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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

The day-of-the-week effect in stock returns : further evidence from Eastern European Emerging Markets

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Emerging markets finance & trade : a journal of the … 40 (2004) 4, pp. 53-62

Persistent link: https://www.econbiz.de/10002162930

Tests of investors' reactions to major surprises : the case of emerging markets

Ajayi, Richard A.; Mehdian, Seyed M. - In: Journal of international financial markets, … 4 (1994) 1/2, pp. 115-128

Persistent link: https://www.econbiz.de/10001444109

The United States, Japan, and the emerging stock markets of the Pacific Basin : a test of intertemporal stability and bloc effect

Ajayi, Richard A. - In: Advances in Pacific Basin business, economics, and finance 1 (1995), pp. 321-335

Persistent link: https://www.econbiz.de/10001195917

Stock return differentials as predictors of exchange rates : an empirical investigation

Ajayi, Richard A. - In: The journal of business and economic studies 3 (1996) 1, pp. 45-52

Persistent link: https://www.econbiz.de/10001201536

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

An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets

Ajayi, Richard A.; Mehdian, Seyed M.; Stoica, Ovidiu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 642-660

Persistent link: https://www.econbiz.de/10012123345

The effect of globalization on efficiency change, technological progress and the productivity growth of US small and large banks

Mehdian, Seyed M.; Perry, Mark J.; Rezvanian, Rasoul - In: North American journal of finance and banking research 1 (2007) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003851732

An examination of investor reaction to unexpected political and economic events in Turkey

Mehdian, Seyed M.; Nas, Tevfik F.; Perry, Mark J. - In: Global finance journal 18 (2008) 3, pp. 337-350

Persistent link: https://www.econbiz.de/10003711930