Narrow search
Showing 1 - 5 of 5
Cover Image
Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
Cover Image
A novel explanation for idiosyncratic volatility anomaly : An asset decomposition perspective
Liu, Hao; Chen, Yue; Wan, Wei; Zhang, Qun - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886955
Cover Image
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Pacific-Basin finance journal 76 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Cover Image
Firm age and beta : evidence from China
Liu, Hao; Zhang, Hao; Gao, Ya-Chun; Chen, Xu-Dong - In: International review of economics & finance : IREF 77 (2022), pp. 244-261
Persistent link: https://www.econbiz.de/10013332352
Cover Image
Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market
Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Journal of forecasting 43 (2024) 6, pp. 1770-1794
Persistent link: https://www.econbiz.de/10015110316