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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

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

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

Ajayi, Richard A.; Mehdian, Seyed; Perry, Mark J. - In: Applied financial economics 16 (2006) 6, pp. 461-470

Persistent link: https://www.econbiz.de/10007634233

Global reaction of security prices to major US-induced surprises : an empirical investigation

Ajayi, Richard A. - In: Applied financial economics 5 (1995) 4, pp. 203-218

Persistent link: https://www.econbiz.de/10001186670

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

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

Mehdian, Seyed; Perry, Mark J. - In: Applied financial economics 12 (2002) 2, pp. 141-146

Persistent link: https://www.econbiz.de/10007665432

Testing for causality in the transmission of Eurodollar and US interest rates

Ajayi, Richard A.; Serletis, Apostolos - In: Applied financial economics 19 (2009) 4/6, pp. 439-443

Persistent link: https://www.econbiz.de/10003828812

Efficiency change, technological progress and productivity growth of private, public and foreign banks in India : evidence from the post-liberalization era

Rezvanian, Rasoul; Rao, Narendar V.; Mehdian, Seyed M. - In: Applied financial economics 18 (2008) 7/9, pp. 701-713

Persistent link: https://www.econbiz.de/10003739355

Cost efficiency, technological progress and productivity growth of Chinese banking pre- and post-WTO accession

Rezvanian, Rasoul; Turk Ariss, Rima; Mehdian, Seyed M. - In: Applied financial economics 21 (2011) 7/9, pp. 437-454

Persistent link: https://www.econbiz.de/10009153290

WTO membership, ownership deregulation, and market efficiency : evidence from China

Turk Ariss, Rima; Rezvanian, Rasoul; Mehdian, Seyed M. - In: Applied financial economics 22 (2012) 1/3, pp. 177-195

Persistent link: https://www.econbiz.de/10009419560