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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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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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Are Islamic stock markets efficient? : a multifractal detrended fluctuation analysis
Bouoiyour, Jamal; Selmi, Refk; Wohar, Mark E. - In: Finance research letters 26 (2018), pp. 100-105
Persistent link: https://www.econbiz.de/10012005595
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The depreciation of the pound post-Brexit : could it have been predicted?
Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 21 (2017), pp. 206-213
Persistent link: https://www.econbiz.de/10011807781
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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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Volatility jumps : the role of geopolitical risks
Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 27 (2018), pp. 247-258
Persistent link: https://www.econbiz.de/10012006874
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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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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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Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
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The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence
Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Finance research letters 43 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014633546