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Tests of equity market anomalies for select emerging markets

Sehgal, Sanjay; Subramaniam, Srividya; Deisting, Florent - In: The international journal of business and finance … 8 (2014) 3, pp. 27-46

Persistent link: https://www.econbiz.de/10010241917

Tests of Equity Market Anomalies for Select Emerging Markets

Sehgal, Sanjay - 2015

The study tests prominent equity market anomalies for six emerging markets - Brazil, China, India, Indonesia, South Korea and South Africa. We find that using the Fama French model (FFM) as performance benchmark the size anomaly is present in India, South Korea and Brazil, value anomaly in South...

Persistent link: https://www.econbiz.de/10013034231

Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225

Persistent link: https://www.econbiz.de/10012418335

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

Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?

Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225

Persistent link: https://www.econbiz.de/10010191987

A path to empower consumers' lookout : analysing the role of digital strategies on consumers' intention to buy from the perspective of TBP

Waheed, Abdul; Ahmad, Wasim; Syed, Nida; Farooq, Umar; … - In: International journal of electronic customer … 13 (2022) 4, pp. 342-356

Persistent link: https://www.econbiz.de/10014309488

Testing output gap and economic uncertainty as an explicator of stock market returns

Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306

Persistent link: https://www.econbiz.de/10011983273

Financial connectedness of BRICS and global sovereign bond markets

Ahmad, Wasim; Mishra, Anil V.; Daly, Kevin James - In: Emerging markets review 37 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012114973

Are emerging economies' credit cycles synchronized? : fresh evidence from time-frequency analysis

Saini, Seema; Kumar, Utkarsh; Ahmad, Wasim - In: International journal of emerging markets 19 (2024) 3, pp. 561-581

Persistent link: https://www.econbiz.de/10014487371

Public expenditure multiplier across business cycle phases in an emerging economy : new empirical evidence and dimension

Sachdeva, Paras; Ahmad, Wasim; Bhanumurthy, N. R. - In: Empirical economics : a quarterly journal of the … 66 (2024) 1, pp. 279-299

Persistent link: https://www.econbiz.de/10014519401