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Structural breaks and predictive regression models of aggregate US stock returns

Rapach, David E.; Wohar, Mark E. - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 238-274

Persistent link: https://www.econbiz.de/10003318450

The composition of industry and the duration of state recessions

Kuhlmann, Angela; Decker, Christopher S.; Wohar, Mark E. - In: The journal of regional analysis & policy : JRAP 38 (2008) 3, pp. 206-221

Persistent link: https://www.econbiz.de/10003847554

Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?

Decker, Christopher S.; Wohar, Mark E. - In: Applied economics 39 (2007) 4/6, pp. 727-737

Persistent link: https://www.econbiz.de/10003462007

Changes in the oil price-inflation pass-through

Valcarcel, Victory J.; Wohar, Mark E. - In: Journal of economics & business 68 (2013), pp. 24-42

Persistent link: https://www.econbiz.de/10009773805

Time varying stock return predictability : evidence from US sectors

Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10009728606

Abnormal profits and relative strength in mutual fund returns

Volkman, David A. - In: Review of financial economics : RFE 5 (1996) 2, pp. 101-116

Persistent link: https://www.econbiz.de/10001208722

Why are stock prices so high? : Dividend growth or discount factor?

Balke, Nathan S.; Wohar, Mark E. - 2000

Persistent link: https://www.econbiz.de/10001446210

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Plakandaras, Vasilios - 2019

This paper analyses to what extent a selection of leading indicators is able to forecast U.S. recessions, by means of both dynamic probit models and Support Vector Machine (SVM) models, using monthly data from January 1871 to June 2016. The results suggest that the probit models predict U.S....

Persistent link: https://www.econbiz.de/10012901502

Evolution of price effects after one-day abnormal returns in the US stock market

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012822169

Oil price uncertainty and movements in the US government bond risk premia

Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012654789