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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152

Persistent link: https://www.econbiz.de/10013184696

Global risk aversion and emerging market return comovements

Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121

Persistent link: https://www.econbiz.de/10012022952

Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets

Ulussever, Talat; Demirer, Rıza - In: Central Bank Review (CBR) 17 (2017) 3, pp. 77-89

This paper scrutinizes the effect of crude oil prices on herd behavior among investors in the Gulf Cooperation Council (GCC) stock markets. Using firm level data from Saudi Arabia, Qatar, Oman, Kuwait, Bahrain, Dubai and Abu Dhabi stock exchanges, we examine equity return dispersions within...

Persistent link: https://www.econbiz.de/10012217559

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042

Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39

Persistent link: https://www.econbiz.de/10012015767

Industry herding and momentum strategies

Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110

Persistent link: https://www.econbiz.de/10011471555

Global risk exposures and industry diversification with Shariah-compliant equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520

Persistent link: https://www.econbiz.de/10011540670

Bitcoin mining activity and volatility dynamics in the power market

Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013209321

Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data

Shahzad, Syed Jawad Hussain; Gupta, Rangan; Demirer, Rıza - In: Scottish journal of political economy : the journal of … 69 (2022) 2, pp. 169-185

Persistent link: https://www.econbiz.de/10013190691

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013465491