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The role of migration fear in (dis)connecting stock markets

Hadhri, Sinda - In: Finance research letters 61 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014491051

Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective

Ftiti, Zied; Hadhri, Sinda - In: Pacific-Basin finance journal 53 (2019), pp. 40-55

Persistent link: https://www.econbiz.de/10012133290

Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers

Hanif, Waqas; Hadhri, Sinda; El Khoury, Rim - In: Journal of commodity markets : JCM 34 (2024), pp. 1-33

Persistent link: https://www.econbiz.de/10014549096

Environmental attention and uncertainties of cryptocurrency market : examining linkages with crypto-mining stocks

Yousaf, Imran; Abrar, Afsheen; Bin Yousaf, Umair; … - In: Finance research letters 59 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014445162

Stocks for the long run? : evidence from emerging markets

Spierdijk, Laura; Umar, Zaghum - In: Journal of international money and finance 47 (2014), pp. 217-238

Persistent link: https://www.econbiz.de/10010464022

Stocks for the Long Run? Evidence from Emerging Markets

Umar, Zaghum - 2013

We estimate the myopic (single-period) and intertemporal hedging (long-run) demand for stocks in 20 growth-leading emerging market economies and the US during the 1999-2012 period. We consider two types of emerging market investors: a domestic investor (whose returns are denominated in the local...

Persistent link: https://www.econbiz.de/10013082470

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - 2021

Can a short-squeeze incident trigger financial contagion over the entire stock markets? The recent GameStop frenzy provides a unique natural experiment to explore this question. In this study, we examine the static and dynamic return and volatility connectedness among the GameStop stock, the...

Persistent link: https://www.econbiz.de/10013239066

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy

Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013286466

Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations

Umar, Zaghum; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013258158