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Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices

Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013413403

Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach

Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012667335

On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators

Demirer, Rıza; Demos, Guilherme; Gupta, Rangan; … - In: Quantitative finance 19 (2019) 5, pp. 843-858

Persistent link: https://www.econbiz.de/10012194719

Financial turbulence, systemic risk and the predictability of stock market volatility

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Global finance journal 52 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013412548

Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10013547864

Stock Market Bubbles and the Forecastability of Goldreturns (and Volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2023

Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at short-, medium- and long-term horizons forthe stock markets of the G7 and the BRICS countries. We were able to detect majorcrashes and rallies in the 12 stock markets over the...

Persistent link: https://www.econbiz.de/10014353907