Similar Search Results

Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA

Guo, Yaoqi; Yu, Zhuling; Yu, Chenxi; Cheng, Hui; Chen, … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013287728

How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?

Guo, Yaoqi; Deng, Yiwen; Zhang, Hongwei - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014505910

Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic : evidence from the time and frequency domains

Wang, Ying; Zhang, Hongwei; Gao, Wang; Yang, Cai - In: Tourism economics : the business and finance of tourism … 29 (2023) 2, pp. 460-487

Persistent link: https://www.econbiz.de/10014246045

Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data

Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328

Persistent link: https://www.econbiz.de/10014338888

Do industries predict stock market volatility? : evidence from machine learning models

Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of international financial markets, … 90 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014494704

Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models

Niu, Zibo; Wang, Chenlu; Zhang, Hongwei - In: International review of financial analysis 89 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014467061

Do Industries Predict Stock Market Volatility? A High Frequency Perspective Based on a Machine Learning Approach

Niu, Zibo; Demirer, Riza; Suleman, Mouhammed Tahir; … - 2023

In a novel take on the gradual information diffusion hypothesis of Hong et al. (2007), we examine the predictive role of industries over aggregate stock market volatility. Using high frequency data for U.S. industry indexes and various heterogeneous autoregressive (HAR) type and machine learning...

Persistent link: https://www.econbiz.de/10014355716

The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US

Guo, Yawei; Li, Jianping; Li, Yehua; You, Wan-hai - In: Energy economics 97 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012820832

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