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~accessRights:"restricted"
~language:"eng"
~person:"Balli, Faruk"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Lien, Da-hsiang Donald"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Article"
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168
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Balli, Faruk
Caporale, Guglielmo Maria
Gupta, Rangan
Lien, Da-hsiang Donald
Ma, Feng
41
Tiwari, Aviral Kumar
40
Mensi, Walid
37
Zaremba, Adam
37
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Xuan Vinh Vo
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ECONIS (ZBW)
116
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Dynamic connectedness between crude oil and equity markets : what about the effects of firm's solvency and profitability positions?
Balli, Faruk
;
Balli, Hatice Ozer
;
Nguyen Thi Thu Ha
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014477802
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
Impact of the Russia-Ukraine war on hospitality equity markets
Balli, Faruk
;
Syed Mabruk Billah
;
Chowdhury, Iftekhar
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
8
,
pp. 2206-2215
Persistent link: https://www.econbiz.de/10014580625
Saved in:
8
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
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