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Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao; Xu, Yongan; Chen, Zhonglu; Li, Xiafei - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
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Policy uncertainty and carbon neutrality : evidence from China
Zeng, Qing; Ma, Feng; Lu, Xinjie; Xu, Weiju - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553849
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Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
He, Feng; Ma, Feng; Wang, Ziwei; Yang, Bohan - In: International review of financial analysis 75 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804048
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The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng; Cao, Jiawei - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
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Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang; Ma, Feng - In: Finance research letters 64 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
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Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi; Wang, Jiqian; Ma, Feng; Huang, Dengshi; … - In: China finance review international 13 (2023) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
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Can ChatGPT predict Chinese equity premiums?
Ma, Feng; Lyu, Zhichong; Li, Haibo - In: Finance research letters 65 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
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The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei; Wei, Yu - In: Energy economics 74 (2018), pp. 565-581
Persistent link: https://www.econbiz.de/10011972926