Journal Articles
Ayadi, M., Ben Omrane, W., Lazrak, S. and Yan, X.. OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets, Finance Research Letters, Volume 37, November, 2020.
Ayadi, M., Lazrak, S. and Xing, D.. Bankruptcy Protection Duration and Outcome of Canadian Public Firms, International Journal of Managerial Finance, Volume 15, October, 2019.
Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter?, North American Journal of Economics and Finance, Volume 50, October, 2019.
Chen, L., Lazrak, S., Wang, Y. and Welch, R.. Pure momentum is priced, Journal of Behavioral and Experimental Finance, Volume 22, June, 2019.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Performance of Fixed-income Mutual Funds with Regime Switching Models, Quarterly Review of Economics and Finance, Volume 69, August, 2018.
Ayadi, M., Ben Omrane, W., Lazrak, S. and Yang, J.. The Dynamics of Currency, Savings, and Investment Rates, International Review of Finance, Volume 18, Number 1, March, 2018.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice for Canadian Public Firms, Research in International Business and Finance, Volume 42, December, 2017.
Lazrak, S., Al Motairi, O. and Trabelsi, S.. Trading Volume Reaction around Dividend Initiation Announcements: A Corporate Governance Perspective, International Journal of Auditing Technology, Volume 3, Number 2, 2016.
Ayadi, M., Ben Ameur, H., Lazrak, S. and Wang, Y.. Canadian Investors and the Discount on Closed-end Funds, Journal of Financial Services Research, Volume 43, Number 1, February, 2013.
Kryzanowski, L. and Lazrak, S.. Informed traders of cross-listed shares trade more in the domestic market around earnings releases, Review of Quantitative Finance and Accounting, Volume 36, Number 1, 2011.
Kryzanowski, L., Lazrak, S. and Rakita, I.. Behavior of liquidity and returns around Canadian seasoned equity offerings, Journal of Banking and Finance, Volume 34, Number 12, 2010.
Kryzanowski, L. and Lazrak, S.. Liquidity minimization and cross-listing choice: Evidence based on Canadian shares cross-listed on U.S. venues, Journal of International Financial Markets, Institutions & Money, Volume 19, Number 3, July, 2009.
Kryzanowski, L. and Lazrak, S.. Trading Activity, Trade Costs and Informed Trading for Acquisition Targets and Acquirers, European Journal of Finance, Volume 13, Number 5, 2007.
Kryzanowski, L., Lazrak, S. and Rakita, I.. Trade Cost and market behavior of TSX listed income trusts, The Canadian Investment Review, Volume 19, Number 1, 2006.
Kryzanowski, L. and Lazrak, S.. Are Split-Date Volatility Changes Primarily Permanent or Temporary?, Finance Letters, Volume 3, Number 5, October, 2005.
Kryzanowski, L., Lazrak, S. and Rakita, I.. The Behavior of Prices, Trades and Spreads for Canadian IPOs, The Multinational Finance Journal, Volume 9, Number 3/4, 2005.
Book Chapters / Sections
Kryzanowski, L. and Lazrak, S.. The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets - Chapter: Performance Leakage and Value Discounts on the Toronto Stock Exchange. Editors: Gregoriou G.N.. McGraw-Hill, United States of America, 2010.
Conference Proceedings and Presentations
Ayadi, M., Lazrak, S., Singh, A. and Welch, R.. Performance Appraisal of Emerging Markets Equity Mutual Funds - 12ème Colloque Scientifique International en Finance et Assurance, Djerba, Tunisia, December, 2017.
Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - 2017 FMA Conference, Boston, Massachusetts, October, 2017.
Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - Eastern Finance Association (EFA), Jacksonville, Florida, 2017.
Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - Summer Accounting and Finance Conference (TAFPANA), Monastir, Tunisia, 2016.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Dynamic Performance of Canadian Fixed Income Mutual Funds - 26th Annual NFA Conference , Ottawa, Ontario, September, 2014.
Ayadi, M., Lazrak, S. and Xin, D.. The Determinants of Bankruptcy Protection Duration for Canadian Firms - 1st Paris Financial Management Conference (PFMC), Paris, France, January, 2014.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Dynamic Performance of Canadian Fixed Income Mutual Funds - TAFPANA conference, Tunis, Tunisia, 2014.
