Arshad Hassan
Biographic Data
| ID | 8582363 |
|---|---|
| NAME | Arshad Hassan |
| GIVEN NAMES | Arshad |
| FAMILY NAME | Hassan |
| SIGNATURE | HASSAN A |
| AFFILIATIONS | Capital University of Science and Technology |
| ORCID | 0000-0001-7898-436X |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Asymmetric Effect of Oil Prices on the Next 11 Equity Returns
This study aims to investigate the short-run and long-term impact of oil prices on the market returns of the Next Eleven (N11) economies in the presence of the moderating role of economic policy uncertainty on this relationship. This study uses monthly data on oil prices, economic policy uncertainty, and equity markets index from the period January 2005 to December 2022. Both ARDL and NARDL models are employed to examine the linear and asymmetric…
Impact of Investor Sentiment on Contemporaneous and Future Equity Returns in Emerging Markets
The study is aimed to investigate the impact of investor sentiment on returns of selected emerging equity markets i.e., Brazil, India, China, Russia, Indonesia, and Pakistan using non-linear predictive regression analysis. Principal Component Analysis is used to generate investor sentiment index. Investor sentiment has a significant impact on current market returns and this influence is continued in the short run in most of the sample countries. …
No prominent works on this page.
Impact of Investor Sentiment on Contemporaneous and Future Equity Returns in Emerging Markets
The study is aimed to investigate the impact of investor sentiment on returns of selected emerging equity markets i.e., Brazil, India, China, Russia, Indonesia, and Pakistan using non-linear predictive regression analysis. Principal Component Analysis is used to generate investor sentiment index. Investor sentiment has a significant impact on current market returns and this influence is continued in the short run in most of the sample countries. …
Asymmetric Effect of Oil Prices on the Next 11 Equity Returns
This study aims to investigate the short-run and long-term impact of oil prices on the market returns of the Next Eleven (N11) economies in the presence of the moderating role of economic policy uncertainty on this relationship. This study uses monthly data on oil prices, economic policy uncertainty, and equity markets index from the period January 2005 to December 2022. Both ARDL and NARDL models are employed to examine the linear and asymmetric…
Market Dynamics and Volatility (2 works) · Business (1 works) · China (1 works) · Economics (1 works) · Emerging markets (1 works) · Energy, Environment, Economic Growth (1 works) · Excess return (1 works) · Finance (1 works) · Financial economics (1 works) · Financial Markets and Investment Strategies (1 works)