Similar Search Results

Forecasting international equity market volatility : a new approach

Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457

Persistent link: https://www.econbiz.de/10013465704

The change in stock-selection risk and stock market returns

Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014234959

Employee stock ownership plan and stock price crash risk

Li, Yan; Sun, Bao; Yu, Shangyao - In: Frontiers of business research in China : selected … 13 (2019) 3, pp. 251-283

Persistent link: https://www.econbiz.de/10012152284

Which types of commodity price information are more useful for predicting US stock market volatility?

Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650

Persistent link: https://www.econbiz.de/10012430321

Comparing with the average : reference points and market reactions to above-average earnings surprises

He, Wen; Li, Yan - In: Journal of banking & finance 117 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012495764

Firm-specific investor sentiment for the Chinese stock market

Li, Yan; Li, Weiping - In: Economic modelling 97 (2021), pp. 231-246

Persistent link: https://www.econbiz.de/10012793415

Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information

Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804153

The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic

Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012484308

A new attention-based LSTM model for closing stock price prediction

Lin, Yuyang; Huang, Qi; Zhong, Qiyin; Li, Muyang; Li, Yan; … - In: International journal of financial engineering 9 (2022) 3, pp. 2250014-1-2250014-17

Persistent link: https://www.econbiz.de/10013367610

A new momentum measurement in the Chinese stock market

Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Pacific-Basin finance journal 73 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013388944