D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 32 Citations 5,250 127 World Ranking 1842 National Ranking 1083

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Macroeconomics
  • Inflation

Emerging markets, Cointegration, Volatility, Financial economics and Econometrics are his primary areas of study. His Emerging markets research is multidisciplinary, incorporating perspectives in Stock exchange and International economics. His biological study spans a wide range of topics, including Financial system, Diversification, Monetary economics and Stock market.

His Monetary economics research incorporates themes from Liberalization and Capital. His study in Financial economics is interdisciplinary in nature, drawing from both Capitalization rate and Monetary policy, Monetary base. His studies examine the connections between Econometrics and genetics, as well as such issues in Akaike information criterion, with regards to Multivariate statistics, Seemingly unrelated regressions and Macroeconomics.

His most cited work include:

  • Intraday trading volume and return volatility of the DJIA stocks: A note (148 citations)
  • Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico (145 citations)
  • Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico (145 citations)

What are the main themes of his work throughout his whole career to date?

Ali F. Darrat mostly deals with Monetary economics, Macroeconomics, Econometrics, Financial economics and Cointegration. His Macroeconomics study combines topics in areas such as Developing country and Capital deepening. His work on Financial economics is being expanded to include thematically relevant topics such as Stock market index.

His research in Cointegration intersects with topics in Divisia monetary aggregates index, Emerging markets and Stock market. The Emerging markets study combines topics in areas such as Diversification and Random walk hypothesis. His work in Volatility tackles topics such as Futures contract which are related to areas like Algorithmic trading.

He most often published in these fields:

  • Monetary economics (34.44%)
  • Macroeconomics (19.87%)
  • Econometrics (17.88%)

What were the highlights of his more recent work (between 2007-2019)?

  • Financial economics (19.21%)
  • Monetary economics (34.44%)
  • Econometrics (17.88%)

In recent papers he was focusing on the following fields of study:

His scientific interests lie mostly in Financial economics, Monetary economics, Econometrics, Market efficiency and Stock market. His work carried out in the field of Financial economics brings together such families of science as Labour economics, Price index and Applied economics. His Monetary economics research integrates issues from Stock dilution, Corporate finance, Cointegration, Information asymmetry and Share price.

As part of one scientific family, Ali F. Darrat deals mainly with the area of Cointegration, narrowing it down to issues related to the Fiscal policy, and often Granger causality and Business cycle. His Econometrics study combines topics from a wide range of disciplines, such as Random walk and Random walk hypothesis. His Stock market study also includes fields such as

  • Ex-ante and related Variance,
  • Financial crisis and related Stock exchange, Index and Robustness,
  • International economics and related Economic system, Human capital and Foreign direct investment.

Between 2007 and 2019, his most popular works were:

  • Corporate Governance and Bankruptcy Risk (37 citations)
  • Revisiting the risk/return relations in the Asian Pacific markets: New evidence from alternative models (18 citations)
  • Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies (18 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Macroeconomics
  • Inflation

The scientist’s investigation covers issues in Monetary economics, Financial economics, Explanatory power, Econometrics and Applied economics. His biological study spans a wide range of topics, including Stock dilution, Predictability, Corporate finance, Information asymmetry and Market efficiency. His research on Financial economics frequently links to adjacent areas such as Financial crisis.

In his papers, Ali F. Darrat integrates diverse fields, such as Explanatory power, Excess return, Capital asset pricing model, Affect, Accounting and Bankruptcy risk. His Long memory study, which is part of a larger body of work in Econometrics, is frequently linked to Short-term memory, bridging the gap between disciplines. His research in Applied economics intersects with topics in Commodity market and Commerce.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

Maosen Zhong;Ali F. Darrat;Ali F. Darrat;Rafael Otero.
Journal of Banking and Finance (2004)

325 Citations

Are Financial Deepening and Economic Growth Causally Related? Another Look at the Evidence

Alif F. Darrat.
International Economic Journal (1999)

324 Citations

Intraday trading volume and return volatility of the DJIA stocks: A note

Ali F Darrat;Shafiqur Rahman;Maosen Zhong.
Journal of Banking and Finance (2003)

271 Citations

On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach

Ali F. Darrat;Maosen Zhong.
The Financial Review (2000)

249 Citations

Are exports an engine of growth? Another look at the evidence

Ali F. Darrat.
Applied Economics (1987)

204 Citations

Stock Returns, Money, and Fiscal Deficits

Ali F. Darrat.
Journal of Financial and Quantitative Analysis (1990)

183 Citations

Economic Growth and the Expanding Public Sector: A Reexamination

Michael A. Conte;Ali F. Darrat.
The Review of Economics and Statistics (1988)

169 Citations

On the Integration of Emerging Stock Markets in the Middle East

Ali F. Darrat;Khaled Elkhal;Sam R. Hakim.
Journal of economic development (2000)

163 Citations

Tax and Spend, or Spend and Tax? An Inquiry into the Turkish Budgetary Process

Ali F. Darrat.
Southern Economic Journal (1998)

153 Citations

Has futures trading activity caused stock price volatility

Ali F. Darrat;Shafiqur Rahman.
Journal of Futures Markets (1995)

140 Citations

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