{"id":32,"date":"2014-11-12T13:33:31","date_gmt":"2014-11-12T13:33:31","guid":{"rendered":"http:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/?page_id=32"},"modified":"2015-01-22T08:15:16","modified_gmt":"2015-01-22T08:15:16","slug":"published-papers","status":"publish","type":"page","link":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/?page_id=32","title":{"rendered":"Published Papers"},"content":{"rendered":"<p>1. \u0627\u0644\u0639\u0644\u0627\u0642\u0629 \u0628\u064a\u0646 \u0646\u0635\u064a\u0628 \u0627\u0644\u0633\u0647\u0645 \u0645\u0646 \u0627\u0644\u0627\u0631\u0628\u0627\u062d \u0648\u0627\u0633\u0639\u0627\u0631 \u0627\u0644\u0627\u0633\u0647\u0645 \u0641\u064a \u0633\u0648\u0642 \u0627\u0644\u0627\u0633\u0647\u0645 \u0627\u0644\u0633\u0639\u0648\u062f\u064a\u0629<br \/>\n2. CAPITAL STRUCTURE AND DEBT MATURITY: EVIDENCE FROM LISTED COMPANIES IN SAUDI ARABIA.<br \/>\n3. The price\u2013volume relationship in Gulf Cooperation Council stock markets.<br \/>\n4. Measuring perceived service quality in Qatari Islamic banks.<br \/>\n5. Does the entry of foreign investors influence the volatility of Doha Securities Market?.<br \/>\n6. Index funds and diversification in Saudi Arabia.<br \/>\n7. nature of industry, frequency of trading and price volatility: Evidence from Doha Securities Market.<br \/>\n8. \u062f\u0631\u0627\u0633\u0629 \u062a\u0637\u0628\u064a\u0642\u064a\u0629 \u0639\u0644\u0649 \u0637\u0644\u0627\u0628 \u0643\u0644\u064a\u0629 \u0627\u0644\u0639\u0644\u0648\u0645 \u0627\u0644\u0627\u062f\u0627\u0631\u064a\u0629 \u0648\u0627\u0644\u062a\u062e\u0637\u064a\u0637 \u0628\u062c\u0627\u0645\u0639\u0629 \u0627\u0644\u0645\u0644\u0643 \u0641\u064a\u0635\u0644<\/p>\n<p style=\"text-align: left\">9.\u00a0\u00a0\u00a0 <strong>Int. J. Economics and Business Research, Vol. 3, No. 1, 2011 p15-27<\/strong><\/p>\n<p style=\"text-align: center\">Copyright \u00a9 2011 Inderscience Enterprises Ltd.<strong><br \/>\n<\/strong><\/p>\n<p style=\"text-align: center\"><strong>The price\u2013volume relationship in Gulf Cooperation Council stock markets <\/strong><\/p>\n<p style=\"text-align: center\">Abdelgader M.A. Abdalla &#8211; Corresponding author<\/p>\n<p style=\"text-align: center\">School of Management Studies,<\/p>\n<p style=\"text-align: center\">University of Khartoum,<\/p>\n<p style=\"text-align: center\">P.O. Box 321,<\/p>\n<p style=\"text-align: center\">Khartoum, Sudan<\/p>\n<p style=\"text-align: center\">Ritab S. Al-Khouri<\/p>\n<p style=\"text-align: center\">Department of Economics and Finance,<\/p>\n<p style=\"text-align: center\">College of Business and Economics,<\/p>\n<p style=\"text-align: center\">Qatar University,<\/p>\n<p style=\"text-align: center\">P.O. Box 2713,<\/p>\n<p style=\"text-align: center\">Doha, Qatar<\/p>\n<p style=\"text-align: center\">E-mail: r.al-khouri@qu.edu.qa<\/p>\n<p><strong>Abstract:<\/strong><\/p>\n<p>This paper examines the empirical relationship among stock return, trading volume and volatility for the seven stock markets that comprise the Gulf Cooperation Council. The dataset includes seven national stock markets for the period spanning from 1 July 2004 to 3 September 2008. Granger causality test was used to explore whether return causes volume or volume causes return. The empirical results of Granger causality tests reveal that returns lead volume in five markets out of the seven markets. The results of the exponential generalised autoregressive conditional heteroskedasticity model provide evidence that shocks persist in the conditional variance, good news have different impact on market volatility than bad news and that the large shocks have large impact on the market volatility for all markets. In addition, the lag volume shows a significant and positive impact on volatility in four markets and no impact in three markets, namely Abu Dhabi, Bahrain and Doha.