Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Syed Riaz Mahmood Ali"'
Autor:
Syed Riaz Mahmood Ali
Publikováno v:
Journal of Asset Management. 23:322-336
In this paper, we provide an in-depth analysis of the herding nature in the cryptocurrency market. We use the first 200 crypto coins data ranked based on market capitalization on January 1, 2020, to show the analysis. We illustrate the crypto investo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2bbb28657e6b328af8e140ecbecc6a26
https://doi.org/10.1057/s41260-022-00265-1
https://doi.org/10.1057/s41260-022-00265-1
Publikováno v:
Research in International Business and Finance. 65:101929
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::798dab55df05730a9e9aa7ff34bd81b2
https://doi.org/10.1016/j.ribaf.2023.101929
https://doi.org/10.1016/j.ribaf.2023.101929
Publikováno v:
International Review of Economics & Finance. 70:530-545
In this paper, we examine whether the IVOL (Idiosyncratic Volatility) and MAX (Extreme Positive Return) can predict future returns in the Indian stock market where a short sale is restricted with no naked short sale allowed. We find that both IVOL an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48b782e96bd20190c6ac3e148b433c95
https://doi.org/10.1016/j.iref.2020.08.008
https://doi.org/10.1016/j.iref.2020.08.008
Publikováno v:
The Quarterly Review of Economics and Finance. 76:260-269
We examine the significance of extreme positive returns of the previous month (MAX) as a return predictor in the Finnish stock market. We show that high fear months, i.e., months associated with the investor’s high expectation for future volatility
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bf4fcc547aed55d866f35fb050426c0
https://doi.org/10.1016/j.qref.2019.08.009
https://doi.org/10.1016/j.qref.2019.08.009
Autor:
Syed Riaz Mahmood Ali
Publikováno v:
Asia-Pacific Journal of Accounting & Economics. 29:1692-1708
This paper shows the presence of positive momentum return in the short run but no subsequent price reversal in the Singapore Market. Rather, price momentum continues in the long run. It also demons...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fea148c5f6b7f5b838d31c6542eea246
https://doi.org/10.1080/16081625.2020.1754255
https://doi.org/10.1080/16081625.2020.1754255
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f90a197ca02de68a16e17dc31547ff47
https://doi.org/10.2139/ssrn.4016986
https://doi.org/10.2139/ssrn.4016986
Refereed/Peer-reviewed In this study, we examine the frequency volatility spillovers, connectedness, and quantile dependence between precious metals futures (gold, palladium, platinum, and silver) and the main US foreign exchange rates of Australia,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50ffad23a86b312a2f7d908230d69a85
https://hdl.handle.net/11541.2/30958
https://hdl.handle.net/11541.2/30958
Refereed/Peer-reviewed This study examines the multiscale spillovers and nonlinear causalities between the crude oil futures market and the stock markets of the United States (US), Canada, China, Russia, and Venezuela before and during the COVID-19 p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc6fd123df69a21c13163d6acc2328d5
https://hdl.handle.net/11541.2/29803
https://hdl.handle.net/11541.2/29803
Publikováno v:
Emerging Markets Finance and Trade. 57:482-494
In this paper, we show that extreme returns can predict future returns in the Turkish stock market. We find that extreme return (high MAX) generating stocks show a lower performance in the next mon...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::372d7fef1e2f9529a20a74f666d420c2
https://doi.org/10.1080/1540496x.2019.1591949
https://doi.org/10.1080/1540496x.2019.1591949