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Mason Prasad

Western Sydney University - School of Business

Locked Bag 1797

Penrith, NSW 2751

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

69

TOTAL CITATIONS

0

Scholarly Papers (3)

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 69 (883,195)

Abstract:

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

2.

Re-Evaluating Portfolio Diversification and Design Using Cryptocurrencies: Are Decentralized Cyptocurrencies Enough?

Khaki A., Prasad, M., Al-Mohamad, S., Bakry, W., & Vo, X. V. (2023). Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough? Research in International Business and Finance, 64, 101823–. https://doi.org/10.1016/j.ribaf.2022.101823
Posted: 21 Apr 2023 Last Revised: 24 Apr 2023
American University of the Middle East, Western Sydney University - School of Business, American University of Middle East. Kuwait, Western Sydney University and University of Economics Ho Chi Minh City

Abstract:

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Bitcoin, Altcoins, Decentralized cryptocurrencies, Centralized cryptocurrencies, Portfolio optimization, Portfolio diversification

3.

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

Abstract:

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