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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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The role of U.S. market on international risk-return tradeoff relations
Sun, Licheng; Meng, Liang; Najand, Mohammad - In: The financial review : the official publication of the … 52 (2017) 3, pp. 499-526
Persistent link: https://www.econbiz.de/10011734607
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Stock return predictability and investor sentiment : a high-frequency perspective
Sun, Licheng; Najand, Mohammad; Shen, Jiancheng - In: Journal of banking & finance 73 (2016), pp. 147-164
Persistent link: https://www.econbiz.de/10011635681
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Predicting stock and bond market returns with emotions : evidence from futures markets
Shen, Jiancheng; Griffith, John; Najand, Mohammad; Sun, … - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10014330978