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Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10002030002

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio - 2003

Persistent link: https://www.econbiz.de/10013424323

Identifying regime changes in closed-end fund discounts

Hughen, Christopher; Wohar, Mark E. - In: Journal of economics and finance 30 (2006) 1, pp. 115-132

Persistent link: https://www.econbiz.de/10003383211

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

Price gap anomaly in the US stock market : the whole story

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654967

"Black Swans" before the "Black Swan" evidence from international LIBOR–OIS spreads

Olson, Eric; Miller, Scott; Wohar, Mark E. - In: Journal of international money and finance 31 (2012) 6, pp. 1339-1357

Persistent link: https://www.econbiz.de/10009680035

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Fed's unconventional monetary policy and risk spillover in the US financial markets

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 42-52

Persistent link: https://www.econbiz.de/10012431140

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739

What drives stock prices? : Identifying the determinants of stock price movements

Balke, Nathan S.; Wohar, Mark E. - In: Southern economic journal 73 (2006) 1, pp. 55-78

Persistent link: https://www.econbiz.de/10003353857