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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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Short-sales constraints and liquidity change : cross-sectional evidence from the Hong Kong Market
Bai, Min; Qin, Yafeng - In: Pacific-Basin finance journal 26 (2014), pp. 98-122
Persistent link: https://www.econbiz.de/10010498757
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Superstition and stock price crash risk
Bai, Min; Xu, Limin; Yu, Chia-Feng; Zurbruegg, Ralf - In: Pacific-Basin finance journal 60 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012232784
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Limits on executive pay and stock price crash risk : evidence from a quasi-natural experiment
Bai, Min; Wang, Renxiang; Yu, Chia-Feng; Zheng, Jianming - In: Pacific-Basin finance journal 55 (2019), pp. 206-221
Persistent link: https://www.econbiz.de/10012169531
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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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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542