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International value versus growth : evidence from stochastic dominance analysis

Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232

Persistent link: https://www.econbiz.de/10003901041

Long-run post-merger stock performance of UK acquiring firms : a stochastic dominance perspective

Abhyankar, Abhay; Ho, Keng-yu; Zhao, Huainan - In: Applied financial economics 15 (2005) 10, pp. 679-690

Persistent link: https://www.econbiz.de/10002954880

Long-run abnormal performance following convertible preference share and convertible bond issues : new evidence from the United Kingdom

Abhyankar, Abhay; Ho, Keng-yu - In: International review of economics & finance : IREF 15 (2006) 1, pp. 97-119

Persistent link: https://www.econbiz.de/10003298504

Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhyankar, Abhay - In: The journal of futures markets 15 (1995) 4, pp. 457-488

Persistent link: https://www.econbiz.de/10001185355

Oil price shocks and the stock market : evidence from Japan

Abhyankar, Abhay; Xu, Bing; Wang, Jiayue - In: The energy journal 34 (2013) 2, pp. 199-222

Persistent link: https://www.econbiz.de/10009751625

Overcoming Arbitrage Limits : Option Trading and Momentum Returns

Abhyankar, Abhay - 2020

In this paper we find that the decline in the momentum profitability is partly driven by option trading. Momentum profits arise from the short leg and therefore on barriers to short selling. We find strong evidence that the presence of stock options creates alternate avenues for short selling,...

Persistent link: https://www.econbiz.de/10012851949