Sirajum Munira

City University - Sir John Cass Business School - Faculty of Finance

Doctoral Researcher

106 Bunhill Row

London , EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

916

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Decomposition of Momentum Return: Which Component Contributes Most?

Number of pages: 41 Posted: 08 May 2008
City University - Sir John Cass Business School - Faculty of Finance, City University London - Sir John Cass Business SchoolQueen Mary University of London and Sungkyunkwan University - Department of Economics
Downloads 285 (137,317)
Citation 1

Abstract:

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Common components, Stock-Specific components, Fama-French factors, Macroeconomic factors

2.

IPO Flipping and its Determinants in Bangladesh

Dhaka University Journal of Business Studies, Vol. 25, No. 1, June 2004
Number of pages: 24 Posted: 31 Dec 2007 Last Revised: 16 Jul 2014
Mohammad Sadiqul Islam and Sirajum Munira
University of Dhaka - Department of Finance and City University - Sir John Cass Business School - Faculty of Finance
Downloads 225 (173,657)
Citation 2

Abstract:

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IPOs, Flipping, Trading volume, After-market stabilization, Institutional Investors

3.

Momentum, Credit Risk and Business Cycles

Number of pages: 31 Posted: 21 Mar 2010
City University - Sir John Cass Business School - Faculty of Finance and City University London - Sir John Cass Business SchoolQueen Mary University of London
Downloads 168 (225,706)

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Credit Rated Stocks, Business Cycles, Uncertainty, Momentum

4.

Can Common Components Eliminate Momentum Returns?

Number of pages: 41 Posted: 08 May 2008
City University - Sir John Cass Business School - Faculty of Finance, City University London - Sir John Cass Business SchoolQueen Mary University of London and Sungkyunkwan University - Department of Economics
Downloads 123 (289,430)

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Momentum return, Common Components, Market States, Fama-French factors, Macroeconomic factors

5.

Momentum in Credit Rated Stocks: Is Momentum Investors' Reaction to Uncertainty Across Business Cycle?

Number of pages: 24 Posted: 12 May 2008
City University - Sir John Cass Business School - Faculty of Finance and City University London - Sir John Cass Business SchoolQueen Mary University of London
Downloads 115 (303,672)

Abstract:

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Credit Rated Stocks, Business Cycle, Uncertainty, Investment Grade stocks, Speculative Grade stocks and Macroeconomic risk factors