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International herding : does it differ across sectors?
Ge̜bka, Bartosz; Wohar, Mark E. - In: Journal of international financial markets, … 23 (2013), pp. 55-84
Persistent link: https://www.econbiz.de/10009707511
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Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk; Wohar, Mark E.; Deisting, Florent; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
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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
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Location, location, location : currency effects and return predictability?
Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Applied economics 47 (2015) 16/18, pp. 1883-1898
Persistent link: https://www.econbiz.de/10010511946
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Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Ma, Jun; Wohar, Mark E. - In: International review of economics & finance : IREF 33 (2014), pp. 371-390
Persistent link: https://www.econbiz.de/10010532715
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A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
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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
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
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The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz; Wohar, Mark E. - In: International review of financial analysis 29 (2013), pp. 51-61
Persistent link: https://www.econbiz.de/10010244128