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Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23

Persistent link: https://www.econbiz.de/10011533690

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319

Are Indian stock returns predictable?

Narayan, Paresh Kumar; Bannigidadmath, Deepa - In: Journal of banking & finance 58 (2015), pp. 506-531

Persistent link: https://www.econbiz.de/10011544053

Large dynamic covariance matrices

Engle, Robert F.; Ledoit, Olivier; Wolf, Michael - 2016

Second moments of asset returns are important for risk management and portfolio selection. The problem of estimating second moments can be approached from two angles: time series and the cross-section. In time series, the key is to account for conditional heteroskedasticity; a favored model is...

Persistent link: https://www.econbiz.de/10011518597

Introduction: Emerging stock and bond markets : performance and volatility

Narayan, Paresh Kumar - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 857-858

Persistent link: https://www.econbiz.de/10011561100

Can governance quality predict stock market returns? : new global evidence

Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Pacific-Basin finance journal 35 (2015) 1, pp. 367-380

Persistent link: https://www.econbiz.de/10011538368

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

An analysis of sectoral equity and CDS spreads

Narayan, Paresh Kumar - In: Journal of international financial markets, … 34 (2015), pp. 80-93

Persistent link: https://www.econbiz.de/10011474484

Oil price and stock returns of consumers and producers of crude oil

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 34 (2015), pp. 245-262

Persistent link: https://www.econbiz.de/10011474548

Stock return forecasting : aome new evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: International review of financial analysis 40 (2015), pp. 38-51

Persistent link: https://www.econbiz.de/10011475601