Now showing items 1-4 of 4

  • An analysis of seasonality fluctuations in the oil and gas stock returns. 

    Sanusi, Muhammad Surajo; Ahmad, Farooq (Cogent OA https://dx.doi.org/10.1080/23322039.2015.1128133, 2016-01-04)
    SANUSI, M.S. and AHMAD, F 2016. An analysis of seasonality fluctuations in the oil and gas stock returns. Cogent economics and finance [online], 4: 1128133. Available from: http://dx.doi.org/10.1080/23322039.2015.1128133
    This paper investigates the existence of seasonality anomalies in the stock returns of the oil and gas companies on the London Stock Exchange. It employs F-test, Kruskal–Wallis and Tukey tests to examine days-of-the-week ...
  • A comparative analysis of risk-return characteristics between Sukuk (Islamic bonds) and conventional bonds. 

    Shalhoob, Hebah Shafeq (Robert Gordon University Aberdeen Business School. Accounting and Finance Department., 2016-06)
    SHALHOOB, H.S. 2016. A comparative analysis of risk-return characteristics between Sukuk (Islamic bonds) and conventional bonds. Robert Gordon University, PhD thesis.
    Sukuk are an important mode of financing in the Islamic financial system. As usury (interest) is prohibited in Islam, conventional bonds are not suitable for investors in Islamic countries. Since their launch in the 1980s, ...
  • Market efficiency, volatility behaviour and asset pricing analysis of the oil & gas companies quoted on the London Stock Exchange. 

    Sanusi, Muhammad Surajo (Robert Gordon University Department of Accounting and Finance, 2015-06)
    This research assessed market efficiency, volatility behaviour, asset pricing, and oil price risk exposure of the oil and gas companies quoted on the London Stock Exchange with the aim of providing fresh evidence on the ...
  • Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. 

    Sanusi, Muhammad Surajo; Ahmad, Farooq (Elsevier http://dx.doi.org/10.1016/j.frl.2016.04.005, 2016-04-09)
    SANUSI, M.S. and AHMAD, F., 2016. Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. Finance Research Letters [online], 18, pages 89-99. Available from: https://dx.doi.org/10.1016/j.frl.2016.04.005
    Oil and gas is one of the most important sectors in every economy and the valuation of oil and gas companies becomes quite challenging due to the volatility of crude oil price. The paper investigates the determinants of ...