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~language:"eng"
~person:"Gupta, Rangan"
~person:"Linnainmaa, Juhani"
~subject:"Capital market returns"
~subject:"Share price"
~type_genre:"Article in journal"
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Capital market returns
Share price
Forecasting model
196
Prognoseverfahren
196
Estimation
183
Schätzung
183
Volatility
159
Volatilität
159
Capital income
136
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Gupta, Rangan
Linnainmaa, Juhani
Narayan, Paresh Kumar
75
Zaremba, Adam
70
Ryu, Doojin
58
McMillan, David G.
55
Wohar, Mark E.
55
Ma, Feng
53
Madura, Jeff
50
Tiwari, Aviral Kumar
48
Caporale, Guglielmo Maria
43
Faff, Robert W.
43
Gil-Alaña, Luis A.
41
Hammoudeh, Shawkat
40
Xiong, Xiong
39
Zhang, Wei
38
Bouri, Elie
36
Chiang, Thomas C.
36
Pierdzioch, Christian
35
Blau, Benjamin
34
Chan, Kam C.
34
Corbet, Shaen
34
Hassan, M. Kabir
34
Salisu, Afees A.
34
Xuan Vinh Vo
33
Demirer, Rıza
32
Kim, Jeong-bon
32
Apergēs, Nikolaos
31
Cakici, Nusret
31
Subrahmanyam, Avanidhar
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Zhang, Yaojie
31
Brooks, Robert
30
Ngo, Thanh
30
Balcilar, Mehmet
28
Goodell, John W.
28
McAleer, Michael
28
Nguyen, Duc Khuong
28
Plastun, Alex
28
Schiereck, Dirk
28
Shen, Dehua
28
Wong, Wing Keung
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The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
9
Research in international business and finance
7
Finance research letters
6
The European journal of finance
5
Applied economics
4
Journal of financial economics
4
Economic modelling
3
Economics letters
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International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Defence and peace economics
2
Economic systems
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Economics : the open-access, open-assessment journal
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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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)
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Journal of multinational financial management
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Public finance review : PFR
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Structural change and economic dynamics : SC+ED
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
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Applied financial economics
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Economia internazionale
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Emerging markets review
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Empirica : journal of european economics
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Financial innovation : FIN
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International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
134
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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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
4
Price effects after one-day abnormal returns and crises in the stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015053315
Saved in:
5
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
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:
8
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:
9
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
Saved in:
10
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
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