Browsing Publications by Author "Sahabuddin, Mohammad"
Now showing items 1-3 of 3
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Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh: A wavelet analysis
Sahabuddin, Mohammad; Hassan, Md. Farjin; Tabash, Mosab I.; Al-Omari, Mohammad Ahmad; Alam, Md. Kausar; Islam, Fakir Tajul (Cogent OA, 2022)The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh from 20 January 2014 to 31 August 2019. This study employs multi-scales and wavelet-based techniques in ... -
Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets
Sahabuddin, Mohammad; Islam, Md. Aminul; Tabash, Mosab I.; Anagreh, Suhaib; Akter, Rozina; Rahman, Md. Mizanur (MDPI, 2022)The issue of co-movements is still crucial and arguable in international finance. An optimum and significant level of co-movement is highly desirable to investors, and it mostly depends on investors’ decisions (behavior ... -
Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries
Sahabuddin, Mohammad; Islam, Aminul Md.; Tabash, Mosab I.; Alam, Md. Kausar; Daniel, Linda Nalini; Mostafa, Imad Ibraheem (MDPI, 2023)This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional and Islamic stock markets in developed and emerging countries in order to develop better portfolio and ...