Asem, Ebenezer
Faculty
Dhillon School of Business - Finance
- Phone
- (403) 382-7142
- ebenezer.asem@uleth.ca
Current Research
| Title |
Location |
Principal Investigator | Co-Researchers | Grant Agency |
Grant Amount |
Grant Time Period |
|---|---|---|---|---|---|---|
| Pricing Illiquidity Shocks | Ebenezer Asem, University of Lethbridge | University of Lethbridge Research Fund | $4,000 | 2005-06 | ||
| Asymmetric Valuation of Dividend: Earnings signaling or Excess cash signaling | Ebenezer Asem, University of Lethbridge | Eldon Gardner, University of Lethbridge | ||||
| Dividends and Price Momentum | Ebenezer Asem, University of Lethbridge | |||||
| Pricing Illiquidity Shocks | Ebenezer Asem, University of Lethbridge | |||||
| Asymmetric Valuation of Dividend: Earnings signaling or Excess cash signaling | Ebenezer Asem, University of Lethbridge | Eldon Gardner, University of Lethbridge | University of Lethbridge Research Fund and Faculty of Management Seed Fund | $11,800 | 2006-07 | |
| Market Dynamics and Momentum Profits | Ebenezer Asem, University of Lethbridge | Gloria Tian, University of New South Wales |
Previous Research
| Title | Grant Agency | Completion Date |
| Microstructural Effects of Extending Trading Time | | 2006 |
| Misspecified Likelihood Function and Value at Risk | | 2006 |
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.
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.
Degrees
Ph.D. (Economics and Finance)
Research Areas
Market conditions
Signaling theory
Excess cash theory
Momentum profits
Behavioral finance
Rational asset pricing
Expertise
Demand and stock returns
Accuracy of the value-at-risk of financial assets
Modeling of fat-tailed distributions
Effects of trading hours on market variables
Price momentum
Dividend policy