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Name : Ayman Bitar

Academic Rank: Assistant Professor

Administrative Position : Faculty Academic Member

Office 9227       Ext No 9227

Email : abitar@uop.edu.jo

Specialization: Finance and Banking

Graduate Of: Arab Academy for Banking and Financial Sciences

Qualification

    Qualification

    University

    Country

    Year

    Bachelor
    bauret arab university
    Lebanon
    1996
    Master's
    Arab Academy for Banking and Financial Sciences
    Jordan
    2004
    Ph.D
    Arab Academy for Banking and Financial Sciences
    Jordan
    2008



  • Journal Paper





      ? Ayman Bitar and W, " Book-to-Market, Size, and Industry Effect " , "Journal",Vol.3,No.2, International Journal of Economics and Finance, USA, 05/02/2011 Abstract:
      This paper aims to extend the paper by Saleh and Bitar (2009) by addressing whether variation in stock returns can be explained by differences in industry concentration. The paper concludes that firms operate in highly concentrated industries earn lower returns and less risk than those operate in highly competitive industries. Furthermore, the paper provides evidence to suggest that investors in Amman Stock Exchange cannot benefit from a trading strategy based on industry structure. Keywords: Book-to-market effect, Size-effect, Industry Effect, Three-factor model




      Ayman Bitar and Wali, " Book-to-Market, Size, and Distress Risk " , "Journal",Vol.6,No.5, Journal of US-China Public Administration, USA, 10/01/2009 Abstract:
      Fama and French (1992) argue that the book-to-market effect might be due to distress risk. Chan, Chen, and Hsieh (1985) show that a large portion of the size effect can be explained by a default factor. This paper examines the relationship between size and book-to-market effects and distress risk. The paper provides evidence suggesting that size and book-to-market effects are very importance in estimating the risk premium in Amman Stock Exchange (ASE). Furthermore, consistent with Dichev (1998) the paper concludes that the distress risk in unlikely to account for the size and book-to-market effects
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