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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

Intraday seasonalities and macroeconomic news announcements

Harju, Kari (contributor); Hussain, Syed Mujahid (contributor) - 2006

Persistent link: https://www.econbiz.de/10003290160

Intraday linkages across international equity markets

Harju, Kari (contributor); Hussain, Syed Mujahid (contributor) - 2006

Persistent link: https://www.econbiz.de/10003351860

US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices

Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)

Persistent link: https://www.econbiz.de/10012503405

The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data

Hussain, Syed Mujahid; Ben Omrane, Walid - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012486063

Can Monthly-Return Rank Order Reveal a Hidden Dimension of Return-Momentum? The Post-Cost Evidence from the U.S. Stock Markets

Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - 2022

We introduce a new return-momentum indicator that is based on monotonicity of monthly-return rank order within an 11-month lookback period (henceforth abbreviated as MRRO). Based on an extensive post-cost performance comparison of long-only momentum portfolios formed on six stand-alone and 36...

Persistent link: https://www.econbiz.de/10013492050

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