Mark Wohar : Citation Profile

University of Nebraska-Omaha

36

H index

119

i10 index

5087

Citations

RESEARCH PRODUCTION:

264

Articles

117

Papers

3

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   41 years (1983 - 2024). See details.
   Cites by year: 124
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 391.    Total self citations: 137 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo4
   Updated: 2025-05-24    RAS profile: 2025-04-08    
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Relations with other researchers

Works with:

GUPTA, RANGAN (43)

Balcilar, Mehmet (17)

Selmi, Refk (12)

Sibande, Xolani (6)

Tiwari, Aviral (6)

Ozdemir, Zeynel (6)

bouoiyour, jamal (6)

Plastun, Alex (6)

Cepni, Oguzhan (5)

Errami, Youssef (4)

Salisu, Afees (4)

USMAN, OJONUGWA (4)

van Eyden, Renee (4)

Sousa, Ricardo (3)

Theodoridis, Konstantinos (3)

Plakandaras, Vasilios (3)

Floros, Christos (3)

Demirer, Riza (3)

Pierdzioch, Christian (2)

Ogbonna, Ahamuefula (2)

Olayeni, Olaolu (2)

AYINDE, Taofeek (2)

Apostolakis, George (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Wohar.

Is cited by:

GUPTA, RANGAN (792)

Pierdzioch, Christian (211)

Salisu, Afees (125)

Balcilar, Mehmet (103)

Demirer, Riza (81)

Cepni, Oguzhan (62)

Gabauer, David (62)

Bouri, Elie (58)

Tiwari, Aviral (58)

Ji, Qiang (43)

Lau, Chi Keung (38)

Cites to:

GUPTA, RANGAN (429)

Campbell, John (267)

Balcilar, Mehmet (190)

Shiller, Robert (141)

Perron, Pierre (130)

Kilian, Lutz (93)

Diebold, Francis (72)

Sousa, Ricardo (71)

Pesaran, Mohammad (68)

Engle, Robert (68)

Stock, James (65)

Main data

Where Mark Wohar has published?

Journals with more than one article published# docs
Applied Economics16
International Review of Economics & Finance15
The North American Journal of Economics and Finance11
Finance Research Letters10
Energy Economics8
Journal of Macroeconomics7
Applied Economics Letters6
Applied Financial Economics6
Research in International Business and Finance6
The Quarterly Review of Economics and Finance5
Empirical Economics5
Journal of International Money and Finance5
The European Journal of Finance5
Journal of Forecasting4
International Journal of Forecasting4
International Review of Finance4
International Review of Financial Analysis4
Journal of International Financial Markets, Institutions and Money4
Manchester School4
Journal of Applied Econometrics4
International Journal of Finance & Economics3
Journal of Money, Credit and Banking3
Review of Financial Economics3
Journal of International Economics3
International Economics3
Journal of Financial Research3
Southern Economic Journal3
Studies in Nonlinear Dynamics & Econometrics3
The Review of Economics and Statistics3
International Journal of Finance & Economics3
Economic Modelling3
The World Economy2
Emerging Markets Finance and Trade2
Economic Inquiry2
Review of Quantitative Finance and Accounting2
The Journal of Real Estate Finance and Economics2
The Financial Review2
Economics Bulletin2
Open Economies Review2
Global Finance Journal2
Macroeconomic Dynamics2
Journal of Multinational Financial Management2
Empirica2
The Journal of International Trade & Economic Development2
International Economics2
Journal of Regional Analysis and Policy2
Journal of Commodity Markets2
Resources Policy2
Review of Financial Economics2
International Economic Review2
Journal of Economics and Finance2
Bulletin of Economic Research2
Journal of Economics and Business2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics81
Post-Print / HAL8
IZA Discussion Papers / Institute of Labor Economics (IZA)3
Finance / University Library of Munich, Germany2
Working Papers / Federal Reserve Bank of Dallas2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2
EcoMod2010 / EcoMod2

Recent works citing Mark Wohar (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024Nexus between global financial integration and economic growth: An ARDL approach. (2024). Faruk, Mohammad Omar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:161-182.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling. (2024). Lee, Youngbin ; Kim, Yejin. In: Papers. RePEc:arx:papers:2404.07223.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024Africa in Global Public Policy: Theoretical Perspectives and the Role of International Law in Shaping Public Policy in Africa. (2024). Odhiambo, Owilli Mathews ; Kasera, Odhiambo Alphonce ; Oloo, Bruno Charles. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:910-937.

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2024Effect of Public Investment on Private Investment in C̫te d۪Ivoire: A Long-Term Analysis. (2024). Guei, Pierre. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:7:p:3402-3411.

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2025Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies. (2025). Parra-Amado, Daniel ; Bermdez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1303.

