| Research Title | MAG. TITLE | RESEARCH AREA | PUBLISH YEAR | DOI | Journal URL |
| On the robustness of the Fama-French three-factor and the Carhart four-factor models on the Amman Stock Exchange | Afro-Asian Journal of Finance and Accounting | Asset Pricing | 2021 | |
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| The Impact of Inflation on the Financial Sector Development: Empirical Evidence from Jordan | Cogent Economics & Finance | economics and finance | 2021 | |
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| Firm-specific, macroeconomic factors and stock price risk for Jordanian banks | Banks and Bank Systems | Corporate Finance | 2021 | |
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| Cross-section and GMM/SDF tests of linear factor models | Applied Economics Letters | Asset Pricing; Econometrics | 2021 | |
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| Testing Alternative Versions of the Fama-French Three-Factor Model in Frontier Markets: The Case of Jordan | International Journal of Economic Perspectives | Asset Pricing, Finance, Financial economics | 2018 | |
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| Revisiting the momentum factor in the U.K. stock market | Economics Bulletin | Finance; Financial Economics; Portfolio Management | 2018 | |
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| Revisiting Pastor–Stambaugh liquidity factor | Economics Letters | Finance; Financial Economics; Asset Pricing | 2018 | |
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| A Modified Fama and French (1993) Three-factor Asset Pricing Model: Evidence from the UK Equity Market | Applied Economics and Finance | Asset Pricing | 2016 | |
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