Concepedia

Akhtar R. Siddique

AR

15

Publications

5.2K

Citations

14

H-Index

1998

Active since

Affiliations

Office of the Comptroller of the Currency(Current)

Georgetown University

Government of the United States of America

Southern Methodist University

National Bureau of Economic Research

Akhtar R. Siddique is an author at Office of the Comptroller of the Currency specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsManagementAsset PricingAccountingFinancial RiskEmpirical FinanceFinancial EconomicsStatistics

Publications per year

1998–2020

15

Publications

15

Conditional Skewness in Asset Pricing Tests

Campbell R. Harvey, Akhtar R. Siddique · The Journal of Finance · 2000 · 2.9K citations

Empirical Finance, Investment Strategy, Economics +13

An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases

Allan C. Eberhart, William F. Maxwell, Akhtar R. Siddique · The Journal of Finance · 2004 · 889 citations

Empirical Finance, Investment Strategy, Asset Pricing +15

Autoregressive Conditional Skewness

Campbell R. Harvey, Akhtar R. Siddique · Journal of Financial and Quantitative Analysis · 1999 · 775 citations

Economics, Volatility Modeling, Engineering +15

A Reexamination of the Tradeoff between the Future Benefit and Riskiness of R&D Increases

Allan C. Eberhart, William F. Maxwell, Akhtar R. Siddique · Journal of Accounting Research · 2007 · 159 citations · Full text

Financial Risk Management, Asset Pricing, Corporate Risk Management +18

Time-Varying Conditional Skewness and the Market Risk Premium

Akhtar R. Siddique, Campbell R. Harvey · SSRN Electronic Journal · 2000 · 93 citations · Full text

Rows per page

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