Day of the week effect in emerging Asian stock markets: evidence from the GARCH model T Choudhry Applied Financial Economics 10 (3), 235-242, 2000 | 316 | 2000 |
Stock market volatility and the crash of 1987: evidence from six emerging markets T Choudhry Journal of International money and Finance 15 (6), 969-981, 1996 | 287 | 1996 |
Inflation and rates of return on stocks: evidence from high inflation countries T Choudhry Journal of International Financial Markets, Institutions and Money 11 (1), 75-96, 2001 | 264 | 2001 |
Stochastic trends in stock prices: evidence from Latin American markets T Choudhry Journal of Macroeconomics 19 (2), 285-304, 1997 | 263 | 1997 |
Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests T Choudhry, SS Hassan, S Shabi International Review of Financial Analysis 41, 247-256, 2015 | 259 | 2015 |
Exchange rate volatility and the United States exports: evidence from Canada and Japan T Choudhry Journal of the Japanese and International economies 19 (1), 51-71, 2005 | 209 | 2005 |
Female directors and managerial opportunism: Monitoring versus advisory female directors AM Zalata, CG Ntim, T Choudhry, A Hassanein, H Elzahar The Leadership Quarterly 30 (5), 101309, 2019 | 207 | 2019 |
World War II events and the Dow Jones industrial index T Choudhry Journal of Banking & Finance 34 (5), 1022-1031, 2010 | 176 | 2010 |
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests T Choudhry, FI Papadimitriou, S Shabi Journal of Banking & Finance 66, 89-101, 2016 | 162 | 2016 |
Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis T Choudhry, L Lu, K Peng International Review of Financial Analysis 16 (3), 242-261, 2007 | 141 | 2007 |
Real stock prices and the long-run money demand function: evidence from Canada and the USA T Choudhry Journal of International Money and Finance 15 (1), 1-17, 1996 | 138 | 1996 |
Month of the year effect and January effect in pre‐WWI stock returns: evidence from a non‐linear GARCH model T Choudhry International Journal of Finance & Economics 6 (1), 1-11, 2001 | 122 | 2001 |
Stochastic trends and stock prices: an international inquiry T Choudhry Applied financial economics 4 (6), 383-390, 1994 | 120 | 1994 |
Short-run deviations and optimal hedge ratio: evidence from stock futures T Choudhry Journal of Multinational Financial Management 13 (2), 171-192, 2003 | 101 | 2003 |
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time‐varying beta T Choudhry, H Wu Journal of Forecasting 27 (8), 670-689, 2008 | 90 | 2008 |
Interdependence of stock markets: evidence from Europe during the 1920s and 1930s T Choudhry Applied Financial Economics 6 (3), 243-249, 1996 | 90 | 1996 |
Purchasing power parity and the Canadian float in the 1950s T Choudhry, R McNown, M Wallace The Review of Economics and Statistics, 558-563, 1991 | 89 | 1991 |
The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures T Choudhry International Review of Economics & Finance 13 (4), 371-385, 2004 | 85 | 2004 |
September 11 and time-varying beta of United States companies T Choudhry Applied Financial Economics 15 (17), 1227-1242, 2005 | 83 | 2005 |
Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms T Choudhry Pacific-Basin Finance Journal 13 (1), 93-118, 2005 | 81 | 2005 |