Bos, Martijn; Demirer, Riza; Gupta, Rangan; Tiwari, Aviral Kumar
(Elsevier, 2018-03)
This paper provides a novel perspective to the oil-stock market nexus by examining the predictive ability of mergers and acquisitions (M&A) over West Texas Intermediate (WTI) oil returns and volatility using a nonparametric ...