Overview
overview
- Dr. Parhizgari is a leading scholar in the areas of global financial strategies, international finance, investment, corporate finance, and quantitative techniques. His many publications on these topics have already appeared in such referred journals as: Global Finance Journal, Journal of the Royal Statistical Society: Applied Statistics, The Energy Journal, Journal of Business Finance and Accounting, Quarterly Journal of Business and Economics, The Review of Research in Banking and Finance, International Finance Journal, Journal of Transnational Management Development, Journal of Managing Service Quality, Management International Review, The Journal of Futures Markets, etc. He is also the author of three books, several articles in referred books, and numerous technical and policy-oriented papers that are mostly disseminated through intergovernmental agencies. He is an active member and a recognized researcher within a dozen of national and international professional organizations. Professor Parhizgari has also extensive consulting experience with research organizations, private and government agencies, and has conducted numerous seminars and management training programs in the Americas. Before joining FIU in 1982, he served for about a decade as a senior economist and/or advisor with private and government agencies in the Washington metropolitan area including: State of Maryland Department of Economic and Community Development, Synergy, Inc., U.S. Department of Energy, U.S. Chamber of Commerce, and the MITRE Corporation.
research interests
- Corporate Finance; Financial Reporting Analysis; International Finance
Scholarly & Creative Works
selected publications
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Article
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2022Corporate governance and stakeholder capitalismFull Text via DOI: 10.1108/MF-01-2022-0056 Web of Science: 000762940800001
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2021Securities litigation risk and board gender diversityFull Text via DOI: 10.1016/j.jcorpfin.2021.102102 Web of Science: 000712264800004
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2021Languages and Dividend PolicyFull Text via DOI: 10.1080/15427560.2021.1913158 Web of Science: 000646417800001
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2021CEO vs. COO: shareholder perceptions of M&A announcements based on insider tradesFull Text via DOI: 10.1108/MF-07-2020-0369 Web of Science: 000636317000001
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2021A behavioral explanation of credit ratings and leverage adjustmentsFull Text via DOI: 10.1016/j.jbef.2020.100435 Web of Science: 000632618200030
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2021Insider Ownership, Corporate Diversification, and Firm Value: Evidence from REITsFull Text via DOI: 10.1080/08965803.2021.1885960 Web of Science: 000628663700001
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2021Global equity market leadership positions through implied volatility measuresFull Text via DOI: 10.1016/j.jempfin.2021.01.001 Web of Science: 000695273100010
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2020Crowdfunding in real estate: evolutionary and disruptiveFull Text via DOI: 10.1108/MF-10-2018-0492 Web of Science: 000567557200006
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2020Market returns and risk factors for the emerging economiesFull Text via DOI: 10.1080/00036846.2020.1761534 Web of Science: 000539121900001
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2020Do Traditional Real Estate ETFs Increase the Volatility of REITs?Full Text via DOI: 10.1080/08965803.2020.1844534 Web of Science: 000607873100001
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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countriesFull Text via DOI: 10.1016/j.qref.2018.03.003 Web of Science: 000432447000002
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2018Contemporaneous ADR pricing: intraday dynamics during overlapping trading hoursFull Text via DOI: 10.1080/1351847X.2017.1292935 Web of Science: 000423188600001
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2017Major Currency ETFs and Their Associated Spot and Futures RatesFull Text via DOI: 10.1142/S0219091517500266 Web of Science: 000414445000005
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2017Currency volatility and bid-ask spreads of ADRs and local sharesFull Text via DOI: 10.1016/j.gfj.2016.07.002 Web of Science: 000416271700005
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2017Expanding the Explanations for the Return-Volatility RelationFull Text via DOI: 10.1002/fut.21827 Web of Science: 000403011600003
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2017The evolution and future of the BRICS: Unbundling politics from economicsFull Text via DOI: 10.1016/j.gfj.2017.03.002 Web of Science: 000404685700001
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2014Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approachFull Text via DOI: 10.1080/09599916.2013.877063 Web of Science: 000415491000003