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2024Latin Americas non-linear response to pandemic inflation. (2024). Kamin, Steven ; Guerra, Rafael ; Kearns, John ; Upper, Christian ; Vakil, Aatman. In: BIS Working Papers. RePEc:bis:biswps:1209.

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2025Stock Market Calendar Anomalies in Sub-Saharan Africa Stock Markets. (2025). Murekachiro, Dennis. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:2:p:42-49.

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2024The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024The impact of the Covid‐19 pandemic on the environmental sustainability strategies of listed firms in Sweden. (2024). Andersson, Fredrik ; Arvidsson, Susanne. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:462-476.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289.

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2024Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

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2024Spillovers from government policy during a crisis: Evidence from international trade during COVID‐19 lockdowns. (2024). Cardoso, Miguel ; Malloy, Brandon. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1238-1269.

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2024Geopolitical risk, supply chains, and global inflation. (2024). YILMAZKUDAY, HAKAN ; Hoque, Md Rezwanul ; Carmy, Linda Schwartz ; Asadollah, Omid. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3450-3486.

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2024Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053.

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2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

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2024Ideology, Incidence and the Political Economy of Fuel Taxes: Evidence from California 2018 Proposition 6. (2024). Epstein, Lucas ; Muehlegger, Erich. In: Institute of Transportation Studies, Working Paper Series. RePEc:cdl:itsdav:qt6k58771s.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11235.

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2024Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384.

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2024Public and Private Investments: A VAR Analysis of Their Impact of Economic Growth in 18 Advanced Economies. (2024). Caiado, Jorge ; Afonso, Antonio ; al Kanaan, Omar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11426.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2024Mobile Money Use, Digital Banking Services and Velocity of Money in Ghana. (2024). Dadzie, Philomena ; Nambie, Nicholas Bamegne. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-23.

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2024Beyond Intuition: The Role of Financial Knowledge in Navigating Investments in Emerging Markets. (2024). Mahdzan, Nurul Shahnaz ; Chowdhury, Nazreen Tabassum ; Rahman, Mahfuzur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-29.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024The Effects of Geopolitical Risks on Oil Price Volatility. (2024). Doan, Nhien Tuyet ; Truong, Loc Dong ; Kim, Anh Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-46.

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2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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2024Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38.

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2024Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624.

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2024Economic policy uncertainty: Global energy security with diversification. (2024). Dagar, Vishal ; Dagher, Leila ; Doytch, Nadia ; Kagzi, Muneza ; Rao, Amar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:248-263.

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2024The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388.

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2024The paradox of fossil fuel subsidies. (2024). Ginn, William. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:333-358.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024What drives labor force participation rate variability? The case of West Virginia. (2024). Stewart, Shamar ; Beverly, Josh ; Neill, Clinton L. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002189.

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2024Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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2024Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496.

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2024International aggregate risk: Effects on financial stability. (2024). Lucchetta, Marcella. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s016517652400257x.

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2024Labour immobility between industries: Consequences for the macroeconomy. (2024). Basu, Parantap ; Chivers, David ; Park, Changhyun. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000062.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Economic policy uncertainty and tax avoidance: International evidence. (2024). Ramesh, Vishnu K ; Athira, A. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400030x.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018.

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2024International financial integration and financial stress of emerging market economies: The role of institutional quality. (2024). Li, Changtai ; Yeap, Xiu Wei ; Tan, Sook-Rei. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001092.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun ; Sua, Lutfu S ; Wang, Haibo. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122.

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2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002251.

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2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

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2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

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2024On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India. (2024). Sharma, Chandan ; Priya, Pragati. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004316.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Tian, Guangning ; Peng, Yuchao ; Du, Huancheng ; Meng, Yuhao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2024Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Jin, Jiayu ; Zeng, Hong Chao ; Wu, Lei ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814.

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2024Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Li, Yanshuang ; Ohikhuare, Obaika M ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930.

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2024Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121.

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2024Dancing between threats and conflicts: How Chinese energy companies invest amidst global geopolitical risks. (2024). Huang, Zhuo ; Ye, Chengfang ; Lai, Fujun ; Li, Yunzhong. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006157.

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2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2024How do renewable energy, energy innovation and climate change shape the energy transition in USA? Unraveling the role of green finance development. (2024). Walsh, Steven T ; Kumari, Pooja ; Alofaysan, Hind ; Shahzad, Umer ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006558.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2024Discerning the impact of global geopolitical risks on Chinas energy futures market spillovers: Evidence from higher-order moments. (2024). Yin, Lei ; Rong, Xueyun ; Wang, Xinya. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006893.

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2024Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Hu, Xin ; Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2024Energy trade stability of China: Policy options with increasing climate risks. (2024). Zhang, Dayong ; Cai, Xiaoli ; Ji, Qiang ; Luan, Liyuan ; Guo, Kun. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004433.

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Chen, Yanan ; Qi, Haozhi. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024Dampening energy security-related uncertainties in the United States: The role of green energy-technology investment and operation of transnational corporations. (2024). USMAN, OJONUGWA ; Iorember, Paul Terhemba ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s036054422303400x.

