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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 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

The blue-Monday hypothesis : evidence based on Nasdaq stocks, 1971-2000

Gondhalekar, Vijay; Mehdian, Seyed M. - In: Quarterly journal of business and economics : QJBE 42 (2003) 3/4, pp. 73-89

Persistent link: https://www.econbiz.de/10002416793

An examination of investors' reaction to the announcement of CoCo bonds issuance : a global outlook

Liao, Qunfeng; Mehdian, Seyed M.; Rezvanian, Rasoul - In: Finance research letters 22 (2017), pp. 58-65

Persistent link: https://www.econbiz.de/10011807967

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

Investors' sentiment and equity markets during COVID-19 period : a quantile regression approach and wavelet analysis

Gherghina, Ștefan Cristian; Mehdian, Seyed M.; Stoica, … - In: Journal of business economics and management 24 (2023) 3, pp. 551-575

The purpose of this study is to investigate the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The methodological approaches utilized are quantile regression and wavelet analysis. The results...

Persistent link: https://www.econbiz.de/10014420385

Market risk, interest rate risk, and interdependencies in insurer stock returns : a system-GARCH model

Carson, James M.; Elyasiani, Elyas; Mansur, Iqbal - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 873-891

Persistent link: https://www.econbiz.de/10003790355

Convergence and risk-return linkages across financial service firms

Elyasiani, Elyas; Mansur, Iqbal; Pagano, Michael S. - In: Journal of banking & finance 31 (2007) 4, pp. 1167-1190

Persistent link: https://www.econbiz.de/10003459177

Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis

Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10003947939