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Bond return predictability : evidence from 25 OECD countries

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 75 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820862

Has COVID-19 changed the stock return-oil price predictability pattern?

Zhang, Fan; Narayan, Paresh Kumar; Devpura, Neluka - In: Financial innovation : FIN 7 (2021), pp. 1-10

In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by testing whether the COVID-19 pandemic has changed this...

Persistent link: https://www.econbiz.de/10012617355

Structural instability and predictability

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 63 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012263369

Is stock return predictability time-varying?

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 52 (2018), pp. 152-172

Persistent link: https://www.econbiz.de/10011986233

Market sentiment and paradigm shifts

Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - 2015

Persistent link: https://www.econbiz.de/10011344305

Nonlinear effect of sentiment on momentum

Li, Kai - In: Journal of economic dynamics & control 133 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10014535145

Investor sentiment and paradigm shifts in equity return forecasting

Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4301-4325

Persistent link: https://www.econbiz.de/10013369059

Extrapolative asset pricing

Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47

Persistent link: https://www.econbiz.de/10014422547

Economic recession prediction using deep neural network

Wang, Zihao; Li, Kun; Xia, Steve Q.; Liu, Hongfu - In: The journal of financial data science 4 (2022) 3, pp. 108-127

Persistent link: https://www.econbiz.de/10014232765

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