Similar Search Results

Pricing of time-varying liquidity risk in Finnish stock market : new evidence

Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165

Persistent link: https://www.econbiz.de/10012207067

Predicting returns on asset markets of a small, open economy and the influence of global risks

Haab, David R.; Nitschka, Thomas - 2017

Persistent link: https://www.econbiz.de/10011794321

Strategic risk factors for Indian stock markets

Srivastava, Aman; Gupta, Prashant; Gupta, Rakesh - In: Theoretical economics letters 7 (2017) 6, pp. 1687-1701

Persistent link: https://www.econbiz.de/10011776563

Impact of COVID-19 on mutual fund performance in Saudi Arabia

Alqadhib, Haidar; Kulendran, Nada; Seelanatha, Lalith - In: Cogent economics & finance 10 (2022) 1, pp. 1-22

This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak and examines the potential impact of COVID-19 growth on the measured performance. The authors apply the Fama and French five-factor model to measure the risk-adjusted performance...

Persistent link: https://www.econbiz.de/10013461187

The impact of inflation measures on asset returns : evidence from India

Gurmeet Singh; Shaik, Muneer - In: International journal of business and economics 22 (2023) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10014383610

International tests of a five-factor asset pricing model

Fama, Eugene F.; French, Kenneth R. - In: Journal of financial economics 123 (2017) 3, pp. 441-463

Persistent link: https://www.econbiz.de/10011751360

The exchange-rate exposure of sectoral stock returns : evidence from Malaysia

Ibrahim, Mansor Haji - In: International journal of economic perspectives : IJEP 2 (2008) 2, pp. 64-73

Persistent link: https://www.econbiz.de/10003984345

Intraday volatility and periodicity in the Malaysian stock returns

Haniff, Mohd Nizal; Pok, Wee Ching - In: Research in international business and finance 24 (2010) 3, pp. 329-343

Persistent link: https://www.econbiz.de/10003986243

The response of sectoral returns to macroeconomic shocks in the Malaysian stock market

Hook, Law Siong; Ibrahim, Mansor Haji - In: Malaysian journal of economic studies 51 (2014) 2, pp. 183-199

Persistent link: https://www.econbiz.de/10010517353

The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility

Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476

Persistent link: https://www.econbiz.de/10011457470