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Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?

Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225

Persistent link: https://www.econbiz.de/10010191987

The Eurozone crisis and its contagion effects on the European stock markets

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Studies in economics and finance 31 (2014) 3, pp. 325-352

Persistent link: https://www.econbiz.de/10011338907

Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225

Persistent link: https://www.econbiz.de/10012418335

Information linkages among emerging equity markets : an empirical study

Sehgal, Sanjay; Jain, Payal - In: Decision 44 (2017) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10011703060

Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective

Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10011489265

Tests of equity market anomalies for select emerging markets

Sehgal, Sanjay; Subramaniam, Srividya; Deisting, Florent - In: The international journal of business and finance … 8 (2014) 3, pp. 27-46

Persistent link: https://www.econbiz.de/10010241917

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058

Persistent link: https://www.econbiz.de/10011741442

Trading behavior during stock market downturns : the dow, 1915 - 2004

Bohl, Martin T.; Siklos, Pierre L. - 2005

Persistent link: https://www.econbiz.de/10003182791

Institutional investors and stock market efficiency : the case of the January anomaly

Bohl, Martin T.; Gottschalk, Katrin; Henke, Harald; … - 2006

In this paper, we investigate the effect of institutional investors on the January stock market anomaly. The Polish and Hungarian pension system reforms and the associated increase in investment activities of pension funds are used as a unique institutional characteristic to provide evidence on...

Persistent link: https://www.econbiz.de/10003314477