Similar Search Results

The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets

Qiao, Gaoxiu; Teng, Yuxin; Xu, Yanyan; Wang, Lu - In: Applied economics 52 (2020) 1, pp. 85-99

Persistent link: https://www.econbiz.de/10012197378

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

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?

Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014552793

Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market

Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Wang, Lu - In: International review of economics & finance : IREF 92 (2024), pp. 415-437

Persistent link: https://www.econbiz.de/10014534917

Hybrid forecasting of crude oil volatility index : the cross-market effects of stock market jumps

Jiang, Gongyue; Qiao, Gaoxiu; Wang, Lu; Ma, Feng - In: Journal of forecasting 43 (2024) 6, pp. 2378-2398

Persistent link: https://www.econbiz.de/10015110456

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - In: Applied economics letters 18 (2011) 13/15, pp. 1333-1340

Persistent link: https://www.econbiz.de/10009348029

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - 2010

Persistent link: https://www.econbiz.de/10010211620

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - 2010

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct cointegration approaches confirm the latter through...

Persistent link: https://www.econbiz.de/10008736105

Partner-level internal control opinion shopping and its economic consequences : evidence from "SOX 404" in an emerging market

Guo, Yingwen; Guo, Yingjie; Mo, Phyllis Lai Lan; Zhang, Xu - In: Journal of accounting and public policy 42 (2023) 6, pp. 1-22

Persistent link: https://www.econbiz.de/10014461614