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New evidence on turn-of-the-month effects

Sharma, Susan Sunila; Narayan, Paresh Kumar - In: Journal of international financial markets, … 29 (2014), pp. 92-108

Persistent link: https://www.econbiz.de/10010411546

Firm return volatility and economic gains : the role of oil prices

Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Economic modelling 38 (2014), pp. 142-151

Persistent link: https://www.econbiz.de/10010418129

An analysis of firm and market volatility

Sharma, Susan Sunila; Narayan, Paresh Kumar; Zheng, Xinwei - In: Economic systems 38 (2014) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10010459726

Oil price and stock returns of consumers and producers of crude oil

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 34 (2015), pp. 245-262

Persistent link: https://www.econbiz.de/10011474548

Intraday volatility interaction between the crude oil and equity markets

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011475821

An Analysis of Firm and Market Volatility

Sharma, Susan Sunila - 2015

In this paper, using time series data for the period 2 January 1998 to 31 December 2008 for 560 firms listed on the NYSE, we examine whether firm volatility is related to market volatility. The main contribution of this paper is that we develop an analytical framework motivating the firm-market...

Persistent link: https://www.econbiz.de/10013013006

An Analysis of Firm and Market Volatility

Narayan, Paresh Kumar - 2012

In this paper, using time series data for the period 2 January to1998 to 31 December 2008, for 560 firms listed on the NYSE, we examine whether firm volatility is related to market volatility. The main contribution of this paper is that we develop the analytical framework motivating the...

Persistent link: https://www.econbiz.de/10013107774

Exchange rate effects of US government shutdowns : evidence from both developed and emerging markets

Sharma, Susan Sunila; Dinh Hoang Bach Phan; Narayan, … - In: Emerging markets review 40 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012313180

Predicting exchange rate returns

Narayan, Paresh Kumar; Sharma, Susan Sunila; Dinh Hoang … - In: Emerging markets review 42 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012414387

Is Exchange Rate Trading Profitable?

Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema; … - In: Journal of international financial markets, … 38 (2015), pp. 217-229

Persistent link: https://www.econbiz.de/10011475217