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Political geography and stock market volatility : the role of political alignment across sentiment regimes

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014505058

Business applications and state-level stock market realized volatility : a forecasting experiment

Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022

Persistent link: https://www.econbiz.de/10013448280

Business applications and state-level stock market realized volatility : a forecasting experiment

Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022

Persistent link: https://www.econbiz.de/10013387634

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

Realized stock market volatility of the United States : the role of employee sentiment

Gupta, Rangan; Hall, Savanah; Pierdzioch, Christian - 2023

Persistent link: https://www.econbiz.de/10014317308

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

Animal spirits, the stock market, and the unemployment rate : some evidence for German data

Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016

Models recently studied by Farmer (2012, 2013, 2015) predict that, due to labor-market frictions and "animal spirits", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger-causality tests on more than half a century of data of German...

Persistent link: https://www.econbiz.de/10011415821

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Kapitalanlage - Männer sind vom Mars, Frauen von der Venus?

Pierdzioch, Christian; Stadtmann, Georg - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 120 (2003) 1, pp. 36-39

Persistent link: https://www.econbiz.de/10001725109

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