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Browsing Theses and Dissertations by Author "Hamadi, Hassan, Ph.D."

Browsing Theses and Dissertations by Author "Hamadi, Hassan, Ph.D."

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  • Abi Saad, Sara (Notre Dame University-Louaize, 2016)
    Purpose – the purpose of this research is to examine the effect of ownership structure on the profitability and performance of U.S. banks. It resides in inspecting the power of insiders as well as institutional shareholders and large block-holders on bank’s performance and valuation of US commercial banks during the financial crisis of 2007-2009. Finally, it studies the relation between different factors such as bank size, market value and price earnings ratio and the ROA, ROE, and MTBV of U.S. banks. Research question – this paper aims to study the impact that ownership structure has on the ...
  • Hamade, Hazar (Notre Dame University-Louaize, 2021-04)
    Purpose - The banking sector in many MENA countries has recognized noticeable bank consolidation, which has dropped the number of banks and raised market concentration. This might raise questions about the impact of such increase in concentration on the soundness of the banking sector and consequently on the financial stability. Therefore, this study examines the impact of concentration on the financial stability of MENA banking sectors. Design/Methodology/Approach – the study adopts the FM-OLS panel method on 15 MENA banking sectors covering the period 1996-2016. Findings – ...
  • Saliba, Karim Khalil (Notre Dame University-Louaize, 2020-02)
    Purpose – This thesis has two objectives. The first one is to test empirically the level of interdependence across major stock markets returns, namely, US, EU, and Asia in terms of return and volatility spillover. The second one is to evaluate the impact of news announcements on their stock market volatility. Design/methodology/approach – To model the volatility of the three above mentioned stock markets we apply a battery of univariate time series models from the GARCH family. Dickey Fuller unit root test is used in order to ensure that the three return series are stationary. The mean equation ...
  • Bsoussi, Jimmy (Notre Dame University-Louaize, 2018)
    Purpose - The purpose of this study was to investigate empirically whether financial development including Islamic loans leads to economic growth Design/methodology/approach - This study covered 13 countries form the MENA region during the period of 2001-2015. Multiple Fixed effect models were used on a balanced panel to check the impact of financial development variables on the GDP per capita. Findings - Conventional loans and Islamic loans have significant positive relationship with economic growth. While bank asset concentration, stock market total traded value, stock market capitalization ...
  • Abi Loutfi, Joelle (Notre Dame University-Louaize, 2019-05)
    Purpose: The purpose of this study is to empirically test the level of interdependence between three major assets: Gold, crude oil and USD index in terms of the return volatility spillover effects. This helps investors managing their portfolios and provides them with sense of direction on how to use these assets in portfolio diversification leading to a risk reduction benefits. Design/methodology/approach: Gold, oil and USD index volatilities are estimated using EGARCH (1, 1) model after detecting the stationarity and heteroskedasticity of the sample using the following diagnostic tests: Augmented ...

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