal Asset Allocation with Liability Hedging

  Ibrahim, B. M., 1997.

  Research output: Contribution to conference › Paper

• OTC Trades and Liquidity in the European Carbon Market: More than meets the eye

  Kalaitzoglou, I. A. & Ibrahim, B. M., 2 Apr 2020, In: Applied Economics. 52, 16, p. 1745-1762 18 p.

  Research output: Contribution to journal › Article › peer-review

  • Liquidity
  • Carbon Markets
  • Price Impact
  • European Union Emission Trading System
  • Trade Intensity

• Rising corporate debt and value relevance of supply-side factors in South Africa

  Machokoto, M., Areneke, G. & Ibrahim, B. M., Mar 2020, In: Journal of Business Research. 109, p. 26-37 12 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Corporate Debt
  • Corporate Value
  • Value Relevance
  • Supply Side
  • South Africa
  22 Downloads (Pure)

• The effect of asymmetric predictability of conditional variances and covariances and on asset allocation

  Ibrahim, B. M., 1998.

  Research output: Contribution to conference › Paper

• The effect of asymmetric predictability of conditional variances and covariances on asset allocation

  Ibrahim, B. M., 1997.

  Research output: Contribution to conference › Paper

• The effect of asymmetric predictability of conditional variances and covariances on asset allocation

  Ibrahim, B. M., 1999, School of Management and Languages, Heriot-Watt University.

  Research output: Working paper › Discussion paper

  File

• The effect of Asymmetric Predictability of Conditional Variances and Covariances on Asset Allocation

  Ibrahim, B. M., 1998.

  Research output: Contribution to conference › Paper

• The effect of sorting frequency and beta estimation on size and book-to-market patterns: the UK evidence

  Ibrahim, B. M. & Andreou-Kazanga, D., 2001, Heriot-Watt University.

  Research output: Working paper

• The Time-Varying Risk Price of Currency Carry Trades

  Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80788).

  Research output: Working paper › Discussion paper

  File

  • Carry Trade
  • Time-varying Risk
  • Currency
  • Expected Returns
  • Time-varying beta
  27 Downloads (Pure)

• Trading patterns in the European Carbon Market: the role of trading intensity and OTC transactions

  Kalaitzoglou, I. & Ibrahim, B. M., 2013, In: Quarterly Review of Economics and Finance. 53, 4, p. 402–416 35 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Trade Intensity
  • Carbon Markets
  • Carbon
  • Financial markets
  • Specifications
  7 Citations (Scopus)

  143 Downloads (Pure)

• Why do carbon prices and price volatility change?

  Ibrahim, B. M. & Kalaitzoglou, I., Feb 2016, In: Journal of Banking and Finance. 63, p. 76-94 19 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Trade Intensity
  • Carbon Price
  • Price Volatility
  • Liquidity
  • Carbon
  16 Citations (Scopus)

  61 Downloads (Pure)