Tariq Aziz

Personal Details

First Name:	Tariq
Middle Name:
Last Name:	Aziz
Suffix:
RePEc Short-ID:	paz79
	[This author has chosen not to make the email address public]

Affiliation

Department of Business Administration
Aligarh Muslim University

Aligarh, India
https://www.amu.ac.in/departmentpage.jsp?did=44
RePEc:edi:dbamuin (more details at EDIRC)

Citations

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Working papers

1. Aziz, Tariq & Ansari, Valeed Ahmad, 2014. "Size and value premiums in the Indian stock market," MPRA Paper 60451, University Library of Munich, Germany.

   Cited by:

   1. Tariq Aziz & Valeed Ahmad Ansari, 2017. "Idiosyncratic volatility and stock returns: Indian evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1420998-142, January.
   2. Yi, Ronghua & Chang, Yu-Wei & Xing, Wen & Chen, Jun, 2019. "Comparing relative valuation efficiency between two stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 159-167.
   3. Harshita & Shveta Singh & Surendra S. Yadav, 2018. "Changing Nature of the Value Premium in the Indian Stock Market," Vision, , vol. 22(2), pages 135-143, June.
   4. Tariq Aziz & Valeed Ahmad Ansari, 2016. "Idiosyncratic risk and stock returns: a quantile regression approach," Proceedings of Economics and Finance Conferences 3205769, International Institute of Social and Economic Sciences.

Articles

1. Tariq Aziz & Lamay Bin Sabir, 2022. "Do inventory dynamics predict stock returns? An empirical examination of Indian manufacturing firms," International Journal of Services and Operations Management, Inderscience Enterprises Ltd, vol. 42(3), pages 397-421.

   Cited by:

   1. Chiang, Chung-Yean & Qian, Zhuang & Chuang, Chia-Hung & Tang, Xiao & Chou, Chia-Ching, 2023. "Examining demand and supply-chain antecedents of inventory dynamics: Evidence from automotive industry," International Journal of Production Economics, Elsevier, vol. 259(C).

2. Tariq Aziz & Valeed Ahmad Ansari, 2018. "The Turn of the Month Effect in Asia-Pacific Markets: New Evidence," Global Business Review, International Management Institute, vol. 19(1), pages 214-226, February.

   Cited by:

   1. Peter Arendas & Jana Kotlebova, 2019. "The Turn of the Month Effect on CEE Stock Markets," IJFS, MDPI, vol. 7(4), pages 1-19, October.
   2. Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 27(4), pages 71-94, December.
   3. Zili Zhang & Saralees Nadarajah, 2021. "A Statistical Analysis of the Colombo Stock Returns," Global Business Review, International Management Institute, vol. 22(1), pages 101-118, February.
   4. Muhammad Sarmad Irtiza & Shahbaz Khan & Nida Baig & Syed Muhammad Ali Tirmizi & Ilyas Ahmad, 2021. "The turn-of-the-month effect in Pakistani stock market," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.

3. Tariq Aziz & Valeed Ahmad Ansari, 2018. "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(1), pages 76-90, March.

   Cited by:

   1. Ozkan Haykir, 2018. "Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 148-153.
   2. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, February.

4. Tariq Aziz & Valeed Ahmad Ansari, 2017. "Idiosyncratic volatility and stock returns: Indian evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1420998-142, January.

   Cited by:

   1. Ali, Syed Riaz Mahmood & Hasan, Mohammad Nurul & Östermark, Ralf, 2020. "Are idiosyncratic risk and extreme positive return priced in the Indian equity market?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 530-545.
   2. Ali, Heba & Hegazy, Aya Yasser, 2022. "Dividend policy, risk and the cross-section of stock returns: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 169-192.

5. Tariq Aziz & Valeed Ahmad Ansari, 2017. "Value-at-risk and stock returns: evidence from India," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 12(2), pages 384-399, April.

   Cited by:

   1. Fracasso, Laís Martins & Müller, Fernanda Maria & Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2023. "Is there a risk premium? Evidence from thirteen measures," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 182-199.
   2. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2024. "What drives the tail risk effect in the Chinese stock market?," Economic Modelling, Elsevier, vol. 132(C).

6. Tariq Aziz & Valeed Ahmad Ansari, 2015. "The day of the week effect: evidence from India," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(2), pages 99-112.

   Cited by:

   1. Badal Khan & Muhammad Aqil & Syed Hasnain Alam Kazmi & Syed Imran Zaman, 2023. "Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia†," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 544-561, January.

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