S. J. H. Shahzad

  1. Bouri E., Krištoufek Ladislav, Ahmad T., Shahzad S. J. H. :  Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies , Annals of Operations Research vol.334, p. 547-573 [2024] Download DOI: 10.1007/s10479-022-04568-9
  2. Bouri E., Shahzad S. J. H., Krištoufek Ladislav :  Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation , Financial Innovation vol.9, 119 [2023] Download Download DOI: 10.1186/s40854-023-00560-9
  3. Shahzad S. J. H., Bouri E., Krištoufek Ladislav, Saeed T. :  Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers , Financial Innovation vol.7, 14 [2021] Download Download DOI: 10.1186/s40854-021-00228-2
  4. Shahzad S. J. H., Bouri E., Kayani G. M., Nasir R. M., Krištoufek Ladislav :  Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour , Physica. A : Statistical Mechanics and its Applications vol.550, 124519 [2020] Download Download DOI: 10.1016/j.physa.2020.124519
  5. Shahzad S. J. H., Bouri E., Roubaud D., Krištoufek Ladislav, Lucey B. :  Is Bitcoin a better safe-haven investment than gold and commodities? , International Review of Financial Analysis vol.63, 1 (2019), p. 322-330 [2019] Download Download DOI: 10.1016/j.irfa.2019.01.002