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Forecasting the stock price of listed innovative SMEs using machine learning methods based on Bayesian optimization : evidence from China

Liu, Wei; Suzuki, Yoshihisa; Du, Shuyi - In: Computational economics 63 (2024) 5, pp. 2035-2068

Persistent link: https://www.econbiz.de/10014550859

Volatility forecasting in the Hang Seng index using the GARCH approach

Liu, Wei; Morley, Bruce - In: Asia-Pacific financial markets 16 (2009) 1, pp. 51-63

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The cross-section of stock returns on The Shanghai Stock Exchange

Wong, Kie Ann; Tan, Ruth Seow-kuan; Liu, Wei - In: Review of quantitative finance and accounting 26 (2006) 1, pp. 23-39

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Further tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Liu, Wei; Liao, Huiling - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-23

In a recent book, Kolari et al. developed a new theoretical capital asset pricing model dubbed the ZCAPM. Based on out-of-sample cross-sectional tests using U.S. stocks, the ZCAPM consistently outperformed well-known multifactor models popular in the finance literature. This paper presents...

Persistent link: https://www.econbiz.de/10013165003