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Do bond rating changes affect the information asymmetry of stock trading?
He, Yan; Wang, Junbo; Wei, K. C. John - In: Journal of empirical finance 18 (2011) 1, pp. 103-116
Persistent link: https://www.econbiz.de/10009301169
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On the risk return relationship
Wang, Jian-xin; Yang, Minxian - In: Journal of empirical finance 21 (2013), pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
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Prospect theory and corporate bond returns : an empirical study
Zhong, Xiaoling; Wang, Junbo - In: Journal of empirical finance 47 (2018), pp. 25-48
Persistent link: https://www.econbiz.de/10012103496
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
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Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Oil and the short-term predictability of stock return volatility
Wang, Yudong; Wei, Yu; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 47 (2018), pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
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Stock liquidity and corporate diversification : evidence from China's split share structure reform
Gu, Lifeng; Wang, Yixin; Yao, Wentao; Zhang, Yilin - In: Journal of empirical finance 49 (2018), pp. 57-80
Persistent link: https://www.econbiz.de/10012117719