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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches

Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294

Persistent link: https://www.econbiz.de/10011754449

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

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

Historical evolution of monthly anomalies in international stock markets

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: Research in international business and finance 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012548195

Are Islamic stock markets efficient? : a multifractal detrended fluctuation analysis

Bouoiyour, Jamal; Selmi, Refk; Wohar, Mark E. - In: Finance research letters 26 (2018), pp. 100-105

Persistent link: https://www.econbiz.de/10012005595

Halloween effect in developed stock markets : a historical perspective

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 130-138

Persistent link: https://www.econbiz.de/10012642532

Halloween Effect in Developed Stock Markets : A US Perspective

Plastun, Oleksiy - 2019

In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...

Persistent link: https://www.econbiz.de/10012889672

Price gap anomaly in the US stock market : the whole story

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654967

Volatility spillovers between interest rates and equity markets of developed economies

Donzwa, Wilson; Gupta, Rangan; Wohar, Mark E. - In: Journal of central banking theory and practice 8 (2019) 3, pp. 39-50

(2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK …

Persistent link: https://www.econbiz.de/10012101454