Maria Estela Varua

Western Sydney University

PO Box 10

Kingswood, NSW 2747

Australia

  • Western Sydney University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Examination of Information Release on Return Volatility: A Market and Sectoral Analysis

Prasad, M., Bakry, W., Varua, M., 2020. Examination of information release on return volatility: a market and sectoral analys.Heliyon,6 (5), pp 1-14.
Number of pages: 38 Posted: 28 Apr 2020 Last Revised: 28 May 2020
Mason Prasad, Walid Bakry and Maria Estela Varua
Western Sydney University - School of Business, Western Sydney University and Western Sydney University
Downloads 33 (682,260)

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sectoral return volatility, E-GARCH, GJR-GARCH, APGARCH, analyst price targets, Morningstar stock star ratings, ASX announcements

2.

Abnormal Volatility in Seasoned Equity Offerings During Economic Disruptions

Prasad M., Bakry W., Varua M. E., 2021. Abnormal Volatility in Seasoned Equity Offerings During Economic Disruptions. Journal of Behavioral and Experimental Finance, 30,100509. https://authors.elsevier.com/a/1c%7Eve7tZBbkzzQ
Posted: 15 Apr 2021 Last Revised: 12 Jun 2021
Mason Prasad, Walid Bakry and Maria Estela Varua
Western Sydney University - School of Business, Western Sydney University and Western Sydney University

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Seasoned equity offering, abnormal return volatility, abnormal trading volume, GARCH, event study, ASX