Similar Search Results

Individual foreign exchange investors, return predictability and market timing

Abuelfadl, Moustafa - In: Annals of financial economics 12 (2017) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011716026

Zero interest rates and cross-section of stock returns

Abuelfadl, Moustafa - In: International journal of bonds and derivatives 3 (2017) 3, pp. 183-203

Persistent link: https://www.econbiz.de/10011875973

Foreign exchange market efficiency and the global financial crisis : fundamental versus technical information

Yamani, Ehab - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 74-89

Persistent link: https://www.econbiz.de/10012655026

Is it liquidity or quality that matters more in foreign exchange markets?

Yamani, Ehab - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1857-1879

Persistent link: https://www.econbiz.de/10012210913

Diversification role of currency momentum for carry trade : evidence from financial crises

Yamani, Ehab - In: Journal of multinational financial management 49 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012314313

Can technical trading beat the foreign exchange market in times of crisis?

Yamani, Ehab - In: Global finance journal 48 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012886911

Return-volume nexus in financial markets : a survey of research

Yamani, Ehab - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432473

The informational role of fund flow in the profitable predictability of mutual funds

Yamani, Ehab - In: Finance research letters 51 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014289408

Currency News and International Bond Markets

Yamani, Ehab Abdel-Tawab; Abuelfadl, Moustafa - 2021

We use a sample of 27 countries and 63 currency news announcements in an event study framework to examine the impact of currency news on international government bond markets. Our findings reveal a significant spillover of currency news into bond markets. Specifically, the evidence shows...

Persistent link: https://www.econbiz.de/10013213107

The Joint Response of Currency and Stock Markets to IMF News During the Pandemic Evidence from Emerging Countries

Yamani, Ehab Abdel-Tawab; Abuelfadl, Moustafa - 2023

This article examines the influence of IMF announcements as a source of news on currency and stock markets in the wake of the coronavirus pandemic. We use a set of IMF-related news for a sample of 14 emerging countries from December, 2019 to December, 2020. Our central finding is that IMF news...

Persistent link: https://www.econbiz.de/10014355280