Arash Aloosh

Neoma Business School

Assistant Professor of Finance

1 Rue du Maréchal Juin,

Mont Saint Aignan, 76130

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 19,284

SSRN RANKINGS

Top 19,284

in Total Papers Downloads

3,202

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.
Downloads 1,443 ( 16,060)
Citation 1

Currency Factors

Management Science forthcoming
Number of pages: 47 Posted: 23 Aug 2017 Last Revised: 10 Jun 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 1,427 (16,026)
Citation 2

Abstract:

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Currency Factors; Currency Comovements; Clustering; Factor Models; Currency Baskets; Dollar Factor; Carry; Value; Global Pricing Kernels.

Currency Factors

NBER Working Paper No. w25449
Number of pages: 59 Posted: 15 Jan 2019 Last Revised: 16 Jul 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 16 (680,218)

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Currency Factors

CEPR Discussion Paper No. DP13464
Number of pages: 61 Posted: 23 Jan 2019
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
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clustering, Currency Baskets, Currency Comovements, Currency Factors, factor models, Global Pricing Kernels

2.

Direct Evidence of Bitcoin Wash Trading

Number of pages: 51 Posted: 03 Jun 2019 Last Revised: 27 Jul 2021
Arash Aloosh and Jiasun Li
Neoma Business School and George Mason University - Department of Finance
Downloads 483 (72,880)

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bitcoin; cryptocurrency; exchanges; forensics; market manipulation; regulation.

3.

Global Variance Risk Premium and Forex Return Predictability

European Finance Association Doctoral Symposium 2012
Number of pages: 54 Posted: 22 Aug 2012 Last Revised: 08 Jun 2017
Arash Aloosh
Neoma Business School
Downloads 380 (96,447)
Citation 3

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Global Variance Risk Premium; Excess Foreign Exchange (Forex) Return; Complete Markets; Predictability.

4.

The Price of a Digital Currency

Number of pages: 29 Posted: 05 Oct 2017 Last Revised: 17 Apr 2018
Arash Aloosh
Neoma Business School
Downloads 375 (97,891)
Citation 2

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Bitcoin; Pricing; Global Value; Volatility; Zero Fundamental Value

5.

On the Efficiency of Meme Stocks

Number of pages: 8 Posted: 17 May 2021 Last Revised: 12 Jul 2021
Arash Aloosh, Hyung-Eun Choi and Samuel Ouzan
Neoma Business School, NEOMA Business School and Neoma Business School
Downloads 262 (144,042)

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Market Efficiency; Meme Stocks; Random Walk; Social Trading

6.

The Psychology of Cryptocurrency Prices

Number of pages: 9 Posted: 03 Jan 2019 Last Revised: 16 May 2019
Arash Aloosh and Samuel Ouzan
Neoma Business School and Neoma Business School
Downloads 223 (168,477)

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Investor Psychology; Behavioral Biases; Cryptocurrency; Price; Volatility

7.

Online Appendix for 'Currency Factors'

Number of pages: 15 Posted: 13 May 2020 Last Revised: 21 Jan 2021
Arash Aloosh and Geert Bekaert
Neoma Business School and Columbia Business School - Finance and Economics
Downloads 36 (531,661)

Abstract:

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Currency Factors; Currency Comovements; Clustering; Factor Models; Currency Baskets; Global Pricing Kernels