Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Huson Joher Ali Ahmed"'
Publikováno v:
Investment Management & Financial Innovations, Vol 2, Iss 3 (2005)
Externí odkaz:
https://doaj.org/article/2c206fe005fc40e39b6f3442ca14263e
Publikováno v:
Applied Economics Letters
Coronavirus pandemic (COVID-19) has had a dramatic effect on global stock markets. In this article, we mount an investigation on how COVID-19 has impacted the Australian stock market returns. Using...
Autor:
Huson Joher Ali Ahmed
Publikováno v:
Bulletin Ekonomi Moneter dan Perbankan, Vol 23, Pp 33-60 (2020)
We investigate the long-term cointegration relation between residential property prices,household credit expansion, and household income expectations and identify thechannels through which income expectation impacts residential property prices in the
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 48:160-177
In this paper, we analyse investor behaviour on the NYSE. We show that average returns from dynamic trading strategies, regardless of the different portfolio constraints, out-perform passive trading strategies in all sectors. In addition, the perform
Publikováno v:
The Journal of Developing Areas. 51:329-342
This paper examines the existence of a non-linear relationship between oil price volatility and equity market uncertainty. The study specifically analyses the pattern of effects of oil price volatility on the broader equity market as well as the sect
Publikováno v:
The North American Journal of Economics and Finance. 52:101132
In this study, we provide both theoretical and empirical evidence on the determinants of household loan delinquency for home ownership, credit card and auto loans for the U.S. states in a panel framework over a period from 2003 through 2017. In parti
Publikováno v:
The Journal of Developing Areas. 50:357-379
This paper investigates the nexus between investment and oil price volatility in the context of a developing industrialised economy, Thailand. In the post Asian Crisis era, Thailand has been on a steady phase of recovery with industrial expansion as
Publikováno v:
Applied Economics. 47:2359-2378
In this article, we propose a new hypothesis: that the efficient market hypothesis is day-of-the-week-dependent. We apply the test to firms belonging to the banking sector and listed on the NYSE. We find significant evidence that the efficient market
Autor:
Huson Joher Ali Ahmed
Publikováno v:
SSRN Electronic Journal.
This paper investigates the impact of consumer sentiment on firms’ debt policy decisions and identifies the channels through which consumer sentiment impacts the corporate debt policy of U.S. firms at the sectoral level. Using the panel frameworks,
Publikováno v:
Journal of Futures Markets. 35:868-891
This article examines whether momentum‐based trading strategies work in the commodity futures markets. Using a wide range of moving average trading rules, commodities are ranked from best‐ to worst‐performing. Then investors are allowed to take