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The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Rahman, Shafiqur - In: The journal of futures markets 21 (2001) 7, pp. 633-653
Persistent link: https://www.econbiz.de/10001588268
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An empirical examination of the intraday return volatility process
Rahman, Shafiqur; Ang, Kian Ping - In: Advances in financial planning and forecasting 11 (2003), pp. 1-22
Persistent link: https://www.econbiz.de/10001762144
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Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur; Lee, Cheng F.; Ang, Kian Ping - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 155-180
Persistent link: https://www.econbiz.de/10001719974
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Option implied moments : an application to Nikkei 225 futures options
Ang, Kian Ping; Rahman, Shafiqur; Tan, Kok-hui - In: Review of Pacific Basin financial markets and policies 5 (2002) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001721000
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Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
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The dynamics of security trades, quote revisions, and market depths for actively traded stocks
Rahman, Shafiqur; Krishnamurti, Chandrasekhar; Lee, Alice C. - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 91-124
Persistent link: https://www.econbiz.de/10003124755
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Intraday volume : volatility relation of the DOW : a behavioral interpretation
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 117-125
Persistent link: https://www.econbiz.de/10003733858