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The information content of cash dividend announcements in a unique environment

Al-Yahyaee, Khamis Hamed; Pham, Toan M.; Walter, Terry S. - In: Journal of banking & finance 35 (2011) 3, pp. 606-612

Persistent link: https://www.econbiz.de/10009159715

Ex-dividend day behavior in the absence of taxes and price discreteness

Yahyaee, Khamis Al; Pham, Toan M.; Walter, Terry S. - In: International review of finance 8 (2008) 3/4, pp. 103-123

Persistent link: https://www.econbiz.de/10003838441

An empirical test of the Brennan-Schwartz bond pricing model in the Australian context

Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24

Persistent link: https://www.econbiz.de/10001109261

Frequency and motives for stock dividends in a unique environment

Al-Yahyaee, Khamis Hamed - In: International review of finance 14 (2014) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10010519314

The effect of a reduction in price discreteness on ex-day stock returns in a unique environment

Al-Yahyaee, Khamis Hamed - In: Journal of international financial markets, … 23 (2013), pp. 283-294

Persistent link: https://www.econbiz.de/10009707499

Stock dividend ex-day effect and market microstructure in a unique environment

Al-Yahyaee, Khamis Hamed - In: International economics : a journal published by CEPII … 139 (2014), pp. 71-79

Persistent link: https://www.econbiz.de/10011525213

Why do stock prices drop by less than the amount of the dividend? : evidence from a unique environment

Al-Yahyaee, Khamis Hamed - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 22-34

Persistent link: https://www.econbiz.de/10010485825

Shareholder wealth effects of stock dividends in a unique environment

Al-Yahyaee, Khamis Hamed - In: Journal of international financial markets, … 28 (2014), pp. 66-81

Persistent link: https://www.econbiz.de/10010411578

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417