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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Bayesian change point analysis of Bitcoin returns
Thies, Sven; Molnár, Peter - In: Finance research letters 27 (2018), pp. 223-227
Persistent link: https://www.econbiz.de/10012006867
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The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Google searches and stock market activity : evidence from Norway
Kim, Neri; Lučivjanská, Katarína; Molnár, Peter; … - In: Finance research letters 28 (2019), pp. 208-220
Persistent link: https://www.econbiz.de/10012388308
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Gold, platinum and the predictability of bond risk premia
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
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Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
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Online attention and mutual fund performance : evidence from Norway
Cheraghali, Hamid; Igeh, Sofia Aarstad; Lin, Kuan-Heng; … - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479575