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Does betting against beta strategy work in major Asian Markets?

Sehgal, Sanjay; Rakhyani, Sarika; Deisting, Florent - In: Pacific-Basin finance journal 75 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013552467

Regime dependent dynamics and European stock markets : is asset allocation really possible?

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Empirica : journal of european economics 42 (2015) 1, pp. 77-107

Persistent link: https://www.econbiz.de/10011318430

Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective

Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10011489265

Regime Shifts and Volatility in BRIICKS Stock Markets : An Asset Allocation Perspective

Ahmad, Wasim - 2014

This paper examines the regime shifts and stock market volatility in the stock market returns of seven emerging economies popularly called as ‘BRIICKS' which stands for Brazil, Russia, India, Indonesia, China, South Korea and South Africa, over the period from February, 1996 to January, 2012...

Persistent link: https://www.econbiz.de/10013056408

Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices

Selmi, Refk; Wohar, Mark E.; Deisting, Florent; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 56-67

Persistent link: https://www.econbiz.de/10014461539

Optimal hedge ratios for clean energy equities

Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295

Persistent link: https://www.econbiz.de/10012100422

Modelling the directional spillovers from DJIM Index to conventional benchmarks : different this time?

Ahmad, Wasim; Rais, Shirin; Shaik, Abdul Rahman - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 14-27

Persistent link: https://www.econbiz.de/10012034392

Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets

Ahmad, Wasim; Rais, Shirin - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1837-1855

Persistent link: https://www.econbiz.de/10012124566

What do we know about the idiosyncratic risk of clean energy equities?

Roy, Preeti; Ahmad, Wasim; Sadorsky, Perry A.; Phani, B. V. - In: Energy economics 112 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013350808

Short-term prior return patterns in stocks and sector returns : evidence for BRICKS markets

Sehgal, Sanjay; Jain, Sakshi; Porteu de la Morandiere, … - In: Investment management and financial innovations 9 (2012) 1, pp. 93-114

Persistent link: https://www.econbiz.de/10009545265