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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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The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Applied economics letters 28 (2021) 21, pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
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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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Exchange rate pass-through in the Asian countries : does inflation volatility matter?
Soon, Siew-Voon; Baharumshah, Ahmad Zubaidi; Wohar, Mark E. - In: Applied economics letters 25 (2018) 5, pp. 309-312
Persistent link: https://www.econbiz.de/10011854492