Hazem Daouk
Peter J. & Stephanie J. Nolan Associate Professor
School of Applied Economics & Management
On leave
35 Quai de Grenelle, Tour de Mars –A-
75015 Paris
France
Fax: (331) 45-78-63-88
E-mail: hd3500 at Google Mail
Website: http://courses.cit.cornell.edu/hd35/
Associate Instructor
Republic National
Bank of
Operations Analyst, International Trading Department
Compagnie Fiduciaire pour le Commerce et l’Industrie,
I.C.S.
· In academia: number of citations (excluding self-cites) is 153.
· In the US media: research featured in Barron’s, Boston Globe [article], Business Week [article], Chicago Tribune, Economic Intuition, Money Magazine, Reuters News and the Washington Post.
· In the foreign media: research
featured in the Economist (UK) [article],
Financial Times (UK), The Age (
· Ranked 269th out of 129,622 total authors on the Social Science Research Network (ssrn.com) in terms of total number of paper downloads (over 17,000).
When No Law is Better Than a Good Law
(with U. Bhattacharya), Review of Finance,
2009, vol 13, p 577-627.
Do
Investors Learn about Analyst Accuracy? A Study of the Oil
Futures Market (with C. Chang and A. Wang), Journal of Futures Markets, 2009, vol 29, p 414-429.
A Geopolitical Theory of Oil Price Behavior: An Econometric Evaluation (with A. Slaibi and D. Chapman), Applied Economics, 2009.
Capital Market
Governance: Do Securities Laws Affect Market Performance? (with
C. Lee and D. Ng), Journal of Corporate Finance, 2006, vol 12, p 560-593.
Switching Asymmetric GARCH and Options on a Volatility Index (with J. Guo), Journal of Futures Markets, 2004, vol 24, p 251-282.
The World Price of Earnings Opacity (with U. Bhattacharya and M. Welker), Accounting Review, 2003, vol 78, p 641-678.
Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index (with M. Leung and A. Chen), Computers and Operations Research, 2003, vol 30, p 901-923.
The World
Price of Insider Trading (with U. Bhattacharya), Journal of Finance,
2002, vol 57, p 75-108. Reprinted in Claessens S. and L. Laeven (ed), 2006, A Reader in
International Corporate Finance, World Bank,
Using Investment Portfolio Return to Combine Forecasts: A Multiobjective Approach (with M. Leung and A. Chen), European Journal of Operational Research, 2001, vol 134, p 84-102.
When an Event Is Not an Event: The Curious Case of an Emerging Market (with U. Bhattacharya, B. Jorgenson, and C. Kehr), Journal of Financial Economics, 2000, vol 55, p 69-101.
Forecasting Stock Indices: A Comparison of Classification and Level
Estimation Models (with M. Leung and A. Chen), International
Journal of Forecasting, 2000, vol 16, p 173-190.
Reprinted in Batchelor R. and P. Dua (ed), 2002, Financial Forecasting,
Edward Elgar Publishing,
Forecasting Exchange Rates Using General Regression Neural Networks (with M. Leung and A. Chen), Computers and Operations Research, 2000, vol 27, p 1093-1110.
Evidence of Institutional Insider Trading Before
Merger and Acquisition Announcements (with G. Li).
Is Unlevered Firm Volatility Asymmetric? (with D. Ng).
Market-Wide Short-Selling Restrictions (with A. Charoenrook).
Conditional Skewness of Aggregate Market Returns (with A. Charoenrook).
Best Paper in Investments Award Offered by the Southwestern Finance Association ($1000 and a plaque), 2005.
Nomination for the Smith Breeden Award for Best Paper in the Journal of Finance, 2002.
Best Paper Award Offered by the Conference on the Theories and
Practices of Securities and Financial Markets,
Best
Academic Paper Award Offered by the International Investment Forum at the
Conference Presentations
American Finance Association annual meeting: 2008, 2007, 1999.
