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Economic policy uncertainty, U.S. real housing returns and their volatility : a nonparametric approach

André, Christophe; Bonga-Bonga, Lumengo; Gupta, Rangan; … - In: The journal of real estate research 39 (2017) 4, pp. 493-513

Persistent link: https://www.econbiz.de/10011825541

Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411

Persistent link: https://www.econbiz.de/10012388354

The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches

Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294

Persistent link: https://www.econbiz.de/10011754449

Halloween effect in developed stock markets : a historical perspective

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 130-138

Persistent link: https://www.econbiz.de/10012642532

Halloween Effect in Developed Stock Markets : A US Perspective

Plastun, Oleksiy - 2019

In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...

Persistent link: https://www.econbiz.de/10012889672