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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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Deviations from the law of one price across cities : testing for a border effect in persistence and volatility
Wohar, Mark E. - In: Journal of economic research 15 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10008656112
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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Environmental accidents and industry structure
Decker, Christopher S.; Wohar, Mark E. - In: Journal of economic research 11 (2006) 1, pp. 17-47
Persistent link: https://www.econbiz.de/10003370391
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Tax rates, default risk, risk premiums and recovery rates : evidence from treasury and municipal bonds
Sheehan, Richard Gerhard; Wohar, Mark E. - In: Journal of economic research 4 (1999) 1, pp. 11-35
Persistent link: https://www.econbiz.de/10001406838
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Gold, platinum and the predictability of bond risk premia
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012487757