Search Results - person:"Shahid, Muhammad Naeem"

Connectedness of global energy markets with global agricultural, natural resources, and socially responsible investments using extended GFI

Shahid, Muhammad Naeem - In: Journal of financial economic policy 16 (2024) 5, pp. 601-625

Persistent link: https://www.econbiz.de/10015077718

Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities

Shahid, Muhammad Naeem; Wajahat Azmi; Ali, Mohsin; … - In: Energy economics 120 (2023), pp. 1-44

Persistent link: https://www.econbiz.de/10014285871

Behavior of calendar anomalies, market conditions and adaptive market hypothesis: Evidence from Pakistan stock exchange

Shahid, Muhammad Naeem; Sattar, Abdul - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 11 (2017) 2, pp. 471-504

The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to December 2015. We use sub-sample analysis by...

Persistent link: https://www.econbiz.de/10011938559

Behavior of calendar anomalies, market conditions and adaptive market hypothesis : evidence from Pakistan stock exchange

Shahid, Muhammad Naeem; Sattar, Abdul - In: Pakistan journal of commerce and social sciences 11 (2017) 2, pp. 471-504

Persistent link: https://www.econbiz.de/10011930421

Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange

Shahid, Muhammad Naeem; Coronado, Semei; Sattar, Abdul - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 167-192

Persistent link: https://www.econbiz.de/10012041982

Predictability of precious metals and adaptive market hypothesis

Shahid, Muhammad Naeem; Jehanzeb, Malik; Abbas, Aamir; … - In: International Journal of Emerging Markets 15 (2019) 5, pp. 1011-1027

Purpose: The purpose of this paper is to boost the existing literature on adaptive market hypothesis (AMH) as it first time links predictability of gold, silver and metal returns with AMH which permits the predictability of returns to vary over time. Design/methodology/approach: To know whether...

Persistent link: https://www.econbiz.de/10012185628

Month of Ramadan effect swings and market becomes adaptive

Shahid, Muhammad Naeem; Sattar, Abdul; Aftab, Faisal; … - In: Journal of Islamic Marketing 11 (2019) 3, pp. 661-685

Purpose: This paper aims to enhance the existing literature on adaptive market hypothesis (AMH) as this study first time links the month of Ramadan with AMH that permits the performance of well-known Ramadan effect to fluctuate over time. Design/methodology/approach: To fulfill the purpose, the...

Persistent link: https://www.econbiz.de/10012075675