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Industry volatility concentration and the predictability of aggregate stock market volatility
He, Mengxi; Wen, Danyan; Xing, Lu; Zhang, Yaojie - In: International review of economics & finance : IREF 95 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015143902
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Industry volatility spillover and aggregate stock returns
Zhang, Yaojie; He, Mengxi; Wen, Danyan - In: The European journal of finance 30 (2024) 10, pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong; