Items where Author is "Ayojimi, Salami Monsurat"

Article

Haron, Razali and Ayojimi, Salami Monsurat (2019) The effect of GST announcement on stock market volatility: evidence from intraday data. Journal of Advances in Management Research, 16 (3). pp. 313-328. ISSN 0972-7981

Haron, Razali and Ayojimi, Salami Monsurat (2018) The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach. Journal of Asian Business and Economic Studies. pp. 1-19. E-ISSN 2515-964X

Ayojimi, Salami Monsurat and Haron, Razali (2018) Long-term relationship of crude palm oil commodity pricing under structural break. Journal of Capital Market Studies, 2 (2). pp. 162-174. ISSN 2514-4774

Haron, Razali and Ayojimi, Salami Monsurat (2015) Malaysian crude palm oil market volatility: a GARCH approach. International Journal of Economics and Management, 9 (S). pp. 103-120. ISSN 1823-836X

Book Chapter

Haron, Razali and Ayojimi, Salami Monsurat (2019) Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model. In: Islamic Fund & Wealth Management. A way forward. IIUM Institute of Islamic Banking and Finance, Kuala Lumpur, pp. 197-207. ISBN 978-983-44568-4-9

Proceeding Paper

Ayojimi, Salami Monsurat and Fa-Yusuf, Habeebah Simisola and Haron, Razali (2020) Will inclusion of precious metals in Nigerian stocks and oil portfolio lead to diversification benefit in the era of covid-19? MGARCH-DCC approach. In: 22nd Malaysian Finance Association Conference 2020 (MFAC 2020), 17th-19th November 2020, Shah Alam, Selangor. (Unpublished)

Haron, Razali and Ayojimi, Salami Monsurat (2017) Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model. In: International Islamic Fund And Wealth Management Forum (IIFWMF), 2nd-3rd May 2017, Kuala Lumpur.

Haron, Razali and Ayojimi, Salami Monsurat (2015) Volatility component of derivative market: evidence from FBMKLCI based on CGARCH. In: International Conference on Global Business & Social Entrepreneurship (ICoGBSE2015), 25th-26th Nov. 2015, Geopark Hotel, Langkawi, Kedah.