Dr. Mohammad AlOmari
Dr. Mohammad AlOmari
Biography
Mohammad AlOmari is an Associate Professor of Business Finance in the School. After graduating from the Yarmouk University in 2008, he then achieved a Master’s degree from University of Western Sydney in 2009.
He then worked as a Junior Economist in the Fiscal Reform Project with USAID. He was awarded a PhD by the University of Dundee in 2015. He was appointed to the Chair in International Accounting in 2016.
Educational Background
Accounting and Finance, University of Dundee, UK, 2015
Applied Finance, University of Western Sydney, Australia, 2009
Business and Financial Economics, Yarmouk University, Jordan, 2008
Accounting and Finance, University of Dundee, UK, 2012
Applied Finance, University of Western Sydney, Australia, 2009
Business and Financial Economics, Yarmouk University, Jordan, 2008
Accounting and Finance, University of Dundee, UK, 2012
Research Interests
- Financial Economics/Econometrics
- Market Efficiency
- Return and Risk Modeling
- Financial Markets
- Behavioral Finance
- Asset Pricing
Experience
- Fundamentals of Finance (module leader)
- Mathematics for Finance (module leaders)
- Principals of Insurance
- Corporate Finance (module leaders)
- Financial Institutions and Insurance (module leaders)
- Investment Analysis and Portfolio Management (module leader)
- Quantitative Methods for Accounting and Finance
Selected Publications
| 2023 | Hanif, W.,, Mensi, W.,, Alomari, M.,, Andraz, JM.,,"Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis ",Volume 81, 103350,,2023 [View] |
| 2023 | Mensi, W., Alomari, M., Vinh Vo, X., Hoon Kang, S., ,"“Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis”. ",The Journal of Economic Asymmetries., Volume 28, e00327,. ,2023 [View] |
| 2022 | Mensi, W.,, Al Rababa'a, A.,, Alomari, M.,, Vinh Vo, X.,, Hoon Kang, S.,,"Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis”.",Volume 79,102976,2022 [View] |
| 2022 | Alomari, M.,, Mensi, W.,, Vinh Vo, X.,, Hoon Kang, S.,,"Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management",Volume 79, 103113,,2022 [View] |
| 2022 | Alomari, M., and Alrababa’a, A., Rehman. MU., Power, D,"Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis”. ",North American Journal of Economics and Finance,Volume. 59, 101584,2022 [View] |
| 2022 | Alrababa’a, A.,, Alomari, M.,, Hendawi, R.,, McMillan, M.,,"Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management",Research i International Business and Finance. Volume 61, 101664,,2022 [View] |
| 2022 | Ahmad Alkhataybeh, Mobeen Ur Rehman, Ghaith El-Nader, Abedalrazaq Alrababa’a, Mohammad Alomari,"Does COVID-19 drive the US corporate-government bonds yield correlations? Local and global reporting. Investment Management and Financial Innovations",19(3), 243-255. ,2022 [View] |
| 2021 | Abu-Alkheil, A., Alomari. M., and Set-Abouha, B,"The Effect of Financial Leverage on Banks' Performance: Empirical Evidence from a Frontier Market – the Amman Stock Exchange",Afro-Asian Journal of Finance and Accounting,Volume 11, Issue 2, pp 198-221,2021 [View] |
| 2021 | Alomari, M., Alrababa’a, A., El-Nader, G., Alkhataybeh, A.,"Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation",Review of Quantitative Finance and Accounting,57, pp 959–1007,2021 [View] |
| 2021 | Alrababa’a, A., Alomari, M., McMillan, D.,"Multiscale stock-bond correlation: Implications for portfolio diversification and risk management",Research in International Business and Finance,Volume 58, 101435 ,2021 [View] |
| 2021 | Alomari, M., Alrababa’a, A., El-Nader, G., Alkhataybeh, A., Rehman, MU. ,"Examining the Effects of News and Media Sentiments on Volatility and Correlation: Evidence from the UK",The Quarterly Review of Economics and Finance,Volume. 82, pp. 282–297,2021 [View] |
| 2018 | Alomari, M., Power, D.M. & Tantisantiwong, N.,"Determinants of equity return correlations: a case study of the Amman Stock Exchange. ",2018 [View] |
| 2017 | AlOmari, M., Power, D. and Tantisantiwong, N. ,"The Determinants of Asset Correlation in the Amman Stock Exchange",Review of Quantitative Finance and Accounting,forthcoming,2017 |