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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
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Are advanced emerging market stock returns predictable? : a regime-switching forecast combination approach
Bahrami, Afsaneh; Shamsuddin, Abul; Uylangco, Katherine - In: Pacific-Basin finance journal 55 (2019), pp. 142-160
Persistent link: https://www.econbiz.de/10012169521
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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
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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
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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
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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
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Fundamental determinants of the Australian price-earnings multiple
Shamsuddin, Abul; Hillier, John R. - In: Pacific-Basin finance journal 12 (2004) 5, pp. 565-576
Persistent link: https://www.econbiz.de/10002375014
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Investor sentiment and the price-earnings ratio in the G7 stock markets
Rahman, Md Lutfur; Shamsuddin, Abul - In: Pacific-Basin finance journal 55 (2019), pp. 46-62
Persistent link: https://www.econbiz.de/10012169508
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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
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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