This paper investigates the information transmission and spillover effects between the US
stock market and the emerging stock markets of Brazil, Russia, India, China, and South Africa (…

This study seeks evidence on whether the return series on Bangladesh's Dhaka Stock
Exchange (DSE) is independent and follows the random walk model. The study focuses on …

Time series statistical methods are used to study the financial impact of the Severe Acute
Respiratory Syndrome (SARS) epidemic via the co-integration (interdependence) of time series …

This paper uses daily closing data on Chicago Board of Options Exchange (CBOE) options
of 30 stocks during February to July, 1999, to investigate whether options open interest …

Purpose – The purpose of this paper is to examine the short‐term reactions of stock prices
to the announcement of earnings restatement by the public companies listed in the Toronto …

Using cross-sectional panel data over eleven years (2009–2019), or 1001 firm-year observations,
this study examines the relationship between capital structure and firm performance of …

Using mean-variance utility function analysis with various degrees of risk aversion, this
research examines the impact of Real Estate Investment Trusts (REITs) in creating optimal …

Purpose We investigate the relationship between chief executive officer (CEO) compensation
and a firm's financial performance in the insurance industry to determine CEO pay policies …

This paper investigates whether financial reforms promote entrepreneurship. Using a panel
of 41 developed and developing countries from around the world, we find that financial …

… Rafiqul Bhuyan is an assistant professor of finance at California … Dr Bhuyan has written
several papers, presented papers at … Dr Bhuyan’s research interests are options and futures, …