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Price reaction, volatility timing and funds' performance during Covid-19

Mirza, Nawazish; Naqvi, Bushra; Rahat, Birjees; Rizvi, … - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484196

Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets

Naqvi, Syed M. Waqar Azeem; Khan, Kanwal Iqbal; … - In: Pakistan economic and social review : incorporating the … 57 (2019) 2, pp. 163-197

Persistent link: https://www.econbiz.de/10013531991

Unveiling the relationship between oil and green bonds : spillover dynamics and implications

Su, Yun Hsuan; Rizvi, Kumail Abbas; Umar, Muhammad; … - In: Energy economics 127 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014487988

Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators

Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014433687

Do Fear Indices Help Predict Stock Returns?

Rubbaniy, Ghulame - 2014

This study investigates the forecasting power of implied volatility indices on forward looking returns. Prior studies document that negative innovations to returns are associated with increasing implied volatility of the underlying indices; thus, suggesting a possible relationship between...

Persistent link: https://www.econbiz.de/10013065747

The pricing of size, book to market and financial leverage in Euro stocks

Mirza, Nawazish; Saeed, Mawal Sara; Rizvi, Kumail Abbas - In: Economic research 26 (2013) 2, pp. 177-190

Persistent link: https://www.econbiz.de/10009762460