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~person:"Wohar, Mark E."
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Dynamic return-volume relation...
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ECONIS (ZBW)
114
RePEc
3
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1
Causality between trading
volume
and
returns
: evidence from
quantile
regressions
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 144-159
Persistent link: https://www.econbiz.de/10009740837
Saved in:
2
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a
quantile-on-quantile
regression
model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
The role of current account balance in forecasting the US equity premium : evidence from a
quantile
predictive
regression
approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
5
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
Saved in:
6
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric
quantile
causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
7
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
8
Structural breaks in volatility : the case of Chinese stock
returns
Ni, Jinlan
;
Wohar, Mark E.
;
Wang, Beichen
- In:
The Chinese economy
49
(
2016
)
2
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
Saved in:
9
Do cay and cayMS predict stock and housing
returns
? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
10
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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