Similar Search Results

Intraday volatility interaction between the crude oil and equity markets

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011475821

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - Economics Department, Queen's University - 2015

futures markets, the fractional model is found to be superior in terms of in-sample fit and also out-of-sample forecasting …

Persistent link: https://www.econbiz.de/10011147853

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015

futures markets, the fractional model is found to be superior in terms of in-sample fit and also out-of-sample forecasting …

Persistent link: https://www.econbiz.de/10011380833

Forecasting Fiji's exports and imports, 2003-2020

Narayan, Paresh Kumar; Narayan, Seema; Prasad, Biman Chand - In: International Journal of Social Economics 35 (2008) October, pp. 1005-1016

the trade balance and current account balances. This has implications for inflation and exchange rate. By forecasting Fiji …

Persistent link: https://www.econbiz.de/10005081325

Stock return forecasting : aome new evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: International review of financial analysis 40 (2015), pp. 38-51

Persistent link: https://www.econbiz.de/10011475601

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015

futures markets, the fractional model is found to be superior in terms of in-sample fit and also out-of-sample forecasting …

Persistent link: https://www.econbiz.de/10010464770

How profitable is the Indian stock market?

Narayan, Paresh Kumar; Ahmed, Huson Ali; Sharma, Susan … - In: Pacific-Basin Finance Journal 30 (2014) C, pp. 44-61

In this paper, using a range of technical trading and momentum trading strategies, we show that the Indian stock market is profitable. We find robust evidence that investing in some sectors is relatively more profitable than investing in others. We show that sectoral heterogeneity with respect...

Persistent link: https://www.econbiz.de/10011116395

How Profitable is the Indian Stock Market?

Narayan, Paresh Kumar; Ahmed, Huson Ali; Sharma, Susan S; … - Deakin University, Faculty of Business and Law, School …

Persistent link: https://www.econbiz.de/10010836350

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

A GARCH model for testing market efficiency

Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138

Persistent link: https://www.econbiz.de/10011475947