Xolani Sibande
Personal Details
First Name: | Xolani |
Middle Name: | |
Last Name: | Sibande |
Suffix: | |
RePEc Short-ID: | psi1107 |
| |
Terminal Degree: | 2021 Faculty of Economic and Management Sciences; University of Pretoria (from RePEc Genealogy) |
Affiliation
(20%) Department of Economics
Faculty of Economic and Management Sciences
University of Pretoria
Pretoria, South Africahttp://www.up.ac.za/economics
RePEc:edi:decupza (more details at EDIRC)
(80%) South African Reserve Bank
Pretoria, South Africahttp://www.resbank.co.za/
RePEc:edi:rbagvza (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Xolani Sibande & Alistair Milne, 2024. "The impact of Basel III implementation on bank lending in South Africa," Working Papers 11055, South African Reserve Bank.
- Xolani Sibande, 2023. "Monetary policy and herding behaviour in the ZAR market," Working Papers 11053, South African Reserve Bank.
- Kathryn Bankart & Xolani Sibande & Konstantin Makrelov, 2023. "Drivers of corporate credit in South Africa," Occasional Bulletin of Economic Notes 11047, South African Reserve Bank.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022.
"Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets,"
Working Papers
202222, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024. "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Shaun de Jager & Chris Loewald & Konstantin Makrelov & Xolani Sibande, 2022. "Leaningagainstthewindwithfiscalandmonetarypolicy," Working Papers 11033, South African Reserve Bank.
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022.
"On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal,"
Working Papers
202239, University of Pretoria, Department of Economics.
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023. "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, vol. 85(PB).
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020.
"Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data,"
Working Papers
202088, University of Pretoria, Department of Economics.
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market,"
Working Papers
202016, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Historical Evolution of Monthly Anomalies in International Stock Markets,"
Working Papers
201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Rise and Fall of Calendar Anomalies over a Century,"
Working Papers
201902, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Price Gap Anomaly in the US Stock Market: The Whole Story,"
Working Papers
201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018.
"Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017,"
Working Papers
201863, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
Articles
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024.
"Price effects after one-day abnormal returns and crises in the stock markets,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
- Sibande, Xolani, 2024. "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023.
"Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020. "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers 202088, University of Pretoria, Department of Economics.
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023.
"On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal,"
Resources Policy, Elsevier, vol. 85(PB).
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022. "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers 202239, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021.
"Evolution of price effects after one-day abnormal returns in the US stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers 202016, University of Pretoria, Department of Economics.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Halloween Effect in developed stock markets: A historical perspective,"
International Economics, CEPII research center, issue 161, pages 130-138.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, vol. 161(C), pages 130-138.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Price gap anomaly in the US stock market: The whole story,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Historical evolution of monthly anomalies in international stock markets,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Rise and fall of calendar anomalies over a century,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017,"
Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018. "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers 201863, University of Pretoria, Department of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022.
"On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal,"
Working Papers
202239, University of Pretoria, Department of Economics.
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023. "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, vol. 85(PB).
Cited by:
- Chen, Wei & Liu, Jie & Peng, Wenqing & Zhao, Yanlin & Luo, Shilin & Wan, Wen & Wu, Qiuhong & Wang, Yuanzeng & Li, Shengnan & Tang, Xiaoyu & Zeng, Xiantao & Wu, Xiaofan & Zhou, Yu & Xie, Senlin, 2023. "Aging deterioration of mechanical properties on coal-rock combinations considering hydro-chemical corrosion," Energy, Elsevier, vol. 282(C).
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020.
"Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data,"
Working Papers
202088, University of Pretoria, Department of Economics.
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
Cited by:
- Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023. "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 31-48.
- Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020.
"COVID-19 Pandemic and Investor Herding in International Stock Markets,"
Working Papers
202089, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021. "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, vol. 9(9), pages 1-11, September.
- Scharnowski, Stefan & Shi, Yanghua, 2024. "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market,"
Working Papers
202016, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
Cited by:
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024.
"Price effects after one-day abnormal returns and crises in the stock markets,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021.
"Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices,"
Working Papers
202119, University of Pretoria, Department of Economics.
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Weng Hoe Lam & Weng Siew Lam & Kah Fai Liew & Pei Fun Lee, 2023. "Decision Analysis on the Financial Performance of Companies Using Integrated Entropy-Fuzzy TOPSIS Model," Mathematics, MDPI, vol. 11(2), pages 1-18, January.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Historical Evolution of Monthly Anomalies in International Stock Markets,"
Working Papers
201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
Cited by:
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Ivan S. Blahun & Lesia Dmytryshyn & Ivan I. Blahun & Semen Blahun, 2022. "Stock Indices as Indicators of Market Efficiency and Interaction," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 87-106.
- Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022. "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, vol. 61(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Rise and Fall of Calendar Anomalies over a Century,"
Working Papers
201902, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
Cited by:
- Shanaev, Savva & Shuraeva, Arina & Fedorova, Svetlana, 2022. "The Groundhog Day stock market anomaly," Finance Research Letters, Elsevier, vol. 47(PA).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market,"
Working Papers
202016, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021.
"Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices,"
Working Papers
202119, University of Pretoria, Department of Economics.
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Nuray Tosunoğlu & Hilal Abacı & Gizem Ateş & Neslihan Saygılı Akkaya, 2023. "Artificial neural network analysis of the day of the week anomaly in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-24, December.
- Stefanescu Razvan & Dumitriu Ramona, 2021. "The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 293-303.
- Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E., 2021. "Day-of-the-week effect and spread determinants: Some international evidence from equity markets," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 268-288.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022. "Persistence in the Passion Investment Market," CESifo Working Paper Series 9586, CESifo.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Price Gap Anomaly in the US Stock Market: The Whole Story,"
Working Papers
201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Historical Evolution of Monthly Anomalies in International Stock Markets,"
Working Papers
201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
- Kim, Jae H. & Shamsuddin, Abul, 2023. "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Khushboo Aggarwal & Mithilesh Kumar Jha, 2023. "Stock returns seasonality in emerging asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 109-130, March.
- Yasmeen Idilbi-Bayaa & Mahmoud Qadan, 2022. "Tell Me Why I Do Not Like Mondays," Mathematics, MDPI, vol. 10(11), pages 1-22, May.
- Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
- Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022. "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, vol. 61(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Halloween Effect in Developed Stock Markets: A US Perspective,"
Working Papers
201914, University of Pretoria, Department of Economics.
Cited by:
- Matteo Foglia & Eliana Angelini, 2024. "A Riskmas Carol," Global Business Review, International Management Institute, vol. 25(2_suppl), pages 121-137, April.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Price Gap Anomaly in the US Stock Market: The Whole Story,"
Working Papers
201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
Cited by:
- Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022. "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, vol. 47(PB).
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018.
"Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017,"
Working Papers
201863, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
Cited by:
- Shoukun Jiao & Wuyi Ye, 2022. "Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1203-1229, March.
- Caporin, Massimiliano & Costola, Michele, 2022. "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, vol. 111(C).
- Caporina, Massimiliano & Costola, Michele, 2021. "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series 324, Leibniz Institute for Financial Research SAFE.
- Periklis Gogas & Theophilos Papadimitriou & Emmanouil Sofianos, 2022. "Forecasting unemployment in the euro area with machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 551-566, April.
Articles
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023.
"Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
See citations under working paper version above.
- Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020. "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers 202088, University of Pretoria, Department of Economics.
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023.
"On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal,"
Resources Policy, Elsevier, vol. 85(PB).
See citations under working paper version above.
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022. "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers 202239, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021.
"Evolution of price effects after one-day abnormal returns in the US stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
See citations under working paper version above.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers 202016, University of Pretoria, Department of Economics.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Halloween Effect in developed stock markets: A historical perspective,"
International Economics, CEPII research center, issue 161, pages 130-138.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, vol. 161(C), pages 130-138.
Cited by:
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
- Muhammad Sarmad Irtiza & Shahbaz Khan & Nida Baig & Syed Muhammad Ali Tirmizi & Ilyas Ahmad, 2021. "The turn-of-the-month effect in Pakistani stock market," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
- Kenourgios, Dimitris & Samios, Yiannis, 2021. "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 534-544.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Price gap anomaly in the US stock market: The whole story,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
See citations under working paper version above.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Historical evolution of monthly anomalies in international stock markets,"
Research in International Business and Finance, Elsevier, vol. 52(C).
See citations under working paper version above.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Rise and fall of calendar anomalies over a century,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
See citations under working paper version above.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017,"
Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
See citations under working paper version above.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018. "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers 201863, University of Pretoria, Department of Economics.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (4) 2019-03-11 2019-09-02 2022-06-13 2024-02-12. Author is listed
- NEP-HIS: Business, Economic and Financial History (4) 2018-10-29 2019-01-21 2019-03-11 2019-06-24. Author is listed
- NEP-CBA: Central Banking (3) 2022-09-19 2023-12-11 2024-02-12. Author is listed
- NEP-MON: Monetary Economics (3) 2020-10-12 2022-09-19 2023-12-11. Author is listed
- NEP-BAN: Banking (2) 2023-12-11 2024-02-12
- NEP-FDG: Financial Development and Growth (2) 2024-02-12 2024-05-06
- NEP-RMG: Risk Management (2) 2019-06-24 2024-02-12
- NEP-ACC: Accounting and Auditing (1) 2024-02-12
- NEP-AFR: Africa (1) 2024-02-12
- NEP-CFN: Corporate Finance (1) 2024-05-06
- NEP-CIS: Confederation of Independent States (1) 2022-06-13
- NEP-ENE: Energy Economics (1) 2022-10-10
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- NEP-ETS: Econometric Time Series (1) 2018-10-29
- NEP-ISF: Islamic Finance (1) 2020-10-12
- NEP-MAC: Macroeconomics (1) 2018-10-29
- NEP-ORE: Operations Research (1) 2019-06-24
- NEP-PAY: Payment Systems and Financial Technology (1) 2022-10-10
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