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Price limit bands, asymmetric volatility and stock market anomalies : evidence from emerging markets

Farag, Hisham - In: Global finance journal 24 (2013) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10009750393

Investor overreaction and unobservable portfolios : evidence from an emerging market

Farag, Hisham - In: Applied financial economics 24 (2014) 19/21, pp. 1313-1322

Persistent link: https://www.econbiz.de/10010460168

The influence of price limits on overreaction in emerging markets : evidence from the Egyptian stock market

Farag, Hisham - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 190-199

Persistent link: https://www.econbiz.de/10011574242

Long-term overreaction, regulatory policies and stock market anomalies : evidence from Egypt

Farag, Hisham - In: Journal of emerging market finance 14 (2015) 2, pp. 112-139

Persistent link: https://www.econbiz.de/10011378500

Do Size and Unobservable Company Factors Explain Stock Price Reversals?

Cressy, Robert Clive - 2010

We use daily price data from the Egyptian stock market and a Loser portfolio of 20 IPOs from the late 1990s that experienced dramatic 1-day price falls in the period 2004 to 2007 to estimate a 2-way fixed effects model of CARs. Observable covariates are company size and turnover growth and...

Persistent link: https://www.econbiz.de/10013143302

Do size and unobservable company factors explain stock price reversals?

Cressy, Robert C.; Farag, Hisham - In: Journal of economics and finance 35 (2011) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10009303313

Stock market regulation and news dissemination : evidence from an emerging market

Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368

Persistent link: https://www.econbiz.de/10009667519

Short-term overreaction to specific events : evidence from an emerging market

Boubaker, Sabri; Farag, Hisham; Nguyen, Duc Khuong - In: Research in international business and finance 35 (2015), pp. 153-165

Persistent link: https://www.econbiz.de/10011570032

The social, environmental and ethical performance of Chinese companies : evidence from the Shanghai Stock Exchange

Farag, Hisham; Meng, Qingwei; Mallin, Chris A. - In: International review of financial analysis 42 (2015), pp. 53-63

Persistent link: https://www.econbiz.de/10011573260

ESG and aggregate disagreement

Luo, Di; Farag, Hisham - In: Journal of international financial markets, … 92 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014535741