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Variance risk and the idiosyncratic volatility puzzle

Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014578075

Evolution in the Seasonality in Equity Return : Revisiting the Day-Of-The-Week Effect in the US

Snunu, Iyad - 2022

One of the widely discussed issues in the financial literature is the daily seasonality in asset prices. In this study, we shed fresh lights and explore the evolution of weekday seasonality in the US capital market. For this sake, we utilize daily data for the period January 1990 to August 2022....

Persistent link: https://www.econbiz.de/10014235544

Switches in price discovery : are U.S. traders more qualified in making valuations?

Qadan, Mahmoud - In: The North American journal of economics and finance : a … 44 (2018), pp. 221-234

Persistent link: https://www.econbiz.de/10012036540

Risk appetite, idiosyncratic volatility and expected returns

Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012208542

The short trading day anomaly

Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80

Persistent link: https://www.econbiz.de/10011663224

The high holidays : psychological mechanisms of honesty in real-life financial decisions

Kliger, Doron; Qadan, Mahmoud - In: Journal of behavioral and experimental economics 78 (2019), pp. 121-137

Persistent link: https://www.econbiz.de/10012240835

Idiosyncratic volatility, the VIX and stock returns

Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441

Persistent link: https://www.econbiz.de/10012120113

Bitcoin and the day-of-the-week effect

Aharon, David Yechiam; Qadan, Mahmoud - In: Finance research letters 31 (2019), pp. 415-424

Persistent link: https://www.econbiz.de/10012421758

The length of the trading day and trading volume

Qadan, Mahmoud; Aharon, David Y. - In: Eurasian business review 9 (2019) 2, pp. 137-156

Persistent link: https://www.econbiz.de/10012139300

Can investor sentiment predict the size premium?

Qadan, Mahmoud; Aharon, David Y. - In: International review of financial analysis 63 (2019), pp. 10-26

Persistent link: https://www.econbiz.de/10012207362