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2012Price Discovery in Currency Markets: Evidence from Three Emerging MarketsFull Text via DOI: 10.5539/ijef.v4n12p61
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2012Cross-listing and subsequent delisting in foreign marketsFull Text via DOI: 10.1016/j.jempfin.2011.11.005 Web of Science: 000302038200002
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2012The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation InstitutionsFull Text via DOI: 10.1016/j.jeconbus.2011.06.003 Web of Science: 000213722900007
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2011In search of momentum profits: are they illusory?Full Text via DOI: 10.1080/09603107.2011.589804
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2010The boom and the lean times in global REITs: the 2000-2008 periodFull Text via DOI: 10.1108/17539261011062583 Web of Science: 000214092200002
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2008ADRs under momentum and contrarian strategiesFull Text via DOI: 10.1016/j.gfj.2007.10.002 Web of Science: 000216277400002
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2007Post-euro EU and US interest rates and foreign exchange rates: Are they in harmony or in disarray?Full Text via DOI: 10.1016/j.qref.2007.09.005 Web of Science: 000437603600004
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2007Global Stocks and Contemporaneous Market RiskWeb of Science: 000213794800007
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2006Persistence of volatility in futures marketsFull Text via DOI: 10.1002/fut.20210 Web of Science: 000237212900003
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2004Measures of organizational effectiveness: private and public sector performanceFull Text via DOI: 10.1016/j.omega.2003.11.002 Web of Science: 000221140600004
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2000Organizational effectiveness indicators to support service qualityFull Text via DOI: 10.1108/09604520010307030
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1997Predicting spot exchange rates in a nonlinear estimation framework using futures pricesFull Text via DOI: 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M Web of Science: A1997YH39600005
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1995Return to shareholders of US targeted companies acquired by foreign corporationsFull Text via DOI: 10.1080/758536877
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1993ARBITRAGE PRICING THEORY AND THE INVESTMENT HORIZONFull Text via DOI: 10.1111/j.1468-5957.1993.tb00248.x
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1989ALGORITHM AS-250 - TESTS OF THE EQUALITY OF DISPERSION MATRICESFull Text via DOI: 10.2307/2347753 Web of Science: A1989AP22400014
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1987Optimum Depletion of Oil Resources in a Developing CountryFull Text via DOI: 10.5547/issn0195-6574-ej-vol8-no3-2
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1987INTERTEMPORAL CHANGE AND FORECAST ADJUSTMENT IN BETAFull Text via DOI: 10.1111/j.1540-6288.1987.tb01231.x
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1978The residential demand for electricity: A variant parameters approachFull Text via DOI: 10.1080/758535196
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Book Chapter
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1995The Dynamics and Competitiveness of European-Asian Trade Flows. 151-161.Full Text via DOI: 10.1007/978-3-322-90983-1_12
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Preprint
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2019An Analysis of Short Positions with Fundamentals to Predict ReturnsFull Text via DOI: 10.2139/ssrn.3470512
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2019From Currency Volatilities to Global Equity CorrelationsFull Text via DOI: 10.2139/ssrn.3355787
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2012Determinants of Spot and Futures Returns for Three Emerging Market CurrenciesFull Text via DOI: 10.2139/ssrn.2153178
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2004The Broom Theory: A Perspective on Global Equity MarketsFull Text via DOI: 10.2139/ssrn.498523
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Works By Students
chaired theses and dissertations
- Figueiredo, Antonio M, Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting 2016
- Padungsaksawasdi, Chaiyuth, The US Financial Crisis and the Behavior of the Foreign Exchange Market 2012
- Perretti, Gizelle Fernandez, Contemporary Aspects of Dividends: Before and During the Financial Crisis 2011
- Elshahat, Ahmed, A Comprehensive Portfolio Construction Under Stochastic Environment 2008
- Butchey, Deanne, Research on the influence of behavioral forces that motivate trader behavior and sentiment- a prospect theory exegesis 2005
- Boyrie, Maria Eugenia De, Out-of-sample exchange rate forecasting structural and non-structural nonlinear approaches 1994
Contact
full name
- Ali Parhizgari
Identifiers
ORCID iD
- https://orcid.org/0000-0002-0567-9476 (confirmed)
visualizations
publication subject areas
Citation index-derived subject areas the researcher has published in