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Abdullah M. Al-Awadhi
Researcher at The Public Authority for Applied Education and Training
Publications - 16
Citations - 979
Abdullah M. Al-Awadhi is an academic researcher from The Public Authority for Applied Education and Training. The author has contributed to research in topics: Stock market & Stock (geology). The author has an hindex of 4, co-authored 15 publications receiving 475 citations. Previous affiliations of Abdullah M. Al-Awadhi include RMIT University.
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Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns.
TL;DR: The findings indicate that both the daily growth in total confirmed cases and in total cases of death caused by COVID-19 have significant negative effects on stock returns across all companies.
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Social norms and market outcomes: The effects of religious beliefs on stock markets
TL;DR: In this paper, the authors investigated whether religious-based trading practices impede market development in the Gulf Cooperation Council (GCC) countries and found that non-Islamic stocks in these markets are relatively neglected, have higher returns, lower liquidity, and face higher liquidity risk compared to Islamic stocks.
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Carbon disclosure and firm risk: evidence from the UK corporate responses to climate change
TL;DR: In this paper, the authors investigated the relationship between corporate carbon disclosure and firm risk in the UK context using a sample of FTSE350 firms with Carbon Disclosure Project based year-observations from 2007 to 2015.
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Measuring the Hedge Ratio: A GCC Perspective
TL;DR: In this paper, the authors examined the effectiveness of minimising the variance of the hedge ratio using different econometric models for the GCC currencies under money-market hedging and cross-currency hedging.
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Political turmoil and banks’ stock returns: Evidence from Turkey’s 2016 coup attempt
TL;DR: In this paper, the authors examined the impact of the attempted coup on the components of the banks index of the Istanbul stock exchange using event study methodology and found that the banks abnormal returns were a statistically significant negative from +2 to +6 days with the peak on day +3 when the government declared a state of emergency.