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Information about:
Marwan Abdu Izzeldin

Personal Details | Affiliation | Works

This is information that was supplied by Marwan Izzeldin in registering through RePEc. If you are Marwan Abdu Izzeldin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marwan
Middle Name: Abdu
Last Name: Izzeldin
Suffix:

RePEc Short-ID: piz10

Email: [This author has chosen not to make the email address public]
Homepage: http://www.lums.lancs.ac.uk/economics/profiles/marwan-izzeldin/
Postal Address: LA1 4YX
Phone:

Affiliation

(in no particular order)

Department of Economics
Management School
Lancaster University
Location: Lancaster, United Kingdom
Homepage: http://www.lums.lancs.ac.uk/pages/Departments/Economics
Email:
Phone: +44 (1524) 594226
Fax: +44 (1524) 594244
Postal: LANCASTER LA1 4YX
Handle: RePEc:edi:delanuk (registered authors at this institution)

Works

Working papers

Jill Johnes & Marwan Izzeldin & Vasilleios Pappas, 2009. "The efficiency of Islamic and conventional banks in the Gulf Cooperation Council (GCC) countries: An analysis using financial ratios and data envelopment analysis," Working Papers 006069, Lancaster University Management School, Economics Department. [Downloadable!]
Marwan Izzeldin & Ana-Maria Fuertes & Elena Kalotychou, 2008. "On forecasting daily stock volatility: the role of intraday information and market conditions," Working Papers 005439, Lancaster University Management School, Economics Department. [Downloadable!]
Published as:
- Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009. "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, vol. 25(2), pages 259-281. [Downloadable!] (restricted)
Marwan Izzeldin, 2007. "Trading volume and the number of trades: a comparative study using high frequency data," Working Papers 004798, Lancaster University Management School, Economics Department. [Downloadable!]
Anthony Murphy & Marwan Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 003091, Lancaster University Management School, Economics Department. [Downloadable!]
Published as:
- Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April. [Downloadable!] (restricted)
Anthony Murphy & Marwan Izzeldin, 2005. "Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)," Finance 0512005, EconWPA. [Downloadable!]
Other versions:
- Anthony Murphy & Marwan Izzeldin, 2006. "Order flow transaction clock and normality of asset returns: A comment on Ané and Geman (2000)," Working Papers 003090, Lancaster University Management School, Economics Department. [Downloadable!]

Articles

Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009. "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, vol. 25(2), pages 259-281. [Downloadable!] (restricted)
Other versions:
- Marwan Izzeldin & Ana-Maria Fuertes & Elena Kalotychou, 2008. "On forecasting daily stock volatility: the role of intraday information and market conditions," Working Papers 005439, Lancaster University Management School, Economics Department. [Downloadable!]
Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April. [Downloadable!] (restricted)
Other versions:
- Anthony Murphy & Marwan Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 003091, Lancaster University Management School, Economics Department. [Downloadable!]
Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005. "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 691-698. [Downloadable!]
Marwan Izzeldin & Anthony Murphy, 2000. "Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic," The Economic and Social Review, Economic and Social Studies, vol. 31(4), pages 351-359. [Downloadable!]

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ARA: Arab World (1) 2009-08-08
NEP-BAN: Banking (1) 2009-08-08
NEP-ECM: Econometrics (1) 2007-02-17
NEP-EFF: Efficiency & Productivity (1) 2009-08-08
NEP-ETS: Econometric Time Series (2) 2007-02-17 2008-06-27 Author is listed
NEP-FIN: Finance (1) 2005-12-14
NEP-FOR: Forecasting (1) 2008-06-27
NEP-MST: Market Microstructure (3) 2007-02-17 2007-04-28 2008-06-27 Author is listed

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This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.