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On cryptocurrencies as an independent asset class : long-horizon and COVID-19 pandemic era decoupling from global sentiments

Sifat, Imtiaz - In: Finance research letters 43 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014633481

Economic policy uncertainty of China and investment opportunities : a tale of ASEAN stock markets

Hassanudin Mohammad Thas Thaker; Mohamed Asmy Mohd Thas … - In: Journal of economics, finance & administrative science 27 (2022) 54, pp. 277-293

Purpose - The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on investment opportunities in five ASEAN economies. Design/methodology/approach - This paper employs advanced empirical approaches, such as Multivariate DCC-GARCH and Continuous Wavelet...

Persistent link: https://www.econbiz.de/10014339123

The COVID-19 Pandemic and Speculation in Energy, Precious Metals, and Agricultural Futures

Sifat, Imtiaz; Ghafoor, Abdul; Ah Mand, Abdollah - 2021

We report new evidence that speculation in energy and precious metal futures are more prevalent in crisis periods and even more so during the COVID-19 pandemic. In contrast, agricultural futures attract more hedging pressure. Post-GFC patterns mirror the 1980s’ recessions. Using quantile...

Persistent link: https://www.econbiz.de/10013240256

Predictive power of web search behavior in five ASEAN stock markets

Sifat, Imtiaz; Hassanudin Mohammad Thas Thaker - In: Research in international business and finance 52 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012548555

GDP vs genuine progress quantification of economic performance in South Korea and Malaysia

Mastura Hashim; Sifat, Imtiaz; Mohamad, Azhar - In: Economics and Business Letters : EBL 7 (2018) 4, pp. 169-179

Persistent link: https://www.econbiz.de/10012129420

Aberrant investor participation amid substantial price swings : high-frequency evidence of magnet-repellent effect from Malaysia

Sifat, Imtiaz; Mohamad, Azhar; Zarinah Hamid - In: Macroeconomics and finance in emerging market economies 12 (2019) 1, pp. 71-94

Persistent link: https://www.econbiz.de/10012176854

Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data

Sifat, Imtiaz; Mohamad, Azhar; Mohamed Shariff, … - In: Research in international business and finance 50 (2019), pp. 306-321

Persistent link: https://www.econbiz.de/10012177672

Randomness for asset prices constrained by price limit regimes : a Malaysian case study

Sifat, Imtiaz; Mohamad, Azhar - In: The journal of private equity 22 (2019) 4, pp. 111-144

Persistent link: https://www.econbiz.de/10012152329

Predicting financial distress in an emerging market : corporate actions, accounting ratios, or both?

Mohamad, Azhar; Azad, Mohamed; Sifat, Imtiaz - In: American journal of finance and accounting 6 (2021) 3/4, pp. 314-331

Persistent link: https://www.econbiz.de/10012610853

Implied volatility of structured warrants : emerging market evidence

Najmi Ismail Murad Samsudin; Mohamad, Azhar; Sifat, Imtiaz - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 464-479

Persistent link: https://www.econbiz.de/10012655531