French
Finance Association annual meeting: 2008, 2006, 2004, 2003.
Center
for Research in Security Prices forum,
Southern Finance Association annual meeting: 2006.
International Association of Energy Economics annual meeting: 2005.
Southwestern Finance Association annual meeting (best paper in investments award): 2005.
Georgia Tech International Finance Conference: 2004, 2002.
European Finance Association annual meeting: 2002.
Conference
on Financial Markets Development in Emerging and Transitions Economies,
Conference
on the Theories and Practices of Securities and Financial Markets,
Financial Management Association annual meeting: 2002, 2000 (2 papers), 1999 (5 papers), 1998 (2 papers).
University
of
Western Finance Association annual meeting: 2001.
National Bureau of Economic Research, Market Microstructure meeting: 2000.
Market
Microstructure Conference,
Econometric Society Latin American meeting: 1999.
Decision Sciences Institute Asia Pacific meeting: 1999 (2 papers), 1996.
International
Investment Forum, University of
Decision Sciences Institute international meeting: 1997.
International Conference on Comparative Management: 1996.
Seminar Presentations
Cornell University, University of Georgia, University of Houston, University of Amsterdam, Arizona State University, University of California, Riverside, University of Cincinnati, Concordia University, Harvard University, University of Illinois, Indiana University, University of Maryland, McGill University, University of Michigan, Michigan State University, University of Western Ontario, University of Pittsburgh, Georgia State University, University of Oklahoma, HEC Paris, Vanderbilt University, Washington University, York University.
· Derivatives & Risk Management (undergraduate): Fall 2008 (1 section), Fall 2007 (1 section), Fall 2006 (1 section), Fall 2005 (1 section), Fall 2004 (1 section).
· Econometrics I (graduate): Spring 2009 (1 section), Spring 2008 (1 section), Spring 2007 (1 section), Spring 2006 (1 section), Spring 2005 (1 section), Spring 2004 (1 section), Spring 2003 (1 section).
· Investments (undergraduate): Fall 2003 (1 section).
· Capital Markets and
Portfolio Analysis (undergraduate):
Spring 2002 (2 sections).
· Derivative Securities/ Corporate Risk Management (undergraduate): Spring 2001 (1 section), Summer 2000 (1 section).
· Introduction to Financial Management (undergraduate discussion sections): Fall 1999 (4 sections), Fall 1998 (3 sections), Fall 1997 (2 sections).
Graduate Majors
· Current
Qian Han, Ph.D Applied Economics & Management
Luyang Qin, Ph.D Applied
Economics & Management
Thanasin Tanompongphandh, M.S. Applied Economics & Management
· Completed
Guohua Li, Ph.D Applied Economics & Management, 2009
Ning
Shen, M.S. Applied Economics & Management,
2009
Sung Jae Kim, M.S. Applied Economics &
Management, 2008
Chris Routhe, M.S. Applied Economics & Management, 2006
Bin Zhao, M.S. Applied Economics & Management, 2006
Xing Zhou, Ph.D Applied Economics & Management, 2006
Carlos Gallegos, M.S. Applied Economics & Management, 2005
Graduate Minors
· Current
Jiyoun An, Ph.D Economics
Ku-Ming Chang, Ph.D Regional Science
Sukhum Charoenkajonchai, Ph.D Regional Science
Young-Jun Cho, Ph.D Accounting
Nur Ain Shahrier, Ph.D
Regional Science
Sivalai Vararuth, Ph.D Applied
Economics & Management
Jiahong Zhang, Ph.D Applied Economics & Management
· Completed
Holly
Yang, Ph.D Accounting, 2010
Qingqing
Chen, Ph.D Economics, 2009
Jinhwan Oh, Ph.D Regional Science, 2009
Sean Wang, Ph.D Accounting, 2009
William
Weld, Ph.D Finance, 2009
