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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

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

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

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

An empirical analysios of the diffusion of information across stock markets of Central and Eastern Europe

Stoica, Ovidiu; Perry, Mark J.; Mehdian, Seyed M. - In: Prague economic papers : a bimonthly journal of … 24 (2015) 2, pp. 192-210

Persistent link: https://www.econbiz.de/10011288618

An analysis of day-of-the-week effects in the Egyptian stock market

Aly, Hassan Youssef; Mehdian, Seyed M.; Perry, Mark J. - In: International journal of business 9 (2004) 3, pp. 301-308

Persistent link: https://www.econbiz.de/10002203593

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

Are gulf cooperation council stock markets special?

Turk Ariss, Rima; Rezvanian, Rasoul; Mehdian, Seyed M. - In: Review of business : interdisciplinary journal on risk … 31 (2010/11) 2, pp. 15-23

Persistent link: https://www.econbiz.de/10009301094