Informational inefficiency of Bitcoin: A study based on high-frequency data von Zargar, Faisal Nazir, Kumar, Dilip

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Long range dependence in the Bitcoin market: A study based on high-frequency data von Zargar, Faisal Nazir, Kumar, Dilip

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COVID-19 and Cryptocurrency Market: Impact on Return, Volatility and Liquidity von Zargar, Faisal Nazir, Kumar, Dilip

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Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia von Gunwant, Darshita Fulara, Rather, Sartaj Rasool, Zargar, Faisal Nazir

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Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic: A spillover analysis von Zargar, Faisal Nazir, Kumar, Dilip

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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic sign... von Zargar, Faisal Nazir, Kumar, Dilip

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Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis von Zargar, Faisal Nazir, Kumar, Dilip

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Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets von Zargar, Faisal Nazir, Mohnot, Rajesh, Hamouda, Foued, Arfaoui, Nadia

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Erratum to “Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level” [Theoretical Economics Letters 9(1) (2019) 21-32] von Zargar, Faisal Nazir, Kumar, Dilip

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Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level von Zargar, Faisal Nazir, Kumar, Dilip

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Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis von Zargar, Faisal Nazir, Tiwari, Aviral Kumar, Olayeni, Olaolu Richard

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Forecasting Value-at-Risk (VaR) in the Major Asian Economies von Zargar, Faisal Nazir, Kumar, Dilip

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