Professor Mark Wohar
Professor of International Finance
Economics; financial economics; econometrics; financial risk management; banking; international economics; finance
Mark Wohar is a Visiting Professor of International Finance at Loughborough University and Distinguished Professor of Economics at University of Nebraska at Omaha in the United States.
Mark’s research primarily focuses on the modelling and forecasting of Financial and Economic time series such as Stock Returns, Interest Rates and Exchange Rates. However, he also has interests in Applied Econometric problems, International Financial Markets, Central Banking and Regional Economics.
Mark is the author of over 120 refereed journal articles including publications in leading Finance and Economics journals such as: Journal of Finance, American Economic Review, Journal of International Economics, Journal of Development Economics, Review of Economics and Statistics and Journal of Money, Credit and Banking. Mark has also published in Management Science journals such as Journal of Forecasting and International Journal of Forecasting.
Mark has also edited 3 books and contributed 7 chapters to books. His work has received numerous research awards and been heavily cited achieving about 3,000 citations according to Google scholar. He has also been ranked in the top 5% of economists (http://ideas.repec.org/top/top.person.nbworks.html#pwo4 ).
“Expected Returns and Expected Dividend Growth: Time to Rethink an Established Empirical Literature,” (With Jun Ma) Applied Economics 46 (21) (2014): 2462-2476: .
“Forecasting Returns: New European Evidence” (With Steven J. Jordan and Andrew Vivian) Journal of Empirical Finance 26 (March 2014): 76-95
“The Relationship Between Energy and Equity Markets: Evidence From Volatility Impulse Response Functions,” (With Eric Olson and Andrew Vivian) Energy Economics, 41 (2014): 95-109.
“Determining What Drives Stock Prices: Proper Inference is Crucial: Evidence From the UK” (With Jun Ma) International Review of Economics and Finance (Forthcoming)
“The Conditional Influence of Term Spread and Pattern Changes on Future Equity Returns,” (with David A. Volkman and Olivier J.P. Maisondieu Laforge) Applied Economics, 46(9) (2014): 913-923.