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2024Analyzing the connectedness among geopolitical risk, traditional energy and carbon markets. (2024). Zhang, Yanyu ; Jiang, Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:298:y:2024:i:c:s0360544224011848.

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2024Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Ahmad, Munir ; Hossain, Mohammad Razib ; Cuesta, Lizeth ; Iik, Cem ; Tillaguango, Brayan ; Rehman, Abdul. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224015597.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

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2024Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600.

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More than 100 citations found, this list is not complete...

Mark Wohar has edited the books:

YearTitleTypeCited

Works by Mark Wohar:

YearTitleTypeCited
2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
1990The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article15
2011Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
[Full Text][Citation analysis]		paper0
2009Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy.
[Full Text][Citation analysis]		article2
2008The Composition of Industry and the Duration of State Recessions In: Journal of Regional Analysis and Policy.
[Full Text][Citation analysis]		article3
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers.
[Full Text][Citation analysis]		paper76
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling.
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This paper has nother version. Agregated cites: 76		article
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper4
2024On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices In: Asian Economics Letters.
[Full Text][Citation analysis]		article0
2023Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article1
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2019Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014 In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article5
2015Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1992Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review.
[Citation analysis]		article2
2017A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review.
[Full Text][Citation analysis]		article4
2017Do leading indicators forecast U.S. recessions? A nonlinear re€ evaluation using historical data In: International Finance.
[Full Text][Citation analysis]		article25
2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
[Full Text][Citation analysis]		article1
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
[Full Text][Citation analysis]		article8
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: International Review of Finance.
[Full Text][Citation analysis]		article8
2018Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
[Full Text][Citation analysis]		article1
1999Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance.
[Full Text][Citation analysis]		article35
1991NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM In: Journal of Financial Research.
[Full Text][Citation analysis]		article15
1995DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research.
[Full Text][Citation analysis]		article21
2006IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article14
1993BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article71
2004A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures In: Manchester School.
[Full Text][Citation analysis]		article0
2011PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School.
[Full Text][Citation analysis]		article22
2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
[Full Text][Citation analysis]		article7
2018Testing the Efficiency of the Art Market Using Quantile€ Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School.
[Full Text][Citation analysis]		article6
2020What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
[Full Text][Citation analysis]		article8
1997Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics.
[Citation analysis]		article48
2021Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? In: The World Economy.
[Full Text][Citation analysis]		article12
2023What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants In: The World Economy.
[Full Text][Citation analysis]		article6
2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2018Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2019Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article10
2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]		article3
2020Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper10
2023Is there a national housing market bubble brewing in the United States?.(2023) In: Macroeconomic Dynamics.
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2020Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers.
[Citation analysis]
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2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
[Full Text][Citation analysis]		article4
2020Halloween Effect in developed stock markets: A historical perspective.(2020) In: International Economics.
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2021The energy transition, Trump energy agenda and COVID-19 In: International Economics.
[Full Text][Citation analysis]		article5
2021The energy transition, Trump energy agenda and COVID-19.(2021) In: International Economics.
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This paper has nother version. Agregated cites: 5		article
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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This paper has nother version. Agregated cites: 65		article
2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2019Bitcoin: competitor or complement to gold? In: Economics Bulletin.
[Full Text][Citation analysis]		article24
2019Bitcoin: competitor or complement to gold?.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2023Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper3
1996The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness. In: Economic Journal.
[Full Text][Citation analysis]		article16
2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
[Full Text][Citation analysis]		article119
1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article27
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]		article103
2023The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article3
2021Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article14
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
[Full Text][Citation analysis]		article8
2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2017The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
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2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article19
2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers.
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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies In: The North American Journal of Economics and Finance.
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2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
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2020Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance.
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2019Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers.
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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis In: The North American Journal of Economics and Finance.
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2021Evolution of price effects after one-day abnormal returns in the US stock market In: The North American Journal of Economics and Finance.
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2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers.
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2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress In: The North American Journal of Economics and Finance.
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2024Volatility spillovers across the spot and futures oil markets after news announcements In: The North American Journal of Economics and Finance.
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2010Persistence and time-varying coefficients In: Economics Letters.
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2016Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems.
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2006In-sample vs. out-of-sample tests of stock return predictability in the context of data mining In: Journal of Empirical Finance.
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2021Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics.
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2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
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2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics.
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2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers.
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2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? In: Energy Economics.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?.(2019) In: Post-Print.
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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate In: Energy Economics.
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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries In: Energy Economics.
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2013The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis.
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2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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2015Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis.
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2014Examining real interest parity: which component reverts quickest and in which regime?.(2014) In: Discussion Paper Series.
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1998Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis.
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1996Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers.
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2013Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters.
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2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
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2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
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2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
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2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
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2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
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2020Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters.
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2019Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
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