Blar i NTNU Open på forfatter "Kamal, Md Rajib"

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    • Cryptocurrencies and the threat versus the act event of geopolitical risk 

      Kamal, Md Rajib; Wahlstrøm, Ranik Raaen (Peer reviewed; Journal article, 2023)
      We examine the reactions of the cryptocurrency market to two events that occurred during the escalation of the Russia–Ukraine war in February 2022. Using hourly data, we find that the escalation exerted a negative influence ...

    • Geopolitical threats, equity returns, and optimal hedging 

      Ali, Syed Riaz Mahmood; Anik, Kaysul Islam; Hasan, Mohammad Nurul; Kamal, Md Rajib (Journal article; Peer reviewed, 2023)
      In this paper, we demonstrate that the U.S. equity market and a few specific sectors produce significantly positive returns during high geopolitical threats, even with the presence of standard controls, whereas other major ...

    • The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia 

      Kamal, Md Rajib; Ahmed, Shaker; Hasan, Mostafa Monzur (Journal article; Peer reviewed, 2023)
      This paper investigates the effect of the Russia–Ukraine crisis on the Australian stock market. Using the event study methodology, we find significantly negative abnormal returns on the event date (i.e., the first trading ...

    • Russia-Ukraine crisis: The effects on the European stock market 

      Ahmed, Shaker; Hasan, Mostafa Monzur; Kamal, Md Rajib (Journal article; Peer reviewed, 2022)
      We examine the effect of the Russia–Ukraine crisis on the European stock markets. Because of increased political uncertainty, geographic proximity and the ramifications of the fresh sanctions imposed on Russia, the European ...