Brock Williams, M.S. Applied Economics
& Management, 2009
Sang Won Yoon, M.S. Applied Economics &
Management, 2009
Lin Zheng, Ph.D Economics, 2009
Lanyue Zhou, Ph.D Economics, 2009
Hyun Kyung Choe, Ph.D Economics, 2008
Kin-Yip Ho, Ph.D Economics, 2008
Jaeuk
Ju, Ph.D Applied
Economics & Management, 2008
Gabriel
Power, Ph.D Applied Economics & Management,
2007
Apurba Shee, M.S. Applied Economics & Management, 2007
Ahmad Slaibi,
Ph.D Applied Economics & Management, 2007
Yinggang
Zhou, Ph.D Economics, 2007
Andrew Berg, M.S. Applied Economics & Management, 2006
Erika Kliauga, M.S. Applied Economics & Management, 2005
Hsien Pu, M.S. Applied Economics & Management, 2005
Yu Wang, M.S. Applied Economics & Management, 2005
Takayuki Kimura, M.S. Applied Economics & Management, 2004
Kun Qian, M.S. Applied Economics & Management, 2003
· Faculty Meeting Secretary, Applied Economics and
Management, Cornell University, 2007-2008.
· Member of the Graduate Admissions Committee, Applied
Economics & Management,
· Faculty advisor for Pi Sigma Epsilon business
fraternity, 2007-2008.
· Member of the Ph.D Qualifying Exam Petitions Committee, Applied Economics & Management, Cornell University, 2005-2009.
· Member of the Ad Hoc Micro Theory Review Committee, Applied Economics & Management, Cornell University, 2005.
· Member of the Undergraduate Studies Curriculum Committee, Applied Economics & Management, Cornell University, 2004-2005.
· Member of a Ad Hoc Faculty Recruiting Committee, Applied Economics & Management, Cornell University, 2003-2004, 2007-2008, 2008-2009.
· Undergraduate Student Faculty Advisor, Cornell University, 2003-2009.
· Independent Study Faculty Sponsor, Cornell University, 2003-2007.
· Member of the Ad Hoc Econometrics Curriculum Committee, Applied Economics & Management, Cornell University, 2003.
· Independent Study Faculty Sponsor,
· Task force to improve the financial databases,
· Student Recruiter, MBA Selection Committee, University of Maryland, 1994-1995.
.
· Ad hoc referee for American Journal of Agricultural Economics, Annals of Operations Research, Economic Inquiry, Engineering Economist, European Journal of Political Economy, Financial Review, IEEE Transactions on Neural Networks, IEEE Transactions on Systems Man & Cybernetics, International Review of Economics & Finance, Journal of Agricultural & Resource Economics, Journal of Banking & Finance, Journal of Business & Economic Statistics, Journal of Corporate Finance, Journal of Economics & Business, Journal of Empirical Finance, Journal of Finance, Journal of Financial Markets, Journal of Financial & Quantitative Analysis, Journal of Financial Services Research, Journal of Futures Markets, Journal of Real Estate Finance & Economics, Managerial & Decision Economics, Review of Agricultural Economics, Review of Financial Studies, Review of Quantitative Finance & Accounting, Revue Finance.
· Program Committee Member:
French Finance Association annual meeting, 2009, 2007, 2006, 2005.
· Session Chair:
French Finance Association annual meeting, 2006, 2004.
· Reviewer:
Agence Nationale de la Recherche (French equivalent of NSF), 2006
National Science Foundation, 2003.
Addison Wesley Longman, 4 chapters of the book “Corporate Finance” by Berk and DeMarzo, 2002.
· Discussant:
French Finance Association annual meeting, 2008, 2006, 2004 (2 papers), 2003.
European Finance Association annual meeting, 2002.
Conference on the Theories and Practices of Securities and Financial Markets, Taiwan, 2002.
Financial Management Association annual meeting, 1999 (3 papers).