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Sentiment approach to negative expected return in the stock market

Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34

Persistent link: https://www.econbiz.de/10010258585

Dynamic asset pricing model with heterogeneous sentiments

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253

Persistent link: https://www.econbiz.de/10010192963

Sentiment asset pricing model with consumption

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467

Persistent link: https://www.econbiz.de/10009708902

Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model

Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972

Persistent link: https://www.econbiz.de/10010399534

Dynamic sentiment asset pricing model

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367

Persistent link: https://www.econbiz.de/10010417680

Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing

Liang, Hanchao; Yang, Chunpeng; Zhang, Rengui; Cai, … - In: The North American journal of economics and finance : a … 40 (2017), pp. 85-102

Persistent link: https://www.econbiz.de/10011878792

Labor reallocation in China : 1978 - 2011

Lei, Chaochao; Zhang, Rengui; Wu, Baocheng - In: Economic modelling 35 (2013), pp. 668-673

Persistent link: https://www.econbiz.de/10010336725

Moran's I test of spatial panel data model : based on bootstrap method

Ren, Tongxian; Long, Zhihe; Zhang, Rengui; Chen, Qingqing - In: Economic modelling 41 (2014), pp. 9-14

Persistent link: https://www.econbiz.de/10010438511

The early-warning system of stock market crises with investor sentiment : Evidence from China

Zhang, Rengui; Xian, Xueshen; Fang, Haowen - In: International Journal of Finance & Economics 24 (2018) 1, pp. 361-369

Persistent link: https://www.econbiz.de/10012082670

The study of the price of gold futures based on heterogeneous investors' overconfidence

Jiang, Wei; Luan, Pupu; Yang, Chunpeng - In: China Finance Review International 4 (2014) 1, pp. 24-41

Purpose – The purpose of this paper is to research and analyze the price of gold futures based on heterogeneous investors' overconfidence. Design/methodology/approach – This paper divides the traders of gold futures market into two kinds: the speculators and arbitrageurs, and then constructs...

Persistent link: https://www.econbiz.de/10014694739