Mostafa Seif

University of Newcastle (Australia) - Newcastle Business School

City Campus East – 231

Newcastle-Upon-Tyne NE1 8ST, NE1 8ST

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

192

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Seasonality in Stock Returns: Evidence from Advanced Emerging Stock Markets

Number of pages: 34 Posted: 20 Aug 2015 Last Revised: 29 Jul 2019
Mostafa Seif, Paul Docherty and Abul Shamsuddin
University of Newcastle (Australia) - Newcastle Business School, Monash University and University of Newcastle (Australia) - Newcastle Business School
Downloads 183 (179,983)

Abstract:

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Anomalies, Stock market seasonality, Emerging markets

2.

Limits to Arbitrage and the MAX Effect in Advanced Emerging Markets

Number of pages: 31 Posted: 29 Jul 2019
Mostafa Seif, Paul Docherty and Abul Shamsuddin
University of Newcastle (Australia) - Newcastle Business School, Monash University and University of Newcastle (Australia) - Newcastle Business School
Downloads 9 (640,901)

Abstract:

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MAX effect; limits of arbitrage; mispricing; emerging markets