• Co-movement and information transmission between conventional and Islamic equities in Sri Lanka 

  Mohamed Riyath, Mohamed Ismail; Hussainey, Khaled (Emerald Publishing Limited, 2025-03-04)

  This study aims to investigate the co-movement and information transmission between conventional and Islamic equity indices in Sri Lanka. This study uses daily data of All Share Price Index and Dow Jones Islamic Market Sri ...
• Long-run volatility memory dynamics and inter-market linkages in GCC equity markets: application of DCC-FIGARCH models 

  Mohamed Riyath, Mohamed Ismail; Aldabbous, Nagham (De Gruyter, 2024-11-11)

  The study investigates volatility persistence, long-term memory and time-varying conditional correlations among the stock markets of the Gulf Cooperation Council (GCC) countries. Daily equity index data between 2012 and ...
• Unlocking market secrets: dynamics of the day-of-the-week effect during crisis in an emerging market 

  Mohamed Riyath, Mohamed Ismail; Dewasiri, Narayanage Jayantha; Kiran, Sood; Yatiwelle Koralalage, Weerakoon Banda; Kiran, Nair (Emerald Publishing Limited, 2024-06-17)

  By examining the impact of the day of the week during the COVID-19 pandemic and the subsequent economic recession, it is possible to provide insights into market behaviour during volatile times that can be furnished to ...
• The sources of stock market volatility: a study on the Colombo stock exchange 

  Mohamed Riyath, Mohamed Ismail; Dewasiri, Narayanage Jayantha; Mohamed Siraju, Mohamed Abdul Majeed; Jahfer, Athambawa; Sood, Kiran (Emerald Publishing Limited, 2024-05-13)

  Purpose: This study investigates internal/own shock in the domestic market and three external volatility spillovers from India, the UK, and the USA to the Sri Lanka stock market. ...
• Stock market volatility and the COVID-19 pandemic in Sri Lanka 

  Mohamed Riyath, Mohamed Ismail; Dewasiri, Narayanage Jayantha; Mohamed Siraju, Mohamed Abdul Majeed; Grima, Simon; Mohamed Mustafa, Abdul Majeed (Emerald Publishing Limited, 2024-05-13)

  Purpose: This chapter examines the effect of COVID-19 on the stock market volatility (SMV) in the Colombo Stock Exchange (CSE), Sri Lanka. Need for the Study: The study is necessary to understand investor behaviour, ...

View more