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Nabeel E. Al‐Loughani · Study

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Nabeel E. Al‐Loughani

5 works· latest 2001· 2 institutionscluster: provisional

h-index5

i105

Citations326

Works here5

94

95

97

01

Most cited in this library

Unbiasedness and time varying risk premia in the crude oil futures market1994 · 125 citations
Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation2001 · 61 citations
On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange1997 · 50 citations
The effectiveness of arbitrage and speculation in the crude oil futures market1995 · 48 citations
Testing the price-volume relation in emerging Asian stock markets1995 · 42 citations

Works

5 shown

Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation

Applied Financial Economics·2001·2 authors

61citations

On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange

Applied Financial Economics·1997·2 authors

50citations

Testing the price-volume relation in emerging Asian stock markets

Journal of Asian Economics·1995·2 authors

42citations

The effectiveness of arbitrage and speculation in the crude oil futures market

Journal of Futures Markets·1995·2 authors

48citations

Unbiasedness and time varying risk premia in the crude oil futures market

Energy Economics·1994·2 authors

125citations