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~language:"eng"
~person:"Gupta, Rangan"
~person:"Ryu, Doojin"
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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Aktienmarkt
Forecasting model
205
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205
Estimation
196
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196
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190
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190
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Gupta, Rangan
Ryu, Doojin
Hammoudeh, Shawkat
58
Xuan Vinh Vo
52
Mensi, Walid
49
Tiwari, Aviral Kumar
49
Zaremba, Adam
48
Kang, Sang Hoon
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Ma, Feng
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Bouri, Elie
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Gil-Alaña, Luis A.
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Demirer, Rıza
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Wong, Wing Keung
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36
Guesmi, Khaled
35
Narayan, Paresh Kumar
35
Hassan, M. Kabir
34
Lucey, Brian M.
34
Brooks, Robert
33
Caporale, Guglielmo Maria
33
Shahzad, Syed Jawad Hussain
32
Chiang, Thomas C.
31
Arouri, Mohamed
29
Faff, Robert W.
29
Sehgal, Sanjay
29
Yoon, Seong-min
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Aloui, Chaker
25
Zhang, Yaojie
25
Corbet, Shaen
24
Ferreira, Paulo
24
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24
Ur Rehman, Mobeen
24
Liang, Chao
23
Pierdzioch, Christian
23
Yousaf, Imran
23
Balli, Faruk
22
Chong, Terence Tai-Leung
22
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22
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Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
7
Research in international business and finance
7
International review of economics & finance : IREF
5
Applied economics
4
Emerging markets review
3
Energy economics
3
International journal of finance & economics : IJFE
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Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economic modelling
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Economic systems
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Economics letters
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International review of financial analysis
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2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
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The European journal of finance
2
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2
The quarterly review of economics and finance
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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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Asia-Pacific financial markets
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Asian business & management
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Australian economic papers
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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
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ECONIS (ZBW)
123
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123
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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
Dual effects of investor sentiment and uncertainty in financial markets
Seok, Sangik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 300-315
Persistent link: https://www.econbiz.de/10014631540
Saved in:
3
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:
4
ESG factors and the cross-section of expected stock returns : a LASSO-based approach
Bang, Jeongseok
;
Ryu, Doojin
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014551935
Saved in:
5
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:
6
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:
7
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
8
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:
9
Stock price synchronicity and market liquidity : the role of funding liquidity
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491015
Saved in:
10
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:
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