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Halloween Effect in Developed Stock Markets : A US Perspective
Plastun, Oleksiy - 2019
In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...
Persistent link: https://www.econbiz.de/10012889672
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Historical evolution of monthly anomalies in international stock markets
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: Research in international business and finance 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
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Price gap anomaly in the US stock market : the whole story
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012654967
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Halloween effect in developed stock markets : a historical perspective
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 130-138
Persistent link: https://www.econbiz.de/10012642532
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Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, … - 2023
Persistent link: https://www.econbiz.de/10014287801
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Trust and Quality of Growth: A Note
Asongu, Simplice A.; Gupta, Rangan - 2015
shifted the policy debate from growth to inclusive growth. In this short note, we revisit the trust-growth nexus by exploiting … variables are used as additional controls. The findings broadly support the positive role of trust in QG. In addition …, relatively high thresholds of inequality are needed to change this positive trust-QG nexus in some distributions. …
Persistent link: https://www.econbiz.de/10011390923
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Trust and quality of growth : a note
Asongu, Simplice A.; Gupta, Rangan - 2015
shifted the policy debate from growth to inclusive growth. In this short note, we revisit the trust-growth nexus by exploiting … variables are used as additional controls. The findings broadly support the positive role of trust in QG. In addition …, relatively high thresholds of inequality are needed to change this positive trust-QG nexus in some distributions. …
Persistent link: https://www.econbiz.de/10011408408