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Predictive power of web search behavior in five ASEAN stock markets

Imtiaz Mohammad Sifat; Hassanudin Mohd Thas Thaker - In: Research in international business and finance 52 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012548555

Predicting financial distress in an emerging market : corporate actions, accounting ratios, or both?

Azhar Mohamad; Azad, Mohamed; Imtiaz Mohammad Sifat - In: American journal of finance and accounting 6 (2021) 3/4, pp. 314-331

Persistent link: https://www.econbiz.de/10012610853

Predictive power of implied volatility of structured call warrants : evidence from Singapore

Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430

Persistent link: https://www.econbiz.de/10013461338

Predictive Power of Implied Volatility of Structured Warrants : Evidence from Singapore

Ismail, Najmi; Mohamad, Azhar; Sifat, Imtiaz; Hamid, Zarinah - 2021

This paper examines the information content of implied volatility of structured call warrant in the Singapore Stock Exchange (SGX). The study is the first to examine implied volatility of equity options (structured warrants) outside the US. Using a daily dataset for 252 trading days for a period...

Persistent link: https://www.econbiz.de/10013242498