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subject:"Share price"
~person:"Balcilar, Mehmet"
~subject:"Ankündigungseffekt"
~subject:"Volatility"
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Share price
Ankündigungseffekt
Volatility
Estimation
72
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72
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26
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26
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20
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18
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18
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Balcilar, Mehmet
Gupta, Rangan
109
Caporale, Guglielmo Maria
100
McAleer, Michael
93
Pierdzioch, Christian
79
Bollerslev, Tim
60
Gil-Alaña, Luis A.
57
Belke, Ansgar
49
McMillan, David G.
49
Hautsch, Nikolaus
48
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44
Narayan, Paresh Kumar
43
Todorov, Viktor
43
Wohar, Mark E.
43
Engle, Robert F.
39
Zaremba, Adam
39
Härdle, Wolfgang
37
Tiwari, Aviral Kumar
36
Pesaran, M. Hashem
35
Bahmani-Oskooee, Mohsen
34
Döpke, Jörg
34
Bouri, Elie
33
Herwartz, Helmut
33
Allen, David E.
32
Ma, Feng
30
Asai, Manabu
29
Lettau, Martin
29
Bali, Turan G.
28
Theissen, Erik
28
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27
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27
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26
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25
Ludvigson, Sydney C.
25
Jawadi, Fredj
24
Schrimpf, Andreas
24
Xuan Vinh Vo
24
Andersen, Torben
23
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23
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23
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Energy economics
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Empirica : journal of european economics
2
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1
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ECONIS (ZBW)
27
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1
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
2
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:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
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
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
7
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:
8
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2014
Persistent link: https://www.econbiz.de/10010415510
Saved in:
9
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
10
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:
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