Mohammad Khaleq Newaz on Muck Rack

Mohammad Khaleq Newaz

As seen in: Taylor & Francis Online
Is this you? As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work. Claim your profile

Get in touch with Mohammad Khaleq

Contact Mohammad Khaleq, search articles and posts on X, monitor coverage, and track replies from one place.

Learn more about Muck Rack

Actions

Share this page

Is this you?

As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work.
Claim your profile

Articles

Time-Series Predictability for Sector Investing

|
By Jin Suk Park, Mohammad Khaleq Newaz
| Taylor & Francis Online
Data The sample data cover 47 international stock markets from 2 January 1999 to 30 June 2022 (see ). For each market, one market-wide index and 11 industry-sector indices are used. The number of daily observations is 6,310 for each return series and 3,273,203 in total. Each daily return series is eventually converted to the predictability series by the rolling-window method as explained in the section on methodology. The number of windows is 236 for each sector and market and 84,692 in total.
Open in Who Shared Issue with article?
See all 1 articles
 •  Privacy  •  Terms  •  Security and Legal  •   •   •   • 

© 2026 Muck Rack

SOC 2® Certified