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Muneer Shaik
Muneer Shaik
Mahindra University, School of Management
Zweryfikowany adres z mahindrauniversity.edu.in - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
Islamic Stock indices and COVID-19 pandemic
AA Salisu, M Shaik
International Review of Economics & Finance 80, 282-293, 2022
542022
The short-term impact of COVID-19 on global stock market indices
G Singh, M Shaik
Contemporary Economics, 1-18, 2021
522021
Market efficiency of ASEAN stock markets
M Shaik, S Maheswaran
Asian Economic and Financial Review 7 (2), 109, 2017
282017
Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian–Ukraine War
M Shaik, SA Jamil, IT Hawaldar, M Sahabuddin, MR Rabbani, M Atif
Cogent Economics & Finance 11 (1), 2190213, 2023
202023
What do we know about crowdfunding and P2P lending research? A bibliometric review and meta-analysis
MR Rabbani, A Bashar, IT Hawaldar, M Shaik, M Selim
Journal of Risk and Financial Management 15 (10), 451, 2022
162022
Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical analysis based on BRICS and US stock markets
M Shaik, L Padmakumari
Investment Management and Financial Innovations 19 (1), 51-63, 2022
162022
The Dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: Evidence based on DCC-GARCH model
M Shaik, MZ Rehman
Asia-Pacific Financial Markets 30 (1), 231-246, 2023
152023
The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period
M Shaik, MR Rabbani, YT Nasef, UN Kayani, A Bashar
Journal of Open Innovation: Technology, Market, and Complexity 9 (3), 100129, 2023
132023
Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets
MR Rabbani, SM Billah, M Shaik, M Rahman, R Boujlil
Global Finance Journal 58, 100901, 2023
122023
Random walk in emerging Asian stock markets
M Shaik, S Maheswaran
International Journal of Economics and Finance 9 (1), 20-31, 2017
82017
Revisiting the impact of geopolitical risk on Sukuk, stocks, oil and gold markets during the crises period: fresh evidence from wavelet-based approach
M Raza Rabbani, MK Hassan, SA Jamil, M Sahabuddin, M Shaik
Managerial Finance 50 (3), 514-533, 2024
72024
The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
M Shaik, G Varghese, V Madhavan
Applied Economics 56 (8), 880-900, 2024
52024
The Comparison of GARCH and ANN Model for Forecasting Volatility: Evidence based on Indian Stock Markets: Predicting Volatility using GARCH and ANN Models.
M Shaik, A Sejpal
The Journal of Prediction Markets 14 (2), 103-121, 2020
52020
Robust volatility estimation with and without the drift parameter
M Shaik, S Maheswaran
Journal of Quantitative Economics 17, 57-91, 2019
52019
Expected lifetime range ratio to find mean reversion: Evidence from Indian stock market
M Shaik, S Maheswaran
Cogent Economics & Finance 6 (1), 1475926, 2018
52018
Evidence of excess volatility based on a new robust volatility ratio
M Shaik, M S
Journal of Economic Studies 45 (4), 855-875, 2018
42018
Power of moment‐based normality tests: Empirical analysis on Indian stock market index
M Shaik, RD Gulhane
International Journal of Finance & Economics 28 (3), 2989-2997, 2023
32023
A new unbiased additive robust volatility estimation using extreme values of asset prices
M Shaik, S Maheswaran
Financial Markets and Portfolio Management 34, 313-347, 2020
32020
Re-examining the Expiration Effects of Index Futures: Evidence from India
G Singh, M Shaik
International Journal of Economics and Financial Issues 10 (3), 16, 2020
32020
Volatility behavior of asset returns based on robust volatility ratio: Empirical analysis on global stock indices
M Shaik, S Maheswaran
Cogent Economics & Finance, 2019
32019
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