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Return dynamics during periods of high speculation in a thinly traded commodity market

Bohl, Martin T.; Stefan, Martin - In: Journal of Futures Markets 40 (2019) 1, pp. 145-159

Persistent link: https://www.econbiz.de/10012189093

Measurement errors in index trader positions data : Is the price pressure hypothesis still invalid?

Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Applied Economic Perspectives and Policy 44 (2021) 3, pp. 1534-1553

Persistent link: https://www.econbiz.de/10012632258

Price discovery dynamics in European agricultural markets

Adämmer, Philipp; Bohl, Martin T. - In: Journal of Futures Markets 38 (2018) 5, pp. 549-562

Persistent link: https://www.econbiz.de/10012082093

Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896

Bohl, Martin T.; Pütz, Alexander; Siklos, Pierre L.; … - In: Journal of Futures Markets 41 (2020) 2, pp. 226-244

Persistent link: https://www.econbiz.de/10012406803

Global risk factors in the returns of listed private equity

Döpke, Jörg; Tegtmeier, Lars - In: Studies in Economics and Finance 35 (2018) 2, pp. 340-360

Purpose: The purpose of this paper is, to study macroeconomic risk factors driving the expected stock returns of listed private equity (LPE). The authors use LPE indices divided into different styles and regions from January 2004 to December 2016 and a set of country stock indices to estimate...

Persistent link: https://www.econbiz.de/10012080036

Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : Evidence from high‐frequency data <sup>†</sup>

Shahzad, Syed Jawad Hussain; Gupta, Rangan; Demirer, Riza; … - In: Scottish Journal of Political Economy 69 (2021) 2, pp. 169-185

Persistent link: https://www.econbiz.de/10012538934

Forecasting realized volatility of international REITs : The role of realized skewness and realized kurtosis

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of Forecasting 41 (2021) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10012632578

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : A note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International Review of Finance 22 (2021) 3, pp. 540-550

Persistent link: https://www.econbiz.de/10012635392

A test of the joint efficiency of macroeconomic forecasts using multivariate random forests

Behrens, Christoph; Pierdzioch, Christian; Risse, Marian - In: Journal of Forecasting 37 (2018) 5, pp. 560-572

Persistent link: https://www.econbiz.de/10012081989

A machine-learning analysis of the rationality of aggregate stock market forecasts

Pierdzioch, Christian; Risse, Marian - In: International Journal of Finance & Economics 23 (2018) 4, pp. 642-654

Persistent link: https://www.econbiz.de/10012082644