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Predicting stock returns : a regime-switching combination approach and economic links

Zhu, Xiaoneng; Zhu, Jie - In: Journal of banking & finance 37 (2013) 11, pp. 4120-4133

Persistent link: https://www.econbiz.de/10010245613

Essays on econometric analysis of price and volatility behavior in asset markets

Zhu, Jie - 2008

Persistent link: https://www.econbiz.de/10003738564

Dynamic factors and asset pricing : international and further U.S. evidence

He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39

Persistent link: https://www.econbiz.de/10011471528

Asset prices and economic fluctuations : the implications of stochastic volatility

Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140

Persistent link: https://www.econbiz.de/10011756611

Understanding time-varying short-horizon predictability

Hammami, Yacine; Zhu, Jie - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430744

Pricing Volatility of Stock Returns with Volatile and Persistent Components

Zhu, Jie - 2010

This paper introduces a two-component volatility model based on first moments of both components to describe the dynamics of speculative return volatility. The two components capture the volatile and the persistent part of volatility, respectively. The model is applied to 10 Asia-Pacific stock...

Persistent link: https://www.econbiz.de/10013142112

Financial distress risk and momentum effects : evidence from China's stock market

Wang, Qian - In: International journal of economics and finance 9 (2017) 12, pp. 153-161

Persistent link: https://www.econbiz.de/10011782901

Executive board member financial expertise and IPO performance

Ettredge, Michael L.; Li, Chan; Wang, Qian; Xu, Yang - In: Accounting horizons : a quarterly publication of the … 35 (2021) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10012516920

Institutional investor inattention and stock price crash risk

Xiang, Cheng; Chen, Fengwen; Wang, Qian - In: Finance research letters 33 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430846

Does corporate diversification strategy affect stock price crash risk?

Wang, Qian; Shen, Jianghua; Ngai, Eric W. T. - In: International journal of production economics 258 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014282762