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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

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

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

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

Calendar anomalies in the Gulf Cooperation Council stock markets

Turk Ariss, Rima; Rezvanian, Rasoul; Mehdian, Seyed M. - In: Emerging markets review 12 (2011) 3, pp. 293-307

Persistent link: https://www.econbiz.de/10009306829

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

Investors' reactions to sharp price changes : evidence from equity markets of the people's Republic of China

Rezvanian, Rasoul; Turk, Rima A.; Mehdian, Seyed M. - In: Global finance journal 22 (2011) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10009271679

Investors' reaction to unexpected price innovations: the case of GCC countries

Rezvanian, Rasoul; Turk Ariss, Rima; Mehdian, Seyed M. - In: International journal of behavioural accounting and … 5 (2015) 2, pp. 154-174

Persistent link: https://www.econbiz.de/10011448826

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

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