Ume Habibah
Biographic Data
| ID | 1173448 |
|---|---|
| NAME | Ume Habibah |
| GIVEN NAMES | Ume |
| FAMILY NAME | Habibah |
| SIGNATURE | HABIBAH U |
| AFFILIATIONS | Sukkur IBA University |
| ORCID | 0000-0003-0341-1510 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Investor Sentiments and Fama–French Five-Factor Premia
This study provides new insights to predict the excess return of a security. As if factor premia are getting influenced by the sentiments that means sentiments are ultimately affecting the excess return of a security. To meet the objective, a composite index developed by Baker and Wurgler is used as sentiment proxy. Monthly data are used from July 1965 to September 2015 in U.S. context. Granger casualty, Vector Autoregression (VAR), and Fama–Macb…
Volatility Spillover Among Equity and Commodity Markets
This study aims to examine volatility spillover among equity and commodity markets of the United States. The analysis focuses on crude oil (Brent and WTI [West Texas Intermediate]), rice, and gasoline. For the analysis, generalized autoregressive conditional heteroscedasticity (GARCH) (1, 1) model is applied on monthly data for the period of February 2005 to December 2016. Results show that there is no volatility spillover from commodity market (…
Self-Service Technology Service Quality
Self-service technologies (SSTs) fervently impact customer's interaction with service firms to foster positive outcomes. This study intends to inspect the impact of SSTs service quality on loyalty and behavioral intention of Pakistani SSTs users directly and indirectly through technology trust. By using an anonymous survey questionnaire, this study collected the data from a sample of 421 mobile banking application users. This study applied struct…
Self-Service Technology Service Quality
Self-service technologies (SSTs) fervently impact customer's interaction with service firms to foster positive outcomes. This study intends to inspect the impact of SSTs service quality on loyalty and behavioral intention of Pakistani SSTs users directly and indirectly through technology trust. By using an anonymous survey questionnaire, this study collected the data from a sample of 421 mobile banking application users. This study applied struct…
Volatility Spillover Among Equity and Commodity Markets
This study aims to examine volatility spillover among equity and commodity markets of the United States. The analysis focuses on crude oil (Brent and WTI [West Texas Intermediate]), rice, and gasoline. For the analysis, generalized autoregressive conditional heteroscedasticity (GARCH) (1, 1) model is applied on monthly data for the period of February 2005 to December 2016. Results show that there is no volatility spillover from commodity market (…
Self-Service Technology Service Quality
Self-service technologies (SSTs) fervently impact customer's interaction with service firms to foster positive outcomes. This study intends to inspect the impact of SSTs service quality on loyalty and behavioral intention of Pakistani SSTs users directly and indirectly through technology trust. By using an anonymous survey questionnaire, this study collected the data from a sample of 421 mobile banking application users. This study applied struct…
Investor Sentiments and Fama–French Five-Factor Premia
This study provides new insights to predict the excess return of a security. As if factor premia are getting influenced by the sentiments that means sentiments are ultimately affecting the excess return of a security. To meet the objective, a composite index developed by Baker and Wurgler is used as sentiment proxy. Monthly data are used from July 1965 to September 2015 in U.S. context. Granger casualty, Vector Autoregression (VAR), and Fama–Macb…
Econometrics (2 works) · Economics (2 works) · Finance (2 works) · Financial economics (2 works) · Market Dynamics and Volatility (2 works) · Autoregressive conditional heteroskedasticity (1 work) · Business (1 work) · Capital asset pricing model (1 work) · Commodity market (1 work) · Computer Science (1 work)