<\/p>\n<p><strong>Keywords<\/strong>: GARCH; generalised autoregressive conditional heteroskedasticity; GCC; Gulf Cooperation Council stock markets; Granger causality; price\u2013volume relation; VAR; vector autoregression<\/p>\n<p>10. <strong>International Journal of Islamic and Middle Eastern Finance and Management<\/strong><\/p>\n<p style=\"text-align: center\">Vol. 2 No. 3, 2009 pp. 201-212<\/p>\n<p style=\"text-align: center\">Emerald Group Publishing Limited<\/p>\n<p style=\"text-align: center\">1753-8394<\/p>\n<p style=\"text-align: center\">DOI 10.1108\/17538390910986335<\/p>\n<p style=\"text-align: center\"><strong>Index funds and diversification in Saudi Arabia<\/strong><\/p>\n<p style=\"text-align: center\">Hicham Benjelloun and Abdulkader M.A. Abdullah<\/p>\n<p style=\"text-align: center\">College of Business and Economics, Qatar University, Doha, Qatar<\/p>\n<p><strong>Abstract<\/strong><\/p>\n<p><strong>Purpose:<\/strong> \u2013 The purpose of this paper is to investigate how best to diversify in Saudi Arabia\u2019s stock market.<\/p>\n<p><strong>Design\/methodology\/approach<\/strong>: The analysis proceeds as follows: first, repeated sampling with replacement from a sample of 62 actual companies\u2019 monthly stock returns from January 2001 to June 2006 is used to simulate the performance of various portfolio sizes; second, a modified Statman diversification model is used to evaluate the performance of index funds in Saudi Arabia and thus assess the size of a diversified portfolio.<\/p>\n<p><strong>Findings:<\/strong> This paper reaches two important findings: first, due to high index funds fees, investors are better off diversifying by purchasing stocks directly from the stock market; second, a portfolio containing five randomly chosen stocks is sufficient to achieve diversification.<\/p>\n<p><strong>Originality\/value<\/strong>: \u2013 This paper provides useful recommendations on how to achieve diversification. Additionally, it highlights the fact that index funds are too expensive to be useful in Saudi Arabia.<\/p>\n<p><strong>Keywords<\/strong>: Diversification, Investment funds, Portfolio investment, Saudi Arabia,<\/p>\n<p>Financial management<\/p>\n<p><strong>Paper type<\/strong>: Research paper<\/p>\n<p>11. <strong>Monetary Economics and Finance, Vol. 3, No. 4, 2010 , pp.359\u2013373<\/strong><\/p>\n<p style=\"text-align: center\">Copyright \u00a9 2010 Inderscience Enterprises Ltd.<\/p>\n<p style=\"text-align: center\"><strong>Does the entry of foreign investors influence the volatility of Doha Securities Market?<\/strong><\/p>\n<p style=\"text-align: center\">Abdelgader M.A. Abdullah- Corresponding author<\/p>\n<p style=\"text-align: center\">School of Management Studies,<\/p>\n<p style=\"text-align: center\">University of Khartoum,<\/p>\n<p style=\"text-align: center\">P.O. Box 321, Khartoum, Sudan<\/p>\n<p style=\"text-align: center\">E-mail: Kadersab35@yahoo.com<\/p>\n<p style=\"text-align: center\">Hassan B.A. Ghassan<\/p>\n<p style=\"text-align: center\">College of Management Sciences and Planning,<\/p>\n<p style=\"text-align: center\">King Faisal University,<\/p>\n<p style=\"text-align: center\">P.O. Box 1760, AL-Hassa, Kingdom of Saudi Arabia<\/p>\n<p style=\"text-align: center\">E-mail: h_ghassan@yahoo.fr<\/p>\n<p style=\"text-align: center\">E-mail: hghassan@kfu.edu.sa<\/p>\n<p><strong>Abstract:<\/strong><\/p>\n<p>The paper examines the presence of structural changes in Doha Securities Market (DSM) by using GARCH models during the period 2002\u20132008. This issue is related to the market liberalization reforms permitting foreign investors to enter the equity market in 2005. The analysis reveals a high risk in return equation. The GARCH-Mean model shows that the information flow provided to the market comes from the risk and return variables. There is a high persistence of the shocks in the volatility, but it was less in the first sub-period compared with its persistence after the entry of foreign investors.