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A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019

The policy role in the stock markets

Alghalith, Moawia; Ramlogan, Esha; Franklin, Martin - In: Theoretical economics letters 2 (2012) 2, pp. 230-231

Persistent link: https://www.econbiz.de/10009702412

The impact of the exchange rate on the stock market

Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 65 (2012) 4, pp. 495-502

Persistent link: https://www.econbiz.de/10009690191

The impact of oil price on the stock market

Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 67 (2014) 4, pp. 433-438

Persistent link: https://www.econbiz.de/10010502109

Hedging with a generalised basis risk: empirical results

Alghalith, Moawia; Lalloo, Ricardo; Franklin, Martin; … - In: International Journal of Financial Markets and Derivatives 2 (2011) 3, pp. 244-248

Previous research assumes that 1) the futures price is a linear function of the market (spot) price and basis risk; 2) the spot price and basis risk are statistically independent. Using a general form of basis risk, we provide empirical comparative statics results. Moreover, we relax the...

Persistent link: https://www.econbiz.de/10010670192

Hedging with a generalised basis risk : empirical results

Alghalith, Moawia; Lalloo, Ricardo; Franklin, Martin; … - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 244-248

Persistent link: https://www.econbiz.de/10009956342

CAPM in real world : risk-friendly investments

Floros, Christos; Kountzakis, Christos; Alghalith, Moawia - In: Annals of financial economics 19 (2024) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10015323607

Testing dominant theories and assumptions in behavioral finance

Alghalith, Moawia; Floros, Christos; Dukharan, Marla - In: Journal of risk finance : the convergence of financial … 13 (2012) 3, pp. 262-268

Persistent link: https://www.econbiz.de/10009570575

Simplified option pricing techniques

Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012015473

Futures hedging with stochastic volatility : a new method

Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207

Persistent link: https://www.econbiz.de/10012226719