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Predictability, price bubbles, and efficiency in the Indonesian stock-market

Almudhaf, Fahad - In: Bulletin of Indonesian economic studies 54 (2018) 1, pp. 113-124

Persistent link: https://www.econbiz.de/10012024368

Pricing efficiency of Bitcoin Trusts

Almudhaf, Fahad - In: Applied economics letters 25 (2018) 7, pp. 504-508

Persistent link: https://www.econbiz.de/10011854985

Backtesting expected shortfall : evidence from European securitized real estate

Almudhaf, Fahad - In: Applied economics letters 25 (2018) 3, pp. 176-182

Persistent link: https://www.econbiz.de/10011853830

Pricing efficiency of exchange traded funds tracking the Gulf Cooperation Countries

Almudhaf, Fahad - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 117-140

Persistent link: https://www.econbiz.de/10012041989

Pricing efficiency of Saudi exchange traded funds (ETFs)

Almudhaf, Fahad; Alhashel, Bader - In: Journal of Islamic Accounting and Business Research 11 (2020) 4, pp. 793-809

Purpose: This paper aims to investigate the pricing efficiency of Saudi Sharia-compliant (i.e. Islamic) exchange-traded funds (ETFs). Design/methodology/approach: The paper adheres to a positivist research philosophy with a deductive research approach where data is collected, analyzed and...

Persistent link: https://www.econbiz.de/10012186951

Bubbles in US hotel/lodging real estate investment trusts

Almudhaf, Fahad - In: Journal of Property Investment & Finance 36 (2018) 2, pp. 171-190

Purpose: The purpose of this paper is to test for the presence of bubbles in the US lodging/hotel real estate investment trust (REIT) subsector from 1994 to 2016. It also compares the profitability of a buy-and-hold strategy with several technical trading rules when applied to lodging REITs....

Persistent link: https://www.econbiz.de/10012076810

Market timing in precious metals is detrimental to value creation

Almudhaf, Fahad; AlKulaib, Yaser A. - In: Applied economics letters 24 (2017) 13/15, pp. 1019-1024

Persistent link: https://www.econbiz.de/10011716527

Random walks and market efficiency : evidence from real estate investment trusts (REIT) subsectors

Almudhaf, Fahad; Hansz, Andrew J. - In: International journal of strategic property management 22 (2018) 2, pp. 81-92

Persistent link: https://www.econbiz.de/10011996719

Testing for random walk behaviour in CIVETS exchange rates

Almudhaf, Fahad - In: Applied Economics Letters 21 (2014) 1, pp. 60-63

This article investigates the random walk behaviour of CIVETS (Colombia, Indonesia, Vietnam, Egypt, Turkey and South Africa) foreign exchange rates against the US dollar using weekly data from February 2007 to April 2012. Using variance ratio tests, the results suggest that the nominal exchange...

Persistent link: https://www.econbiz.de/10010741184