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Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima - In: Quantitative finance 21 (2021) 8, pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
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Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility
Gupta, Rangan; Bouri, Elie; Brahim, Mariem - 2025
Persistent link: https://www.econbiz.de/10015398290
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Stock returns, trading volumes and market volatility : a study on the Indian stock market
Naik, Pramod Kumar; Sethy, Tapas Kumar - In: The Indian economic journal 70 (2022) 3, pp. 406-416
Persistent link: https://www.econbiz.de/10013387728
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Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024
Persistent link: https://www.econbiz.de/10014553267
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Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Tuyekar, Suraj Prakash; Padyala, Sri Ram; Ramesh, … - In: Finance India : the quarterly journal of Indian … 37 (2023) 3, pp. 899-918
Persistent link: https://www.econbiz.de/10014583105
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Stock returns, trading volume, and volatility : the case of African stock markets
Ngene, Geoffrey M.; Mungai, Ann Nduati - In: International review of financial analysis 82 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013426476
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The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?
Zanatto, Cássio; Catalão-Lopes, Margarida; Pina, … - In: Business strategy and the environment 32 (2023) 8, pp. 5821-5832
Persistent link: https://www.econbiz.de/10014466821
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189
Persistent link: https://www.econbiz.de/10011405144