Now showing items 1-2 of 2

    • Is There a Speculative Bubble in the Price of Gold? 

      Bialkowski, J.; Bohl, M.T.; Stephan, P.M.; Wisniewski, T. (SSRNUniversity of Canterbury. Department of Economics and Finance, 2011)
      Motivated by the current gold price boom, we investigate whether the rapidly growing investment activities have triggered a new asset price bubble. We draw on the convenience yield model and use commodity dividends to ...
    • Piety and Profits: Stock Market Anomaly During the Muslim Holy Month 

      Bialkowski J.; Etebari, A.; Wisniewski, T. (University of Canterbury. Department of Economics and Finance, 2010)
      Observed by more than 1.5 billion Muslims, Ramadan is one of the most celebrated religious rituals in the world. We investigate stock returns during Ramadan for 14 predominantly Muslim countries over the years 1989-2007. ...