Browsing Finance & Economics by Author "Refai H.A."
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Mega-sports events and stock market returns: The case of the 2022 World Cup
Eissa M.A.; Refai H.A. ( Cognizant Communication Corporation , 2018 , Article)This study examines the impact of the FIFA's official announcements on Doha Stock Exchange (DSE) of Qatar with respect to the 2022 World Cup. Using the abnormal unsystematic return method of Savickas, our findings reveal ... -
The Impact of Market-wide Volatility on Time-varying Risk: Evidence from Qatar Stock Exchange
Refai H.A.; Hassan G.M. ( Sage Publications India Pvt. Ltd , 2018 , Article)This study examines the impact of market-wide volatility on time-varying risk using the heteroscedastic market model with EGARCH (1,1) specification. Using daily sector returns from the Qatar Stock Exchange (QSE) market ...