<\/p>\n<p><strong>Keywords:<\/strong> DSM; Doha securities market; EGARCH; Qatar; return; volatility.<\/p>\n<p><strong>Reference<\/strong>: to this paper should be made as follows: Abdullah, A.M.A. and Ghassan, H.B.A. (2010)<\/p>\n<p>12. International Journal of Bank Marketing, Vol. 24 No. 6, 2006, pp. 424-442- Emerald Group Publishing Limited<\/p>\n<p style=\"text-align: center\">Received February 2006, Revised April 2006, Accepted July 2006<\/p>\n<p style=\"text-align: center\"><strong>The influence of attraction on internet banking: an extension to the trust-relationship commitment model<\/strong><\/p>\n<p style=\"text-align: center\">Norizan Mohd Kassim and<\/p>\n<p style=\"text-align: center\">Abdel Kader Mohammed Ahmed Abdulla<\/p>\n<p style=\"text-align: center\">Department of Management and Marketing,<\/p>\n<p style=\"text-align: center\">College of Business and Economics, University of Qatar, Doha, Qatar<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Abstract<\/strong><\/p>\n<p><strong>Purpose<\/strong>: This research in this paper aims to investigate and extend the trust-relationship commitment model to an internet banking setting by adding attraction as a new factor.<\/p>\n<p><strong>Design\/methodology\/approach<\/strong>: The paper shows that in testing whether attraction might be related to belief in and use of the internet banking, this research sampled 276 bank customers\u2019 responses via a cross-sectional survey in Doha, Qatar.<\/p>\n<p><strong>Findings:<\/strong> \u2013 The findings in the paper indicate that both trust and attraction have significant positive impact on relationship commitment with attraction having a strong positive effect, with communication representing the most important determinant of attraction and having as significant positive relationship with both trust and attraction.<\/p>\n<p><strong>Practical implications<\/strong>: \u2013 The paper shows that, from the managerial perspective, it is necessary for bankers and policy makers to know the relationship between trust and attraction because their<\/p>\n<p>influence on the actual commitment is different The findings of this study suggest that, in order to develop trust and to attract more users to internet banking, it is not going to be enough to make the system easy to interact with. It is of paramount importance for banks to develop secured and private internet banking systems that are trustworthy, for their users. Thus, management attention might be fruitfully focused on the development of such beliefs on the part of the users. Thus, the internet banking authorities should employ training and promotion approaches to develop customers\u2019 beliefs of shared value, communication, and opportunistic behavior, which in turn will influence or attract the customers\u2019 behavioural intention to utilize internet banking services. Similarly, banks may consider offering a low-cost service by passing on some of their gains from reduced operating cost to customers. This may lead to better customer loyalty towards the service.<\/p>\n<p><strong>Originality\/value<\/strong>: The paper finds that attraction as an additional factor in a trust-relationship<\/p>\n<p>Commitment model has not been examined before. Thus, researchers should include attraction in online relationship banking models along with other relationship effects. Also, bankers and policy makers need to develop trust among the customers and to realize that more favorable communication environments must be created to attract customers and to make them more committed to using online banking transactions over the internet.