Browsing Economic and Management Sciences by Author "Narayan, Paresh Kumar"

Browsing Economic and Management Sciences by Author "Narayan, Paresh Kumar"

Sort by: Order: Results:

  • Has oil price predicted stock returns for over a century? 
    Narayan, Paresh Kumar; Gupta, Rangan (Elsevier, 2015-03)
    This paper contributes to the debate on the role of oil prices in predicting stock returns. The novelty of the paper is that it considers monthly time-series historical data that span over 150 years (1859:10–2013:12) and ...