Similar Search Results

An investigation of magnet effect via overnight returns : the Malaysian case

Sifat, Imtiaz; Azhar Mohamad; Zarinah Hamid - In: Journal of capital markets studies 2 (2018) 2, pp. 121-135

Purpose - Magnet effect entails a hypothesis in market microstructure entailing a systemic likelihood of prices being sucked toward the theoretical threshold. The purpose of this paper is to investigate the existence of magnet effect in Bursa Malaysia via overnight...

Persistent link: https://www.econbiz.de/10012063561

Elections and financial markets puzzle : Malaysian evidence

Azhar Mohamad - In: Managerial finance 49 (2023) 4, pp. 703-723

Persistent link: https://www.econbiz.de/10014252572

Short-selling ban and cross-sectoral contagion : evidence from the UK

Azhar Mohamad; Jaafar, Aziz; Goddard, John A. - In: The journal of asset management 16 (2015) 7, pp. 484-501

Persistent link: https://www.econbiz.de/10011455743

Are Islamic stock markets immune from contagion during the financial crisis?

Zhang, Hengchao; Azhar Mohamad; Zarinah Hamid - In: Journal of economic cooperation & development 42 (2021) 4, pp. 53-78

Persistent link: https://www.econbiz.de/10013202188

Foreign exchange exposure and impact of policy switch : the case of Malaysian listed firms

Obiyathulla Ismath Bacha; Azhar Mohamad; Sharifah … - In: Applied economics 45 (2013) 19/21, pp. 2974-2984

Persistent link: https://www.econbiz.de/10010192341

Order imbalance and selling aggression under a shorting ban : evidence from the UK

Sifat, Imtiaz Mohammad; Azhar Mohamad - In: International review of financial analysis 42 (2015), pp. 368-379

Persistent link: https://www.econbiz.de/10011573532

Randomness for asset prices constrained by price limit regimes : a Malaysian case study

Imtiaz Mohammad Sifat; Azhar Mohamad - In: The journal of private equity 22 (2019) 4, pp. 111-144

Persistent link: https://www.econbiz.de/10012152329

Implied volatility in the individual stocks call options market : evidence from Malaysia

Azhar Mohamad; Muhammad Rizky Prima Sakti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 4, pp. 431-456

Persistent link: https://www.econbiz.de/10011978856

Aberrant investor participation amid substantial price swings : high-frequency evidence of magnet-repellent effect from Malaysia

Imtiaz Mohammad Sifat; Azhar Mohamad; Zarinah Hamid - In: Macroeconomics and finance in emerging market economies 12 (2019) 1, pp. 71-94

Persistent link: https://www.econbiz.de/10012176854

Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility

Azhar Mohamad; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757

Persistent link: https://www.econbiz.de/10014368575