<\/p>\n<p><strong>Keywords<\/strong>: Banking, Internet, Middle East<\/p>\n<p><strong>Paper type<\/strong>: Research paper<\/p>\n<p>13. International Journal of Islamic and Middle Eastern Finance and<\/p>\n<p style=\"text-align: center\">Management Vol. 5 No. 2, 2012 pp. 106-115<\/p>\n<p style=\"text-align: center\">Emerald Group Publishing Limited<\/p>\n<p style=\"text-align: center\"><strong>Market liberalization and volatility of returns in emerging markets: The case of Qatar Exchange (QSC)<\/strong><\/p>\n<p style=\"text-align: center\">Ritab Al-Khouri<\/p>\n<p style=\"text-align: center\">Department of Economics and Finance, University of Qatar, Doha, Qatar, and<\/p>\n<p style=\"text-align: center\">Abdulkhader Abdallah<\/p>\n<p style=\"text-align: center\">School of Management Studies, University of Khartoum, Khartoum, Sudan<\/p>\n<p><strong>Abstract<\/strong><\/p>\n<p><strong>Purpose: <\/strong>The purpose of this paper is to examine whether stock market liberalization creates excess stock return volatility in the Qatar Exchange (QSC).<\/p>\n<p><strong>Design\/methodology\/approach: <\/strong>The study utilizes two methods, simple analysis of variance and the EGARCH model with dummy variables.<\/p>\n<p><strong>Findings: <\/strong>\u2013 Results reveal no change in market volatility following the partial removal of the restrictions on foreign participation. Results suggest, however, that the degree of persistence in volatility is high, which implies that once volatility increases it remains high over a long run. In addition, conditional volatility tends to rise when the absolute value of the standardized residuals was large. While, contrary to what has been found in the literature, the return volatility seems to be symmetric.<\/p>\n<p><strong>Research limitations\/implications: <\/strong> The finding of volatility persistence and clustering might imply an inefficient stock market. Therefore, policy makers should emphasize and direct their attention toward increasing the efficiency of the stock market.<\/p>\n<p><strong>Practical implications: <\/strong>Being able to make predictions about financial market volatility is of special importance to investors and policy makers since it makes available to them a measure of risk exposure in their investments and decisions.<\/p>\n<p><strong>Originality\/value: <\/strong>This paper provides a contribution to the empirical literature on stock market volatility. It is the only study, to the authors\u2019 knowledge, that investigates the issue of QSC liberalization and volatility. The authors believe that QSC has its own unique characteristics, and the results of the study depend mainly on the market\u2019s specific conditions, the quality of its financial institutions and the extent of financial liberalization obtained.<\/p>\n<p><strong>Keywords: <\/strong>Liberalization, Volatility, Foreign participation, EGARCH, Qatar Exchange, Qatar, Emerging markets.<\/p>\n<p><strong>Paper type<\/strong>: Research paper<\/p>\n<p>14. J. International Business and Entrepreneurship Development, Vol. 4, Nos. 1\/2, 2009, pp.90\u2013106<\/p>\n<p style=\"text-align: center\">Copyright \u00a9 2009 Inderscience Enterprises Ltd.