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Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet; Cakan, Esin; Gupta, Rangan - In: The North American journal of economics and finance : a … 41 (2017), pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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The momentum and reversal effects of investor sentiment on stock prices
Li, Jinfang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012665098
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Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano - In: The North American journal of economics and finance : a … 36 (2016), pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
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On economic uncertainty, stock market predictability and nonlinear spillover effects
Bekiros, Stelios; Gupta, Rangan; Kyeid, Clement - In: The North American journal of economics and finance : a … 36 (2016), pp. 184-191
Persistent link: https://www.econbiz.de/10011672656
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Dynamic price-volume causality in the American housing market : a signal of market conditions
Tsai, I-Chun - In: The North American journal of economics and finance : a … 48 (2019), pp. 385-400
Persistent link: https://www.econbiz.de/10012120272
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Cross-market information transmission and stock market volatility prediction
Wang, Yide; Chen, Zan; Ji, Xiaodong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
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The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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Dynamic relationships between industry returns and stock market returns
Lee, Chien-chiang; Chen, Mei-ping; Chang, Chi-hung - In: The North American journal of economics and finance : a … 26 (2013), pp. 119-144
Persistent link: https://www.econbiz.de/10010364817