Research

  To receive a copy of my research papers, please e-mail pahmed@unf.edu

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Journal Publications

  1. Ahmed, Parvez, Kristine Beck, and Elizabeth Goldreyer, “Moving Average Technical Trading Strategies for Currencies of Emerging Economies,” forthcoming in Managerial Finance.

  2. Ahmed, Parvez, John Gardella and Sudhir Nanda, “Effect of Drug Withdrawals on Firms and Their Competitors," Financial Management  Autumn 2002, v.31(3) 21-41.

  3. Ahmed, Parvez, Larry Lockwood and Sudhir Nanda, “Benefits of Multi-Style Rotation Strategies,” Journal of Portfolio Management, Spring 2002, v.28(3), 17-29.

  4. Ahmed, Parvez , “Forecasting Correlation Among Equity Mutual Funds,” Journal of Banking and Finance, v. 26(6), 1187-1208 June 2001.

  5. Ahmed, Parvez and Sudhir Nanda, “Style Investing: Incorporating Growth Characteristics in Value Stocks,” Journal of Portfolio Management, Spring 2001, v. 27(3), 47-60.

  6. Ahmed, Parvez and Larry Lockwood, “Economic Conditions and Stock Pricing,” Journal of Alternative Investments, Winter 2000, v. 3(3), 47-52.

  7. Ahmed, Parvez, Kristine Beck, and Elizabeth Goldreyer, “Can Moving Average Technical Trading Strategies Help In Volatile and Declining Markets? A Study of Some Emerging Asian Markets,” Managerial Finance, 2000, v. 26(6), 49-62.

  8. Goldreyer, Elizabeth., Parvez Ahmed and David Diltz, “The Performance of Socially Responsible Mutual Funds,” Managerial Finance, 1999, v. 25(1), 25-40.

  9. Ahmed, Parvez and Larry Lockwood, “Changes in Factor Betas and Risk Premiums Over Varying Market Conditions,” Financial Review, 1998, v. 33(3), 149-168.

  10. Ahmed, Parvez and Steve Swidler, “The Relation Between the Informational Content of Implied Volatility and Arbitrage Costs: Evidence from the Oslo Stock Exchange,” International Review of Economics and Finance, 1998, v. 7(4), 465-480.

  11. Swanson, Peggy and Parvez Ahmed, “Deutschemark Dominance of EMS Currencies: Evidence from Daily Spot Exchange Rates,” Global Business and Finance Review, Spring 1997, v. 2(1), 1-12.

  12. Swidler, Steve and Parvez Ahmed, “Wealth Transfer and the Initial Pricing of PERCS,” Applied Economics Letters, 1994, v. 1(11), 190-193.

 
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Chapters in a Book

  1. Ahmed, Parvez, John Gallo, Larry Lockwood and Sudhir Nanda, "Multi-Style Equity Investment Models," Handbook of Equity Style Management, edited by Dan Coggin and Frank Fabozzi, Fabozzi Publications.

  2. Ahmed, Parvez, “e-Capital Budgeting: Managing Strategic Investments in a World of Uncertainty,” in  Managing Business with Electronic Commerce: Issues and Trends, Idea Group Publishing.

 
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Refereed Proceedings

  1. Ahmed, Parvez and Sudhir Nanda, “The Performance of Emerging Market Mutual Funds,” Global Business in the Age of Technology, Proceedings of the Eighth World Business Congress, 1999, 491-496. 

  2. Ahmed, Parvez and Steve Swidler, “Forecasting Properties of Neural Network Generated Volatility Estimates,” Decision Techniques for Computational Finance - Proceedings of the Fifth International Conference Computational Finance Edited by Refenes, Burgess and Moody, United Kingdom, Kluwer Publications, 1998, 247-258.  

 

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Working Papers

  1. Ahmed, Parvez and Sudhir Nanda, “The Performance of Enhanced Index and Quantitative Funds,” under review at Financial Analysts Journal.

  2. Ahmed, Parvez and Sudhir Nanda, “Performance of Emerging Market Funds Under Varying Market Conditions,” under revision.