Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets KH Al-Yahyaee, W Mensi, SM Yoon Finance Research Letters 27, 228-234, 2018 | 300 | 2018 |
Capital structure and financial performance: evidence from Oman NV Rao, KHM Al-Yahyaee, LAM Syed Indian Journal of Economics and Business 6 (1), 1, 2007 | 195 | 2007 |
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets S Ali, SJH Shahzad, N Raza, KH Al-Yahyaee Physica A: Statistical Mechanics and Its Applications 503, 139-153, 2018 | 175 | 2018 |
The information content of cash dividend announcements in a unique environment K Al-Yahyaee, T Pham, T Walter Journal of Banking and Finance 35 (3), 606-612, 2011 | 171 | 2011 |
Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach W Mensi, B Hkiri, KH Al-Yahyaee, SH Kang International Review of Economics & Finance 54, 74-102, 2018 | 162 | 2018 |
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum W Mensi, KH Al-Yahyaee, SH Kang Finance Research Letters 29, 222-230, 2019 | 158 | 2019 |
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets W Mensi, FZ Boubaker, KH Al-Yahyaee, SH Kang Finance Research Letters 25, 230-238, 2018 | 158 | 2018 |
Asymmetric risk spillovers between oil and agricultural commodities SJH Shahzad, JA Hernandez, KH Al-Yahyaee, R Jammazi Energy Policy 118, 182-198, 2018 | 132 | 2018 |
Extreme dependence and risk spillovers between oil and Islamic stock markets SJH Shahzad, W Mensi, S Hammoudeh, MU Rehman, KH Al-Yahyaee Emerging Markets Review 34, 42-63, 2018 | 132 | 2018 |
Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches KH Al-Yahyaee, MU Rehman, W Mensi, IMW Al-Jarrah The North American Journal of Economics and Finance 49, 47-56, 2019 | 129 | 2019 |
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility KH Al-Yahyaee, W Mensi, HU Ko, SM Yoon, SH Kang The North American Journal of Economics and Finance 52, 101168, 2020 | 117 | 2020 |
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications W Mensi, KH Al-Yahyaee, SH Kang Resources Policy 53, 88-102, 2017 | 115 | 2017 |
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes W Mensi, A Tiwari, E Bouri, D Roubaud, KH Al-Yahyaee Energy Economics 66, 122-139, 2017 | 112 | 2017 |
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis W Mensi, YJ Lee, KH Al-Yahyaee, A Sensoy, SM Yoon Finance Research Letters 31, 19-25, 2019 | 110 | 2019 |
Energy, precious metals, and GCC stock markets: Is there any risk spillover? KH Al-Yahyaee, W Mensi, A Sensoy, SH Kang Pacific-Basin finance journal 56, 45-70, 2019 | 109 | 2019 |
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee, A Sensoy Research in International Business and Finance 53, 101230, 2020 | 101 | 2020 |
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications W Mensi, MU Rehman, KH Al-Yahyaee, IMW Al-Jarrah, SH Kang The North American Journal of Economics and Finance 48, 283-294, 2019 | 100 | 2019 |
Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models W Mensi, S Hammoudeh, AK Tiwari, KH Al-Yahyaee Economic Systems 44 (1), 100739, 2020 | 85 | 2020 |
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal KH Al-Yahyaee, W Mensi, IMW Al-Jarrah, A Hamdi, SH Kang The North American Journal of Economics and Finance 49, 104-120, 2019 | 76 | 2019 |
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis KH Al-Yahyaee, W Mensi, MU Rehman, XV Vo, SH Kang Pacific-Basin Finance Journal 62, 101385, 2020 | 74 | 2020 |