Dr. Bernard Ben Sita
Bernard Ben Sita is an associate professor of finance. He holds a PhD and an MSc in Finance from HANKEN School of Economics in Helsinki, Finland. He has published a number of articles in international refereed journals and has served as a referee in a number of recognized journals in finance.
- Investment Analysis
- Portfolio Management
- Corporate Finance
- Financial Econometrics
- Financial Derivatives
- Empirical Finance
- Asset Pricing
- Energy Finance
- Security Market Microstructure
Articles in Refereed Journals:
Ben Sita, B. (2018) Estimating the beta-return relationships by considering the sign and the magnitude of daily returns, Quarterly Review of Economics and Finance, 67, 28-35.
Ben Sita, B. (2017). Volatility Patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum, Finance Research Letters, 23, 137-146.
Ben Sita, B. & Abdallah, W. (2014). Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets. Journal of International Financial Markets, Institutions and Money, 33, 183-199.
Ben Sita, B. (2013). Volatility links across U.S. industries. Applied Financial Economics, 23(15), 1273-1286.
Ben Sita, B., Marrouch, W. & Abosedra, S. (2012). Short-run Price and Income Elasticity of Gasoline Demand: Evidence from Lebanon. Energy Policy, 46, 109-115.
Ben Sita, B., Westerholm, J. (2011). The Role of Trading Intensity Estimating the Implicit Bid-Ask Spread and Determining Transitory Effects. International Review of Financial Analysis, 20, 306-310.
Ben Sita, B. (2010). Autocorrelation of the trade process: Evidence from the Helsinki Stock Exchange. Quarterly Review of Economics and Finance, 50, 538-547.