| Is natural resource abundance a stimulus for financial development in the USA? M Shahbaz, M Naeem, M Ahad, I Tahir Resources Policy 55, 223-232, 2018 | 319 | 2018 |
| Return and volatility transmission between oil price shocks and agricultural commodities Z Umar, M Gubareva, M Naeem, A Akhter Plos one 16 (2), e0246886, 2021 | 80 | 2021 |
| Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach M Naeem, Z Umar, S Ahmed, EM Ferrouhi Physica A: Statistical Mechanics and its Applications 557, 124885, 2020 | 67 | 2020 |
| Tail dependence in the return-volume of leading cryptocurrencies M Naeem, E Bouri, G Boako, D Roubaud Finance Research Letters 36, 101326, 2020 | 47 | 2020 |
| Modeling volatility of precious metals markets by using regime-switching GARCH models M Naeem, AK Tiwari, S Mubashra, M Shahbaz Resources Policy 64, 101497, 2019 | 44 | 2019 |
| Board gender diversity and sustainable growth rate: Chinese evidence Q Ul Ain, X Yuan, H Mustansar Javaid, M Naeem Economic Research-Ekonomska Istraživanja 35 (1), 1364-1384, 2022 | 43 | 2022 |
| Adaptive market hypothesis: An empirical analysis of time–varying market efficiency of cryptocurrencies A Khursheed, M Naeem, S Ahmed, F Mustafa Cogent Economics & Finance 8 (1), 1719574, 2020 | 39 | 2020 |
| The inflation hedging capacity of Islamic and conventional equities Z Umar, D Kenourgios, M Naeem, K Abdulrahman, S Al Hazaa Journal of Economic Studies 47 (6), 1377-1399, 2020 | 34 | 2020 |
| Risk analysis of high frequency precious metals returns by using long memory model M Naeem, M Shahbaz, K Saleem, F Mustafa Resources Policy 61, 399-409, 2019 | 18 | 2019 |
| Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis M Naeem, K Saleem, S Ahmed, N Muhammad, F Mustafa Cogent Economics & Finance 8 (1), 1834175, 2020 | 11 | 2020 |
| Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach M Naeem, H Ji, B Liseo Eurasian Journal of Economics and Finance 2 (2), 1-20, 2014 | 11 | 2014 |
| A comparison of electricity spot prices simulation using ARMA-GARCH and mean-reverting models M Naeem | 10 | 2010 |
| Assessment of return and volatility spillover across sectors' indices: Evidence from Pakistan stock exchange HM Khalid, S Farooq, F Liaqat, M Naeem International Journal of Monetary Economics and Finance 14 (5), 477-496, 2021 | 7 | 2021 |
| Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective H Ji, M Naeem, J Zhang, AK Tiwari Energy Economics 136, 107681, 2024 | 6 | 2024 |
| Does China’s stock market react to COVID-19 differently at industry level? Evidence from China Z Yang, M Naeem, H Ji, G Liu, Y Zhu, J Xu Economic research-Ekonomska istraživanja 36 (2), 2023 | 3 | 2023 |
| Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations M Naeem, S Ahmed Intelligent Systems and Applications in Business and Finance, 189-216, 2022 | | 2022 |
| Stock Market Investor Overreaction Effect: A Pragmatic Study on Emerging Markets M Rao, A Khursheed, M Naeem Paradigms, 94-103, 2020 | | 2020 |
Sheraz AhmedLappeenranta-Lahti University of Technologylut.fi üzerinde doğrulanmış e-posta adresine sahip
