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A test of US equity market reaction to surprises in an era of high trading volume

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 16 (2006) 6, pp. 461-469

Persistent link: https://www.econbiz.de/10003335013

Intraday volume and volatility relations with and without public news

Darrat, Ali F.; Zhong, Maosen; Cheng, Louis T. W. - In: Journal of banking & finance 31 (2007) 9, pp. 2711-2729

Persistent link: https://www.econbiz.de/10003572354

Intraday pattern in liquidity covariation : evidence from NYSE listed firms

Saad, Mohsen M.; Darrat, Ali F. - In: Applied financial economics 17 (2007) 10/12, pp. 913-919

Persistent link: https://www.econbiz.de/10003538069

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...

Persistent link: https://www.econbiz.de/10003963313

Interactions between mortgage and other capital markets in the USA : has financial deregulation made a difference?

Darrat, Ali F.; Dickens, Ross N.; Al-Khazali, Osamah - In: Applied financial economics 16 (2006) 4, pp. 335-346

Persistent link: https://www.econbiz.de/10003289242

Anomalies in US equity markets : a re-examination of the January effect

Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 12 (2002) 2, pp. 141-145

Persistent link: https://www.econbiz.de/10001646555

Intraday trading volume and return volatility of the DJIA stocks : a note

Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043

Persistent link: https://www.econbiz.de/10001787478

Do US stock prices deviate from their fundamental values? : Some new evidence

Zhong, Maosen; Darrat, Ali F.; Anderson, Dwight C. - In: Journal of banking & finance 27 (2003) 4, pp. 673-697

Persistent link: https://www.econbiz.de/10001745396

Is US inflation low because the dollar value is high? : Some short- and long run evidence

Darrat, Ali F.; Chopin, Marc Colin Charles; Topuz, C. - In: Applied financial economics 13 (2003) 4, pp. 237-243

Persistent link: https://www.econbiz.de/10001748446

Why do US banks borrow from the Fed? : A fresh look at the 'reluctance' phenomenon

Darrat, Ali F.; Elkhal, Khaled; Banerjee, Gaurango; … - In: Applied financial economics 14 (2004) 7, pp. 477-484

Persistent link: https://www.econbiz.de/10002017115