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The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation
Ajayi, Richard; Mehdian, Seyed; Perry, Mark - In: Applied financial economics 20 (2010) 5, pp. 407-416
Persistent link: https://www.econbiz.de/10008380745
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A test of US equity market reaction to surprises in an era of high trading volume
Ajayi, Richard; Mehdian, Seyed; Perry, Mark - In: Applied Financial Economics 16 (2006) 6, pp. 461-469
This paper examines the reactions of investors to the arrival of unexpected information in five major US equity markets from 1990 to 2001, a period characterized by high daily trading volume and the increasing presence of noise-traders. Market surprises are identified using a strictly...
Persistent link: https://www.econbiz.de/10005452030
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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 effect of globalization on efficiency change, technological progress and the productivity growth of US small and large banks
Mehdian, Seyed M.; Perry, Mark J.; Rezvanian, Rasoul - In: North American journal of finance and banking research 1 (2007) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003851732
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An examination of investor reaction to unexpected political and economic events in Turkey
Mehdian, Seyed M.; Nas, Tevfik F.; Perry, Mark J. - In: Global finance journal 18 (2008) 3, pp. 337-350
Persistent link: https://www.econbiz.de/10003711930
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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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An empirical analysios of the diffusion of information across stock markets of Central and Eastern Europe
Stoica, Ovidiu; Perry, Mark J.; Mehdian, Seyed M. - In: Prague economic papers : a bimonthly journal of … 24 (2015) 2, pp. 192-210
Persistent link: https://www.econbiz.de/10011288618
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An analysis of day-of-the-week effects in the Egyptian stock market
Aly, Hassan Youssef; Mehdian, Seyed M.; Perry, Mark J. - In: International journal of business 9 (2004) 3, pp. 301-308
Persistent link: https://www.econbiz.de/10002203593
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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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Anomalies in US equity markets : a re-examination of the January effect
Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 12 (2002) 2, pp. 141-145
Persistent link: https://www.econbiz.de/10001646555