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Ata Assaf

Observed names: A. Assaf, ATA ASSAF
ORCID: 0000-0001-6296-2086
Observed ORCID: 0000-0001-6296-2086
OpenAlex ID: A5063892132
Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
2021 · Ata Assaf, Husni Charif, et al. · Resources Policy · 83
When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
2022 · Mohammad Al-Shboul, Ata Assaf, et al. · International Review of Financial Analysis · 76
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Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?
2021 · Khaled Mokni, Mohammed Al-Shboul, et al. · Resources Policy · 71
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
2017 · Elie Bouri, David Roubaud, et al. · Finance research letters · 65
Transmission of Stock Price Movements: The Case of GCC Stock Markets
2003 · Ata Assaf · Review of Middle East Economics and Finance · 58
Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19
2022 · Ata Assaf, Avishek Bhandari, et al. · International Review of Financial Analysis · 57
Connectedness among fan tokens and stocks of football clubs
2022 · Oguz Ersan, Ender Demir, et al. · Research in International Business and Finance · 54
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Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk
2009 · A. Assaf · International Review of Financial Analysis · 54
Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic
2022 · Mohammad Al-Shboul, Ata Assaf, et al. · Research in International Business and Finance · 51
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Using transfer entropy to measure information flows between cryptocurrencies
2021 · Ata Assaf, Mehmet Huseyin Bilgin, et al. · Physica A Statistical Mechanics and its Applications · 41
Dependence and mean reversion in stock prices: The case of the MENA region
2005 · A. Assaf · Research in International Business and Finance · 37
MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008
2015 · Ata Assaf · Research in International Business and Finance · 31
Long memory and level shifts in REITs returns and volatility
2015 · Ata Assaf · International Review of Financial Analysis · 30
Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach
2024 · Imran Yousaf, Ata Assaf, et al. · Research in International Business and Finance · 29
Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
2021 · Ata Assaf, Ladislav Kristoufek, et al. · Journal of International Financial Markets Institutions and Money · 27
Testing for bubbles in the art markets: An empirical investigation
2017 · Ata Assaf · Economic Modelling · 27
Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19
2021 · Ata Assaf, Husni Charif, et al. · Finance research letters · 26
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What drives the return and volatility spillover between DeFis and cryptocurrencies?
2024 · Ata Assaf, Ender Demir, et al. · International Journal of Finance & Economics · 25
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Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions
2014 · Ata Assaf · Journal of Multinational Financial Management · 24
Detecting and date-stamping bubbles in fan tokens
2024 · Ata Assaf, Ender Demir, et al. · International Review of Economics & Finance · 22
Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19
2022 · Ata Assaf, Khaled Mokni, et al. · Research in International Business and Finance · 22
COVID-19 and information flow between cryptocurrencies, and conventional financial assets
2023 · Ata Assaf, Khaled Mokni, et al. · The Quarterly Review of Economics and Finance · 20
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Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets
2024 · Ata Assaf, Marcelo Cabus Klotzle, et al. · Research in International Business and Finance · 19
Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis
2024 · Ata Assaf, Ender Demir, et al. · Finance research letters · 18
Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19
2023 · Rafael Baptista Palazzi, Ata Assaf, et al. · Journal of Futures Markets · 16
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Works count: 49
Citation count: 1,108
H-index: 21
I10-index: 29
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