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The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510

Persistent link: https://www.econbiz.de/10003446111

Price reaction of ethically screened stocks : a study of the Dow Jones Islamic Market World Index

Mazouz, Khelifa; Mohamed, Abdulkadir; Saadouni, Brahim - In: Journal of business ethics : JOBE 154 (2019) 3, pp. 683-699

Persistent link: https://www.econbiz.de/10011993711

Stock return comovement around the Dow Jones Islamic Market World Index revisions

Mazouz, Khelifa; Mohamed, Abdulkadir; Saadouni, Brahim - In: Journal of economic behavior & organization : JEBO 132 (2016), pp. 50-62

Persistent link: https://www.econbiz.de/10011702846

Index revisions, systematic liquidity risk and the cost of equity capital

Mazouz, Khelifa; Daya, Wael; Yin, Shuxing - In: Journal of international financial markets, … 33 (2014), pp. 283-298

Persistent link: https://www.econbiz.de/10011299828

Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

Adcock, Christopher J. - 2014

This study uses data on 27 European stock indices over the period from January 2007 to December 2012 to investigate the relationship between innovations and the market reaction to negative news during the financial crisis. We use the bivariate BEKK-GARCH approach to estimate time-varying betas...

Persistent link: https://www.econbiz.de/10013052888

Stock index reaction to large price changes : evidence from major Asian stock indexes

Mazouz, Khelifa; Joseph, Nathan Lael; Palliere, Clement - In: Pacific-Basin finance journal 17 (2009) 4, pp. 444-459

Persistent link: https://www.econbiz.de/10003855880

New evidence on the price and liquidity effects of the FTSE 100 index revisions

Mazouz, Khelifa; Saadouni, Bharim - In: International review of financial analysis 16 (2007) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10003510451

Information efficiency changes following FTSE 100 index revisions

Daya, Wael; Mazouz, Khelifa; Freeman, Mark - In: Journal of international financial markets, … 22 (2012) 4, pp. 1054-1069

Persistent link: https://www.econbiz.de/10009582486