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subject:"Forecasting model"
subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~person:"Wu, Ke"
~subject:"Share price"
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Forecasting model
United States
Share price
Capital income
2
Estimation
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Adaptive group LASSO
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Cross-sectional return predictability
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Idiosyncratic volatility
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Wu, Ke
Wohar, Mark E.
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Salisu, Afees A.
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3
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Shamsuddin, Abul
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Wang, Jianqiu
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Wang, Yudong
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Wu, Chunchi
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Xuan Vinh Vo
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Zhu, Min
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1
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International review of economics & finance : IREF
Journal of financial and quantitative analysis : JFQA
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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2
Nonlinearity in the cross-section of stock returns : evidence from China
Wang, Jianqiu
;
Wu, Ke
;
Tong, Guoshi
;
Chen, Dongxu
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 174-205
Persistent link: https://www.econbiz.de/10014424128
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