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On the relationship between stock returns and exchange rates : tests of granger causality
Ajayi, Richard A.; Friedman, Joseph; Mehdian, Seyed M. - In: Global finance journal 9 (1998) 2, pp. 241-251
Persistent link: https://www.econbiz.de/10001353083
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On the Relationship Between Stock Returns and Exchange Rates: Tests of Granger Causality - This paper examines causal relations between stock returns and changes in exchange rates...
Ajayi, Richard A.; Friedman, Joseph; Mehdian, Seyed M. - In: Global finance journal 9 (1998) 2, pp. 241-252
Persistent link: https://www.econbiz.de/10007691012
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A test of US equity market reaction to surprises in an era of high trading volume
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 16 (2006) 6, pp. 461-469
Persistent link: https://www.econbiz.de/10003335013
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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313
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The day-of-the-week effect in stock returns : further evidence from Eastern European Emerging Markets
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Emerging markets finance & trade : a journal of the … 40 (2004) 4, pp. 53-62
Persistent link: https://www.econbiz.de/10002162930
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Tests of investors' reactions to major surprises : the case of emerging markets
Ajayi, Richard A.; Mehdian, Seyed M. - In: Journal of international financial markets, … 4 (1994) 1/2, pp. 115-128
Persistent link: https://www.econbiz.de/10001444109
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The United States, Japan, and the emerging stock markets of the Pacific Basin : a test of intertemporal stability and bloc effect
Ajayi, Richard A. - In: Advances in Pacific Basin business, economics, and finance 1 (1995), pp. 321-335
Persistent link: https://www.econbiz.de/10001195917
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Stock return differentials as predictors of exchange rates : an empirical investigation
Ajayi, Richard A. - In: The journal of business and economic studies 3 (1996) 1, pp. 45-52
Persistent link: https://www.econbiz.de/10001201536
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Global reaction of security prices to major US-induced surprises : an empirical investigation
Ajayi, Richard A. - In: Applied financial economics 5 (1995) 4, pp. 203-218
Persistent link: https://www.econbiz.de/10001186670
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An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets
Ajayi, Richard A.; Mehdian, Seyed M.; Stoica, Ovidiu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 642-660
Persistent link: https://www.econbiz.de/10012123345