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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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Investor Sentiment and Crash Risk in Safe Havens
Ben Nasr, Adnen - 2018
This study examines the relationship between investor sentiment and intraday return dynamics for safe haven assets, with particular focus on crash risk in these assets. Examining intraday returns for a wide range of safe havens proposed in the literature, we find that shocks to investor...
Persistent link: https://www.econbiz.de/10012928575
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Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan; Gupta, Rangan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan; Gupta, Rangan; Onay, Yigit - In: Journal of forecasting 41 (2022) 8, pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745