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The VolCo index : a measure of the transition from pandemic to equity market

Wang, Kun; Han, Chuan-Hsiang - In: Applied economics letters 30 (2023) 15, pp. 2004-2008

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014324852

Lunar calendar effect : evidence of the Chinese Farmer's Calendar on the equity markets in East Asia

Liu, Wei-han - In: Journal of the Asia Pacific economy 18 (2013) 4, pp. 560-593

This paper examines the statistical relation between the Chinese Farmer's Calendar (CFC) and public market information in 10 East Asian equity markets during 1995-2004. CATREG and CART, two data mining techniques, are employed and the implications of the outcomes are discussed. The outcomes...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015180010

National culture effects on stock market volatility level

Liu, Wei-han - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1229-1253

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012115296

Forecasting the equity premium : can machine learning beat the historical average?

Xu, Xingfu; Liu, Wei-han - In: Quantitative finance 24 (2024) 10, pp. 1445-1461

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196935

Portfolio management using time-varying vine copula : an application on the G7 equity market indices

Nguyen, Phong Minh; Liu, Wei-Han - In: The European journal of finance 29 (2023) 11, pp. 1303-1329

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014323006