<\/p>\n<p style=\"text-align: center\"><strong>Measuring perceived service quality in Qatari Islamic banks<\/strong><\/p>\n<p style=\"text-align: center\">Abdel Gader Mohamed Ahmed Abdullah- Corresponding author<\/p>\n<p style=\"text-align: center\">Department of Finance and Economics,<\/p>\n<p style=\"text-align: center\">College of Business and Economics, University of Qatar,<\/p>\n<p style=\"text-align: center\">P.O. Box 2713, Doha, Qatar<\/p>\n<p style=\"text-align: center\">Email: akader@qu.edu.qa<\/p>\n<p style=\"text-align: center\">Norizan Mohd Kassim<\/p>\n<p style=\"text-align: center\">Department of Management and Marketing,<\/p>\n<p style=\"text-align: center\">College of Business and Economics, Qatar University,<\/p>\n<p style=\"text-align: center\">P.O. Box 2713, Doha, Qatar<\/p>\n<p style=\"text-align: center\">Fax: +974-4852290 Email: norizanmk@qu.edu.qa<\/p>\n<p><strong>Abstract:<\/strong><\/p>\n<p>This paper investigates the service quality dimensions of Islamic banking services. Data were obtained via a cross-sectional survey involving a sample of 163 Islamic bank customers in Doha, Qatar. The findings indicate that two service-quality dimensions \u2013 human skills and empathy \u2013 were both indirectly related to retention via satisfaction. Some managerial and research implications of the study are also discussed.<\/p>\n<p><strong>Keywords:<\/strong> customer satisfaction; Islamic banking; Middle East; Qatar; retention; service quality.<\/p>\n<p><strong>Reference<\/strong>: to this paper should be made as follows: Abdullah, A.M.A. and Kassim, N.M. (2009) \u2018Measuring perceived service quality in Qatari Islamic banks\u2019, Journal for International Business and Entrepreneurship Development<\/p>\n<p>15. Journal of Islamic Economics, Banking and Finance, Vol. 7 No. 4, Oct &#8211; Dec 2011 pp. 79-92<\/p>\n<p style=\"text-align: center\"><strong>Efficiency of Islamic Banks in Sudan: A non-parametric Approach<\/strong><\/p>\n<p style=\"text-align: center\">Ibrahim A. Onour<\/p>\n<p style=\"text-align: center\">Abdelgadir M.A Abdalla<\/p>\n<p><strong>Abstracts<\/strong><\/p>\n<p>This paper employs several efficiency measures and productivity changes using Data Envelopment Analysis (DEA) to investigate efficiency performance of Islamic banks in Sudan, using data from annual reports of 12 banks during the sample period 2007-2008. The study results indicate, only two banks (the largest bank in the group, government owned and middle sized, private bank), scored technical efficiency level (i.e. scale and pure technical efficiency). While the smallest bank in the group (private owned), scored pure technical efficiency (i.e., managerial efficiency), but scale inefficient. These results add to the existing literature findings, hat ownership is not a constraint of managerial and scale efficiency but bank\u2019s size is important factor for scale efficiency in Islamic banks.<\/p>\n<p><strong>JEL classification<\/strong>: G21<\/p>\n<p><strong>Keywords<\/strong>: DEA, Efficiency, Banks .<\/p>\n","protected":false},"excerpt":{"rendered":"<p>1. \u0627\u0644\u0639\u0644\u0627\u0642\u0629 \u0628\u064a\u0646 \u0646\u0635\u064a\u0628 \u0627\u0644\u0633\u0647\u0645 \u0645\u0646 \u0627\u0644\u0627\u0631\u0628\u0627\u062d \u0648\u0627\u0633\u0639\u0627\u0631 \u0627\u0644\u0627\u0633\u0647\u0645 \u0641\u064a \u0633\u0648\u0642 \u0627\u0644\u0627\u0633\u0647\u0645 \u0627\u0644\u0633\u0639\u0648\u062f\u064a\u0629 2. CAPITAL STRUCTURE AND DEBT MATURITY: EVIDENCE [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"open","ping_status":"open","template":"page-publications.php","meta":{"footnotes":""},"class_list":["post-32","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/pages\/32","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=32"}],"version-history":[{"count":9,"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/pages\/32\/revisions"}],"predecessor-version":[{"id":68,"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=\/wp\/v2\/pages\/32\/revisions\/68"}],"wp:attachment":[{"href":"https:\/\/staffpages.uofk.edu\/abdelgadir-mohammed\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}