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International comparison of returns from conventional, industrial and 52-week high momentum strategies

Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank - In: Journal of international financial markets, … 20 (2010) 4, pp. 423-435

Persistent link: https://www.econbiz.de/10009260247

Profitability of momentum returns under alternative approaches

Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank - In: International journal of managerial finance : IJMF 9 (2013) 3, pp. 219-246

Persistent link: https://www.econbiz.de/10009764939

The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?

Li, Leon; Scrimgeour, Frank - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 475-497

Persistent link: https://www.econbiz.de/10013334844

Estimating Long Memory Volatility Using High-Frequency Data of Asian Stock Markets

Duppati, Geeta - 2016

This article analyzed the presence of long memory in volatility in 5 Asian equity indices namely SENSEX, CNIA, NIKKEI225, KO11 and FTSTI, using 5 minutes intraday return series ranging from 05-jan-2015 to 06-Aug-2015. The study employed ARFIMA-FIGARCH model and ARFIMA-APARCH model and compared...

Persistent link: https://www.econbiz.de/10013003892

Religion based investing and illusion of Islamic Alpha and Beta

Naqvi, Bushra; Rizvi, S. K. A.; Mirza, Nawazish; Reddy, … - In: Pacific-Basin finance journal 52 (2018), pp. 82-106

Persistent link: https://www.econbiz.de/10012035611

Financial leverage and stock returns : evidence from an emerging economy

Mirza, Nawazish; Rahat, Birjees; Reddy, Krishna - In: Economic research 29 (2016) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10012221556

The effects of recent terrorist attacks on risk and return in commodity markets

Ramiah, Vikash; Wallace, Damien; Veron, Jose Francisco; … - In: Energy economics 77 (2019), pp. 13-22

Persistent link: https://www.econbiz.de/10012306334

The sectoral effects of value-added tax : evidence from UAE stock markets

Gopakumar, Anagha Ann; Kaur, Avneet; Ramiah, Vikash; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16

This paper investigates the impact of 19 announcements pertaining to the introduction of value-added tax (VAT) in the United Arab Emirates (UAE) on equities listed on the Abu Dhabi Stock Exchange (ADX). Using a well-established event study methodology over the period 2015 to 2018, a sector-wise...

Persistent link: https://www.econbiz.de/10013471485

Does green bond issuance enhance market return of equity shares in the indian stock market?

Kodiyatt, Snehith Jacob; Nair, Biju A V; Jacob, Manna Sarah - In: Asia-Pacific journal of financial studies 53 (2024) 3, pp. 390-409

Persistent link: https://www.econbiz.de/10014582510

An investigative study of links between terrorist attacks and cryptocurrency markets

Almaqableh, Laith; Reddy, Krishna; Pereira, Vijay; … - In: Journal of business research : JBR 147 (2022), pp. 177-188

Persistent link: https://www.econbiz.de/10013271483