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News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets

Gupta, Rangan; Kollias, Chrēstos; Papadamou, Stephanos; … - In: Journal of multinational financial management 47/48 (2018), pp. 76-90

Persistent link: https://www.econbiz.de/10012055815

Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - 2021

This paper provides a comprehensive analysis of price effects after one-day abnormal returns and their evolution in the US stock market for the case of Dow Jones Index over the period 1890-2018. Using different statistical tests (both parametrical and non-parametrical) as well as additional...

Persistent link: https://www.econbiz.de/10013246206

The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach

Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013286183

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739