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Macroeconomic variables and stock market performance : testing for dynamic linkages with a known structural break

Rashid, Abdul - In: Savings and development : quarterly review 32 (2008) 1, pp. 77-102

Persistent link: https://www.econbiz.de/10003800635

Testing the monthly calendar anomaly of stock returns in Pakistan : a stochastic dominance approach

Rashid, Abdul; Kausar, Saba - In: The Pakistan development review : PDR 58 (2019) 1, pp. 83-104

Persistent link: https://www.econbiz.de/10012052302

Downside risk analysis of returns on the Karachi Stock Exchange

Rashid, Abdul; Hamid, Faiza - In: Managerial finance 41 (2015) 9, pp. 940-957

Persistent link: https://www.econbiz.de/10011337156

The news effects on exchange rate returns and volatility : evidence from Pakistan

Jabeen, Munazza; Rashid, Abdul; Ihsan, Hajra - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 745-769

Persistent link: https://www.econbiz.de/10012814860

The impact of downside risk on expected return : evidence from emerging economies

Raza, Hassan; Hasan, Arshad; Rashid, Abdul - In: The Lahore journal of business 8 (2019) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10012299297

Return and volatility spillover between sectoral stock and oil price : evidence from Pakistan stock exchange

Malik, Muhammad Irfan; Rashid, Abdul - In: Annals of financial economics 12 (2017) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011716135

Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects

Rashid, Abdul; Fayyaz, Madiha; Karim, Maria - In: Economic research 32 (2019) 1,3, pp. 2638-2656

Persistent link: https://www.econbiz.de/10012585541

Time-varying impacts of macroeconomic variables on stock market returns and volatility : evidence from Pakistan

Rashid, Abdul; Javed, Aamir; Jehan, Zainab; Iqbal, Uzma - In: Romanian journal of economic forecasting 25 (2022) 3, pp. 144-166

Persistent link: https://www.econbiz.de/10013414184

Idiosyncratic risk puzzle and its pricing : do firm characteristics matter? Evidence of BRICS countries

Kausar, Saba; Rashid, Abdul; Shah, Zulfiqar Ali - In: Borsa Istanbul Review 23 (2023) 1, pp. 149-168

This paper examines the relationship between idiosyncratic risk and stock returns in BRICS (Brazil, Russia, India, China, and South Africa) countries by applying parametric and nonparametric approaches. It also explores the idiosyncratic risk puzzle by dividing firms into groups based on...

Persistent link: https://www.econbiz.de/10014307488