Khamis Hamed Al‐Yahyaee

Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets

Khamis Hamed Al‐Yahyaee, Walid Mensi, Seong‐Min Yoon · Finance research letters · 2018 · 273 citations

Market Microstructure, Long-memory Property, Economics +10

Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

Walid Mensi, Ferihane Zaraa Boubaker, Khamis Hamed Al‐Yahyaee et al. · Finance research letters · 2017 · 168 citations

Empirical Finance, Economics, Volatility Modeling +8

Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

Walid Mensi, Besma Hkiri, Khamis Hamed Al‐Yahyaee et al. · International Review of Economics & Finance · 2017 · 159 citations

Time–frequency Co-movements, Wavelet Approach, Economics +11

Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum

Walid Mensi, Khamis Hamed Al‐Yahyaee, Sang Hoon Kang · Finance research letters · 2018 · 153 citations

Structural Breaks, Economics, Financial Economics +7

Stock market efficiency: A comparative analysis of Islamic and conventional stock markets

Sajid Ali, Syed Jawad Hussain Shahzad, Naveed Raza et al. · Physica A Statistical Mechanics and its Applications · 2018 · 138 citations

Market Microstructure, Economics, Financial Economics +10