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person:"Rockinger, Michael"
~type_genre:"Aufsatz in Zeitschrift"
~person:"Mazouz, Khelifa"
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Aktienindex
10
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5
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3
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Rockinger, Michael
Mazouz, Khelifa
Gil-Alaña, Luis A.
13
Ivanov, Stoyu I.
12
Shaikh, Imlak
11
Tse, Yiuman
11
Brooks, Chris
9
Hassan, M. Kabir
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Ané, Thierry
7
Caldeira, João F.
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Lucey, Brian M.
7
McAleer, Michael
7
Metghalchi, Massoud
7
Sharma, Manu
7
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6
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5
Al-Khazali, Osamah
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Journal of international money and finance
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ECONIS (ZBW)
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1
Price reaction of ethically screened stocks : a study of the Dow Jones Islamic Market World Index
Mazouz, Khelifa
;
Mohamed, Abdulkadir
;
Saadouni, Brahim
- In:
Journal of business ethics : JOBE
154
(
2019
)
3
,
pp. 683-699
Persistent link: https://www.econbiz.de/10011993711
Saved in:
2
Stock return comovement around the Dow Jones Islamic Market World Index revisions
Mazouz, Khelifa
;
Mohamed, Abdulkadir
;
Saadouni, Brahim
- In:
Journal of economic behavior & organization : JEBO
132
(
2016
),
pp. 50-62
Persistent link: https://www.econbiz.de/10011702846
Saved in:
3
Index revisions, systematic liquidity risk and the cost of equity capital
Mazouz, Khelifa
;
Daya, Wael
;
Yin, Shuxing
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 283-298
Persistent link: https://www.econbiz.de/10011299828
Saved in:
4
Does the stock market reward innovation? : European stock index reaction to negative news during the global financial crisis
Adcock, Christopher
;
Hua, Xiuping
;
Mazouz, Khelifa
; …
- In:
Journal of international money and finance
49
(
2014
),
pp. 470-491
Persistent link: https://www.econbiz.de/10010464927
Saved in:
5
Stock index reaction to large price changes : evidence from major Asian stock indexes
Mazouz, Khelifa
;
Joseph, Nathan Lael
;
Palliere, Clement
- In:
Pacific-Basin finance journal
17
(
2009
)
4
,
pp. 444-459
Persistent link: https://www.econbiz.de/10003855880
Saved in:
6
The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Mazouz, Khelifa
;
Saadouni, Brahim
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 501-510
Persistent link: https://www.econbiz.de/10003446111
Saved in:
7
New evidence on the price and liquidity effects of the FTSE 100 index revisions
Mazouz, Khelifa
;
Saadouni, Bharim
- In:
International review of financial analysis
16
(
2007
)
3
,
pp. 223-241
Persistent link: https://www.econbiz.de/10003510451
Saved in:
8
The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
Saved in:
9
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
10
Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
Saved in:
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