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Cross-sectional and time-series momentum returns : are Islamic stocks different?

Cheema, Muhammad A.; Nartea, Gilbert V. - In: Applied economics 50 (2018) 54, pp. 5830-5845

Persistent link: https://www.econbiz.de/10012062915

Cross-sectional and time-series momentum returns and market dynamics : evidence from Japan

Cheema, Muhammad A.; Nartea, Gilbert V.; Szulczyk, … - In: Applied economics 50 (2018) 23, pp. 2600-2612

Persistent link: https://www.econbiz.de/10011850297

Returns of Islamic stocks in Saudi Arabia : segmentation and risk-aversion

Al-Awadhi, Abdullah M.; Bash, Ahmad; Al-Mutairi, Ahmad F.; … - In: International journal of economics and financial issues … 8 (2018) 2, pp. 238-242

Persistent link: https://www.econbiz.de/10011957612

Credit quality implied momentum profits for Islamic stocks

Narayan, Paresh Kumar; Narayan, Seema; Dinh Hoang Bach Phan - In: Pacific-Basin finance journal 42 (2017), pp. 11-23

Persistent link: https://www.econbiz.de/10011800532

Momentum strategies for Islamic stocks

Narayan, Paresh Kumar; Dinh Hoang Bach Phan - In: Pacific-Basin finance journal 42 (2017), pp. 96-112

Persistent link: https://www.econbiz.de/10011800553

Is there a financial news risk premium in Islamic stocks?

Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Narayan, Seema - In: Pacific-Basin finance journal 42 (2017), pp. 158-170

Persistent link: https://www.econbiz.de/10011800567

Impact of credit risk on momentum and contrarian strategies : evidence from South Asian markets

Hunjra, Ahmed Imran; Tayachi, Tahar; Mehmood, Rashid; … - In: Risks : open access journal 8 (2020) 2/37, pp. 1-14

We examine the profitability of the momentum and contrarian strategies in three South Asian markets, i.e., Bangladesh, India, and Pakistan. We also analyze, whether credit risk influences momentum and contrarian return for these markets from 2008 to 2014. We use default risk that relates to...

Persistent link: https://www.econbiz.de/10012204454

Time-varying momentum return in Indian stock market

Tripathy, Trilochan; Ranajee; Mishra, Ajay Kumar - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 203-241

Persistent link: https://www.econbiz.de/10011550102

Momentum returns, market states, and market dynamics : is China different?

Cheema, Muhammad A.; Nartea, Gilbert V. - In: International review of economics & finance : IREF 50 (2017), pp. 85-97

Persistent link: https://www.econbiz.de/10011754113

Macroeconomic momentum and cross-sectional equity market indices

Zhang, Yu; Kappou, Konstantina; Urquhart, Andrew - In: Journal of international financial markets, … 92 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014535728