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Covid-19 and asset management in EU : a preliminary assessment of performance and investment styles

Rizvi, Kumail Abbas; Mirza, Nawazish; Naqvi, Bushra; … - In: The journal of asset management 21 (2020) 4, pp. 281-291

Persistent link: https://www.econbiz.de/10012292792

Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs

Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish - In: Financial modeling and risk management of energy and …, (pp. 495-524). 2022

Persistent link: https://www.econbiz.de/10013350128

The resilience of Islamic equity funds during COVID-19 : evidence from risk adjusted performance, investment styles and volatility timing

Mirza, Nawazish; Rizvi, Kumail Abbas; Saba, Irum; … - In: International review of economics & finance : IREF 77 (2022), pp. 276-295

Persistent link: https://www.econbiz.de/10013332354

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

Co-movement of foreign exchange rate returns and stock market returns in an emerging market : evidence from the wavelet coherence approach

He, Xingxing; Gökmenoglu, Korhan K.; Kirikkaleli, Dervis; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1994-2005

Persistent link: https://www.econbiz.de/10014253642

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

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

Portfolio optimisation with higher moments of risk at the Pakistan Stock Exchange

Naqvi, Bushra; Mirza, Nawazish; Naqvi, Waqar Azeem; … - In: Economic research 30 (2017) 1,2, pp. 1594-1610

Persistent link: https://www.econbiz.de/10012224855