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Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar; Umar, Zaghum; Alqahtani, Faisal - In: Research in international business and finance 57 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
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Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy
Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013286466
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Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014266177