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Akhtar Siddique
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Cited by
Cited by
Year
Conditional skewness in asset pricing tests
CR Harvey, A Siddique
The Journal of finance 55 (3), 1263-1295, 2000
35202000
An examination of long‐term abnormal stock returns and operating performance following R&D increases
AC Eberhart, WF Maxwell, AR Siddique
The journal of finance 59 (2), 623-650, 2004
13282004
Autoregressive conditional skewness
CR Harvey, A Siddique
Journal of financial and quantitative analysis 34 (4), 465-487, 1999
10531999
Risk and risk management in the credit card industry
F Butaru, Q Chen, B Clark, S Das, AW Lo, A Siddique
Journal of Banking & Finance 72, 218-239, 2016
3272016
A reexamination of the tradeoff between the future benefit and riskiness of R&D increases
A Eberhart, W Maxwell, A Siddique
Journal of Accounting Research 46 (1), 27-52, 2008
2232008
The long-term performance of corporate bonds (and stocks) following seasoned equity offerings
AC Eberhart, A Siddique
The review of financial studies 15 (5), 1385-1406, 2002
1862002
Supply contracts, profit sharing, switching, and reaction options
B Kamrad, A Siddique
Management Science 50 (1), 64-82, 2004
1562004
Time-varying conditional skewness and the market risk premium
CR Harvey, A Siddique
Research in Banking and Finance 1 (1), 27-60, 2000
1222000
Innovation diffusion uncertainty, advertising and pricing policies
B Kamrad, SS Lele, A Siddique, RJ Thomas
European Journal of Operational Research 164 (3), 829-850, 2005
462005
Why are stock buyback announcements good news?
A Eberhart, AR Siddique
Available at SSRN 647843, 2004
422004
Monitoring the “invisible” hand of market discipline: Capital adequacy revisited
I Hasan, A Siddique, X Sun
Journal of Banking & Finance 50, 475-492, 2015
412015
Forecasting real exchange rates
A Siddique, RJ Sweeney
Journal of International Money and Finance 17 (1), 63-70, 1998
281998
Consumer Default and Social Capital
B Clark, I Hasan, H Lai, F Li, A Siddique
Journal of Financial Stability, 2020
232020
Stress testing: Approaches, methods and applications
S Akhtar, I Hasan
Risk Books,, 2013
192013
What drives currency predictability?
V Potì, A Siddique
Journal of International Money and Finance 36, 86-106, 2013
182013
The Cross-ثection of Expected Risk Exposure
CR Harvey, A Siddique
162004
Conditional Skewness in Asset Pricing Tests.
A Siddique
JOURNAL OF FINANCE 52 (3), 1255-1255, 1997
71997
Conditional skewness in asset pricing: 25 years of out-of-sample evidence
CR Harvey, AR Siddique
Available at SSRN 4085027, 2022
62022
Fed put in the equity options markets
S Dahiya, B Kamrad, V Potì, AR Siddique
Available at SSRN 2993326, 2019
6*2019
Does the Stock Market Underreact to R&D Increases?
A Eberhart, WF Maxwell, AR Siddique
Journal of Investment Management 4 (1), 2006
62006
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Articles 1–20