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The intraday behaviour of bid-ask spreads, trading volume and return volatility : evidence from DAX30

Hussain, Syed Mujahid - In: International journal of economics and finance 3 (2011) 1, pp. 23-34

Persistent link: https://www.econbiz.de/10009314040

Simultaneous monetary policy announcements and international stock markets response : an intraday analysis

Hussain, Syed Mujahid - In: Journal of banking & finance 35 (2011) 3, pp. 752-764

Persistent link: https://www.econbiz.de/10009161746

Simultaneous monetary policy announcements and international stock markets response : an intraday analysis

Hussain, Syed Mujahid - 2010

Persistent link: https://www.econbiz.de/10003941868

Simultaneous Monetary Policy Announcements and International Stock Markets Response : An Intraday Analysis

Hussain, Syed Mujahid - 2010

This paper investigates the return and volatility responses of major European and the US equity indices to monetary policy surprises using extensive intraday data on 5-minute price quotes along with a comprehensive dataset on monetary policy decisions and macroeconomic news. Our results show...

Persistent link: https://www.econbiz.de/10013146584

Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?

Ashraf, Dawood; Felixson, Karl; Khawaja, Mohsin; … - In: Pacific-Basin finance journal 42 (2017), pp. 171-182

Persistent link: https://www.econbiz.de/10011800576

Determinants of the quality of disclosed earnings and value relevance across transitional Europe

Ahmed, Sheraz - In: Journal of accounting in emerging economies : JAEE 5 (2015) 3, pp. 325-349

Persistent link: https://www.econbiz.de/10011443528

Can the FSCORE add value to anomaly-based portfolios? : a reality check in the German stock market

Pätäri, Eero J.; Leivo, Timo H.; Ahmed, Sheraz - In: Financial markets and portfolio management 36 (2022) 3, pp. 321-367

Persistent link: https://www.econbiz.de/10013431698

Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets

Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014309932

Extreme return-volume relationship in cryptocurrencies : tail dependence analysis

Naeem, Muhammad; Saleem, Kashif; Ahmed, Sheraz; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-21

We explore extreme return-volumes dependence among different cryptocurrencies such as Bitcoin, Ethereum, Ripple, and Litecoin by using the Copula approach. We use Student-t, Frank, Clayton, Survival Clayton, Gumbel, and SJC copulas. We filter out margins by using the EGARCH model for return...

Persistent link: https://www.econbiz.de/10013179652