Ayadi, M., Densmore, M., Lazrak, S. and Welch, R.. The Informative Quality of Corporate Credit Ratings - FMA Conference, Chicago, United States of America, October, 2013.
Ayadi, M., Densmore, M., Lazrak, S. and Welch, R.. The Informational Value of Corporate Credit Ratings - 22th European Financial Management Association (EFMA), Reading, United Kingdom, June, 2013.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - International Journal of Arts & Sciences Conference, Paris, France, 2013.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - Euro-American Conference for Academic Disciplines, Paris, France, 2013.
Ayadi, M., Lazrak, S. and Xing, D.. The Determinants of Bankruptcy Protection Duration for Canadian Firms - 21th European Financial Management Association (EFMA) Conference, Barcelona, Spain, June, 2012.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - International Journal of Arts & Sciences Conference, Toronto, Ontario, 2012.
Ayadi, M., Lazrak, S. and Lee, K.. Do Volatility and Margin Requirements Measure up? Further Evidence from Canadian Equity Market - Financial Management Association (FMA) Conference, Denver, Colorado, October, 2011.
Ayadi, M., Lazrak, S. and Xin, D.. The Determinants of Bankruptcy Protection Duration for Canadian Firms - Multinational Finance Society, Rome, Italy, June, 2011.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - Multinational Finance Society Conference, Barcelona, Spain, 2011.
Kryzanowski, L., Lazrak, S. and Rakita, I.. Behaviour of liquidity, spreads and returns around Canadian seasoned equity offerings - Eastern Finance Association, St Petersburg, Florida, April, 2008.
Kryzanowski, L. and Lazrak, S.. Informed traders of cross-listed shares trade primarily in the domestic market around earnings releases - Portuguese Finance Network Meeting, Porto, Portugal, July, 2006.
Kryzanowski, L. and Lazrak, S.. Where do informed traders trade Canadian shares cross-listed on US trading venues? - MidWest Finance Association Meeting, Chicago, Illinois, March, 2006.
Kryzanowski, L. and Lazrak, S.. Where do informed traders trade Canadian shares cross-listed on US trading venues? - Northern Finance Association Meeting, Vancouver, British Columbia, September, 2005.
Kryzanowski, L. and Lazrak, S.. Trading activity, trade cost and informed trading for acquisition targets and acquirers - Optimization Days, Montreal, Quebec, May, 2005.
Kryzanowski, L. and Lazrak, S.. Trading activity, trade cost and informed trading for acquisition targets and acquirers - Eastern Finance Association, Norfolk, Virginia, April, 2005.
Kryzanowski, L. and Lazrak, S.. Trading activity, trade cost and informed trading for acquisition targets and acquirers - IFC3, Hammamet, Tunisia, March, 2005.
Kryzanowski, L. and Lazrak, S.. Where do informed traders trade Canadian shares cross-listed on US trading venues? - CGA Manitoba finance conference, Winnipeg, Manitoba, March, 2005.
Kryzanowski, L. and Lazrak, S.. Trading activity, trade cost and informed trading for acquisition targets and acquirers - Northern Finance Association, St. John's, Newfoundland, September, 2004.
Kryzanowski, L. and Lazrak, S.. Stock split rationales and the effect of stock splits on the behavior of markets and uninformed traders - Multinational Finance Society, Istambul, Turkey, July, 2004.
Lazrak, S.. The credit spreads of Brady bonds - Southwestern Finance Association, Orlando, Florida, March, 2004.
Lazrak, S.. The credit spreads of Brady bonds. - Academy of Finance Annual Meeting, Chicago, Illinois, 2004.
Kryanowski, L., Lazrak, S. and Rakita, I.. The microstructure of Canadian IPOs - Multinational Finance Society Conference, Montreal, Quebec, 2004.
Kryzanowski, L. and Lazrak, S.. Stock split rationales and the effect of stock splits on the behavior of markets and uninformed traders - IFC2, Hammamet, Tunisia, March, 2003.