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person:"Stein, Jeremy C."
subject:"Share price"
~person:"Demirer, Rıza"
~subject:"USA"
~type_genre:"Article in journal"
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Estimation
28
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Stein, Jeremy C.
Demirer, Rıza
Gupta, Rangan
91
Gil-Alaña, Luis A.
46
Wohar, Mark E.
45
Caporale, Guglielmo Maria
37
Bahmani-Oskooee, Mohsen
34
McMillan, David G.
30
Zaremba, Adam
30
Tiwari, Aviral Kumar
28
Narayan, Paresh Kumar
27
Balcilar, Mehmet
23
Pierdzioch, Christian
23
Bollerslev, Tim
19
Hsing, Yu
19
Apergēs, Nikolaos
18
Salisu, Afees A.
18
Chiang, Thomas C.
17
Brooks, Robert
16
Jawadi, Fredj
16
McAleer, Michael
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Ma, Feng
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Bali, Turan G.
14
Belke, Ansgar
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Bohl, Martin T.
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Bouri, Elie
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Heckman, James J.
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Lee, Chien-chiang
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Payne, James E.
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Todorov, Viktor
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Cakici, Nusret
13
Serletis, Apostolos
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12
Engle, Robert F.
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Neumark, David
12
Sarno, Lucio
12
Sehgal, Sanjay
12
Tauchen, George Eugene
12
Chang, Tsangyao
11
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11
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Journal of economics and finance : JEF
2
Journal of financial economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Economics and Business Letters : EBL
1
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1
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1
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ECONIS (ZBW)
18
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
3
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
4
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
7
The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of economics and finance : JEF
44
(
2020
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10012297020
Saved in:
8
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
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