1. Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Nel, Jacobus.
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   RePEc:gam:jmathe:v:11:y:2023:i:6:p:1371-:d:1094820.

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2. Industry return lead-lag relationships between the US and other major countries. (2023). Sebastião, Helder ; Silva, Nuno ; Sebastio, Helder ; Monteiro, Ana.
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   In: Mathematics.
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4. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
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9. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN.
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14. Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven.
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15. Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
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16. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). Wohar, Mark ; GUPTA, RANGAN ; Kanda, Patrick.
    In: International Review of Finance.
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17. On the directional predictability of equity premium using machine learning techniques. (2020). Vrontos, Spyridon ; Iworiso, Jonathan.
    In: Journal of Forecasting.
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18. Lagged country returns and international stock return predictability during business cycle recession periods. (2020). Wen, Yi-Chieh ; Li, Bin.
    In: Applied Economics.
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19. Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Piribauer, Philipp ; Huber, Florian ; GUPTA, RANGAN.
    In: International Review of Financial Analysis.
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20. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Liu, Bing-Yue.
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21. The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile.
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22. The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile.
    In: Structural Change and Economic Dynamics.
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23. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
    In: Finance Research Letters.
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24. Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei.
    In: Energy Economics.
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25. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2018). Wohar, Mark ; Kanda, Patrick ; GUPTA, RANGAN.
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26. The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
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