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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"The European journal of finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Betafaktor"
~subject:"Börse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Estimation
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Al Refai, Hisham M.
Brooks, Robert
Gupta, Rangan
Wohar, Mark E.
10
Xuan Vinh Vo
10
Balcilar, Mehmet
8
Gil-Alaña, Luis A.
8
Salisu, Afees A.
8
Caporale, Guglielmo Maria
7
Pierdzioch, Christian
7
Bouri, Elie
6
Ma, Feng
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McMillan, David G.
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Papadamou, Stephanos
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Sensoy, Ahmet
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Urquhart, Andrew
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Yin, Libo
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Zaremba, Adam
5
Balli, Faruk
4
Chen, Shyh-Wei
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Chiang, Thomas C.
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Degiannakis, Stavros
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Floros, Christos
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Ge̜bka, Bartosz
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Hammoudeh, Shawkat
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Kang, Sang Hoon
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Lee, Chien-chiang
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Lucey, Brian M.
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Mensi, Walid
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Narayan, Seema
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Rubio, Gonzalo
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Xie, Zixiong
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Abedin, Mohammad Zoynul
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Aboura, Sofiane
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Ap Gwilym, Owain
3
Balli, Hatice Ozer
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3
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Advances in investment analysis and portfolio management : a research annual
International review of economics & finance : IREF
International review of financial analysis
Journal of emerging market finance
Research in international business and finance
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
Applied financial economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Energy economics
3
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2
Applied financial economics letters
2
Australian economic papers
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Open economies review
2
Pacific-Basin finance journal
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of financial economics
1
Australian journal of management
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Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
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Economies : open access journal
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ECONIS (ZBW)
23
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1
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
2
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
6
Insurance and economic policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-chiang
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581325
Saved in:
7
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
Saved in:
8
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
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