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A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market : a wavelet-based approach
Chu, Xiaojun, (2016)
Forecasting volatility with price limit hits : evidence from Chinese stock market
Chu, Xiaojun, (2019)
The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting
Chu, Xiaojun, (2023)