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Testing for long-range dependence in stock market returns : a further evidence from MENA emerging stock markets

Maghyereh, Aktham I. - In: Applied financial economics letters 3 (2007) 4/6, pp. 365-371

Persistent link: https://www.econbiz.de/10003605245

The long-run relationship between stock returns and inflation in developing countries : further evidence from a nonparametric cointegration test

Maghyereh, Aktham I. - In: Applied financial economics letters 2 (2006) 4, pp. 265-273

Persistent link: https://www.econbiz.de/10003351954

The random walk hypothesis and the evidence from the Amman (Jordan) stock exchange

Maghyereh, Aktham I. - In: Zagreb international review of economics & business 6 (2003) 1/2, pp. 29-41

Persistent link: https://www.econbiz.de/10001977787

Stationary component in stock prices : a reappraisal of empirical findings

Al-Zoubi, Haitham A.; Maghyereh, Aktham I. - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 287-322

Persistent link: https://www.econbiz.de/10003709554

Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries

Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42

Persistent link: https://www.econbiz.de/10009724768

Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations

Maghyereh, Aktham I.; Awartani, Basel - In: Review of Middle East economics and finance 8 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009630203

Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries

Awartani, Basel; Maghyereh, Aktham I.; Al Shiab, Mohammad - In: Journal of international financial markets, … 27 (2013), pp. 224-242

Persistent link: https://www.econbiz.de/10010411742

Can news-based economic sentiment predict bubbles in precious metal markets?

Maghyereh, Aktham I.; Abdoh, Hussein - In: Financial innovation : FIN 8 (2022), pp. 1-29

This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to August 2020. It is the first to investigate this topic using sentiment indices, including news-based economic and...

Persistent link: https://www.econbiz.de/10013272710

The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes

Maghyereh, Aktham I.; Awartani, Basel; Bouri, Elie - In: Energy economics 57 (2016), pp. 78-93

Persistent link: https://www.econbiz.de/10011698288

Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230