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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)

Research output

as
Jump to: Working papers Articles

Working papers

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

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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. 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 & 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," International Journal of Financial Studies, MDPI, Open Access Journal, 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.

  2. 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, September.

  3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2014-12-24 2016-03-17. Author is listed
  2. NEP-RMG: Risk Management (1) 2016-03-17. Author is listed

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