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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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Macroeconomic variables and South African stock return predictability
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
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Historical evolution of monthly anomalies in international stock markets
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: Research in international business and finance 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
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Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang - In: Research in international business and finance 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
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Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar; Gupta, Rangan; Bekiros, Stelios - In: Research in international business and finance 49 (2019), pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8
Persistent link: https://www.econbiz.de/10011747216