The effect of firm and stock characteristics on stock returns: Stock market crash analysis Fulltext Access 13 Pages 2016
Forecasting daily conditional volatility and h-step-ahead short and long Value-at-Risk accuracy: Evidence from financial data Fulltext Access 16 Pages 2016
US financial conditions index and its empirical impact on information transmissions across US-BRIC equity markets Fulltext Access 23 Pages 2016
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets Fulltext Access 11 Pages 2016