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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
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Stock returns and inflation : a long-horizon perspective
Boudoukh, Jacob - In: The American economic review 83 (1993) 5, pp. 1346-1355
Persistent link: https://www.econbiz.de/10001154963
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Industry returns and the fisher effect
Boudoukh, Jacob - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1596-1615
Persistent link: https://www.econbiz.de/10001175173
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A unified approach to testing for serial correlation in stock returns
Richardson, Matthew - In: The journal of business : B 67 (1994) 3, pp. 371-399
Persistent link: https://www.econbiz.de/10001167694
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A test for multivariate normality in stock returns
Richardson, Matthew - In: The journal of business : B 66 (1993) 2, pp. 295-321
Persistent link: https://www.econbiz.de/10001144662
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Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie; Gupta, Rangan - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133