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~accessRights:"restricted"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Lien, Da-hsiang Donald"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Article"
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Stock market
Estimation
182
Schätzung
182
Volatility
156
Volatilität
156
Forecasting model
135
Prognoseverfahren
135
Börsenkurs
128
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128
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126
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126
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102
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102
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100
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Caporale, Guglielmo Maria
Gupta, Rangan
Lien, Da-hsiang Donald
Tiwari, Aviral Kumar
39
Ma, Feng
38
Zaremba, Adam
35
Hammoudeh, Shawkat
34
Mensi, Walid
34
Xuan Vinh Vo
34
Bouri, Elie
31
Demirer, Rıza
31
Shahzad, Syed Jawad Hussain
30
Kang, Sang Hoon
28
Wohar, Mark E.
27
Ryu, Doojin
24
Zhang, Yaojie
24
Narayan, Paresh Kumar
22
Wen, Fenghua
22
Liang, Chao
21
Gil-Alaña, Luis A.
18
Umar, Zaghum
18
Yoon, Seong-min
18
Balcilar, Mehmet
17
Bekiros, Stelios
17
Guesmi, Khaled
17
Salisu, Afees A.
17
Ur Rehman, Mobeen
17
Corbet, Shaen
16
Goodell, John W.
16
Hassan, M. Kabir
16
Li, Yan
16
Lucey, Brian M.
16
Roubaud, David
16
Sehgal, Sanjay
16
Uddin, Mohammed Gazi Salah
16
Balli, Faruk
15
Chiang, Thomas C.
15
Chung, Chune Young
15
Lu, Xinjie
15
Plastun, Alex
15
Shen, Dehua
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
International review of economics & finance : IREF
7
Research in international business and finance
7
International review of financial analysis
4
Journal of economics and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of finance & economics : IJFE
3
Pacific-Basin finance journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics
2
Economics letters
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Energy economics
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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2
Journal of international financial markets, institutions & money
2
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2
Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
African journal of economic and sustainable development
1
Applied economics letters
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Defence and peace economics
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
1
International journal of bonds and derivatives
1
International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Investment management and financial innovations
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Journal of behavioral and experimental finance
1
Journal of economic behavior & organization : JEBO
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of multinational financial management
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Journal of risk
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Review of managerial science : RMS
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ECONIS (ZBW)
100
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
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:
5
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:
6
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
7
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
8
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:
9
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
10
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
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