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person:"Stein, Jeremy C."
subject:"Share price"
~person:"Gupta, Rangan"
~subject:"Buchwert"
~type_genre:"Article in journal"
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Share price
Buchwert
Estimation
178
Schätzung
178
Forecasting model
62
Prognoseverfahren
62
Volatility
59
Volatilität
59
Capital income
58
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Stein, Jeremy C.
Gupta, Rangan
Zaremba, Adam
30
McMillan, David G.
27
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Tiwari, Aviral Kumar
24
Gil-Alaña, Luis A.
21
Pierdzioch, Christian
20
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Balcilar, Mehmet
16
Ma, Feng
15
Salisu, Afees A.
14
Bohl, Martin T.
13
Lee, Chien-chiang
13
Todorov, Viktor
13
Cakici, Nusret
12
Jawadi, Fredj
12
Sehgal, Sanjay
12
Bollerslev, Tim
11
Brooks, Robert
11
McAleer, Michael
11
Zhang, Yaojie
11
Bouri, Elie
10
Demirer, Rıza
10
Li, Bin
10
Tauchen, George Eugene
10
Apergēs, Nikolaos
9
Li, Jia
9
Ryu, Doojin
9
Westerlund, Joakim
9
Xuan Vinh Vo
9
Zhu, Huiming
9
Dai, Zhifeng
8
Kanas, Angelos
8
Li, Yan
8
Long, Huaigang
8
Narayan, Seema
8
Shi, Yanlin
8
Theissen, Erik
8
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The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
The European journal of finance
3
Economic modelling
2
Economics and Business Letters : EBL
2
Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Journal of financial economics
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
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Applied economics letters
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Defence and peace economics
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Economics letters
1
Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of business economics and management
1
Journal of emerging market finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Open economies review
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Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
The quarterly journal of economics
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ECONIS (ZBW)
57
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
3
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
4
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:
5
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
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