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International stock market volatility : a data-rich environment based on oil shocks

Lu, Xinjie; Ma, Feng; Wang, Tianyang; Wen, Fenghua - In: Journal of economic behavior & organization : JEBO 214 (2023), pp. 184-215

Persistent link: https://www.econbiz.de/10014478333

Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions

Hao, Jing; He, Feng; Ma, Feng; Fu, Tong - In: The journal of futures markets 43 (2023) 6, pp. 771-791

Persistent link: https://www.econbiz.de/10014293226

Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States

Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320

Persistent link: https://www.econbiz.de/10012173623

Crude oil and BRICS stock markets under extreme shocks : new evidence

Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68

Persistent link: https://www.econbiz.de/10012415223

Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence

Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518664

A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information

Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75

Persistent link: https://www.econbiz.de/10013465762

The role of oil futures intraday information on predicting US stock market volatility

Tang, Yusui; Xiao, Xiao; Wahab, M. I. M.; Ma, Feng - In: Journal of management science and engineering 6 (2021) 1, pp. 64-74

This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework. In-sample results indicate that oil futures intraday information is helpful to increase the predictability. Moreover, compared to the benchmark model, the...

Persistent link: https://www.econbiz.de/10013206077

Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability

Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964

Persistent link: https://www.econbiz.de/10014303607

Oil shocks and stock market volatility : new evidence

Lu, Xinjie; Ma, Feng; Wang, Jiqian; Zhu, Bo - In: Energy economics 103 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013364063

International Financial Integration Through Equity Markets : Which Firms From Which Countries Go Global ?

Claessens, Stijn - 2007

The authors study international financial integration analyzing firms from various countries raising capital, trading equity, and cross-listing in major world stock markets. Using a large sample of 39,517 firms from 111 countries covering the period 1989-2000, they find that, although...

Persistent link: https://www.econbiz.de/10010521761