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Implied volatility of structured warrants : emerging market evidence

Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 464-479

Persistent link: https://www.econbiz.de/10012655531

Financial contagion in the futures markets amidst global geo-economic events

Zainudin, Ahmad Danial; Azhar Mohamad - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 288-308

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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

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Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data

Imtiaz Mohammad Sifat; Azhar Mohamad; Mohamed Shariff, … - In: Research in international business and finance 50 (2019), pp. 306-321

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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

Predictive power of implied volatility of structured call warrants : evidence from Singapore

Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430

Persistent link: https://www.econbiz.de/10013461338

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

The isotropy of cryptocurrency volatility

Aiman Hairudin; Azhar Mohamad - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3779-3810

Persistent link: https://www.econbiz.de/10014635445

Predictive Power of Implied Volatility of Structured Warrants : Evidence from Singapore

Ismail, Najmi; Mohamad, Azhar; Sifat, Imtiaz; Hamid, Zarinah - 2021

This paper examines the information content of implied volatility of structured call warrant in the Singapore Stock Exchange (SGX). The study is the first to examine implied volatility of equity options (structured warrants) outside the US. Using a daily dataset for 252 trading days for a period...

Persistent link: https://www.econbiz.de/10013242498

A survey on the magnet effect of circuit breakers in financial markets

Sifat, Imtiaz Mohammad; Mohamad, Azhar - In: International review of economics & finance : IREF 69 (2020), pp. 138-151

Persistent link: https://www.econbiz.de/10012486491