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ECONIS (ZBW)
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Risk measurement distortion : an improved model of return smoothing
Chen, Jiaqi
;
Tindall, Michael L.
;
Wu, Wenbo
- In:
Financial markets and portfolio management
32
(
2018
)
3
,
pp. 297-310
Persistent link: https://www.econbiz.de/10011951981
Saved in:
2
The structure of a machine-built global macro forecasting system
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
1
,
pp. 93-114
Persistent link: https://www.econbiz.de/10011529269
Saved in:
3
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Saved in:
4
A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo
;
Chen, Jiaqi
;
Yang, Zhibin
;
Tindall, Michael L.
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
Saved in:
5
Online search frequency, retail investor overreaction, and the cross-section of stock returns : evidence from the Chinese stock market
Chen, Jiaqi
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3189-3208
Persistent link: https://www.econbiz.de/10012125743
Saved in:
6
R&D spillovers, output subsidies, and privatization in a mixed duopoly : flexible versus irreversible R&D investments
Chen, Jiaqi
;
Lee, Sang-Ho
;
Muminov, Timur K.
- In:
Bulletin of economic research
74
(
2022
)
3
,
pp. 879-899
Persistent link: https://www.econbiz.de/10013348673
Saved in:
7
Cournot-Bertrand comparisons under R&D competition : output versus R&D subsidies
Chen, Jiaqi
;
Lee, Sang-Ho
- In:
International journal of economic theory
19
(
2023
)
1
,
pp. 77-100
Persistent link: https://www.econbiz.de/10014245448
Saved in:
8
R&D spillovers, output subsidies, and privatization in a mixed duopoly : Flexible versus irreversible R&D investments
Chen, Jiaqi
;
Lee, Sang-Ho
;
Muminov, Timur K.
- In:
Bulletin of Economic Research
74
(
2021
)
3
,
pp. 879-899
Persistent link: https://www.econbiz.de/10012809337
Saved in:
9
Oil price uncertainty and the risk‐return relation in stock markets : Evidence from oil‐importing and oil‐exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012407036
Saved in:
10
Endogenous R&D formations in a mixed triopoly under common ownership
Chen, Jiaqi
;
Kim, Doori
;
Lee, Sang-Ho
- In:
Economics of innovation and new technology
34
(
2025
)
2
,
pp. 186-203
Persistent link: https://www.econbiz.de/10015181904
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