Rangan Gupta

University of Pretoria - Department of Economics

South Africa

SCHOLARLY PAPERS

7

DOWNLOADS

152

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Price Gap Anomaly in the US Stock Market: The Whole Story

Number of pages: 39 Posted: 10 Oct 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 73 (333,791)

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Price Gap Anomaly, Trading Strategy, Stock Market, Momentum Effect, Efficient Market Hypothesis

2.

Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis

Number of pages: 27 Posted: 23 Jul 2019
University of the Witwatersrand, Univeristy of Pretoria, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 34 (465,880)

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Income inequality, Panel data, Personal Income

3.

Historical Evolution of Monthly Anomalies in International Stock Markets

Number of pages: 43 Posted: 31 Jul 2019
Sumy State University, University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 21 (535,213)

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Calendar Anomalies, Month of the Year Effect, Stock Market, Efficient Market Hypothesis, January Effect, December Effect, Mark Twain Effect

4.

Decomposition of Income Inequality in France: The role of Interest Rate

Number of pages: 28 Posted: 19 Sep 2019 Last Revised: 23 Jan 2020
Montclair State University - School of Business, Montclair State University - The Feliciano School of Business, Department of Economics, University of Tulsa and University of Pretoria - Department of Economics
Downloads 14 (578,435)

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Decomposition, Income Growth, Inflation, Monetary Policy, Thiel Index

5.

Price and Volatility Linkages between International REITs and Oil Markets

Number of pages: 30 Posted: 08 Dec 2019
Pamukkale University, University of Pretoria - Department of Economics, Texas A&M University (TAMU), Commerce and Middle East Technical University, Department of Business Administration, Earth System Science
Downloads 9 (611,281)

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REITs, oil markets, price and volatility spillovers, structural changes

6.

Multi-Horizon Financial and Housing Wealth Effects across the U.S. States

University of Pretoria Department of Economics Working Paper No. 2019-58
Number of pages: 27 Posted: 24 Aug 2019
Capital Markets Board of Turkey, University of Piraeus - Department of Banking and Financial Management, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 1 (674,874)

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consumption, housing wealth effect, financial wealth effect, multi-step causality

7.

A Re-Evaluation of the Term Spread as a Leading Indicator

International Review of Economics & Finance, Forthcoming
Posted: 14 Sep 2019
Democritus University of Thrace, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and University of Pretoria - Department of Economics

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Inflation, GDP, Forecasting, Support Vector Machines, Term Premium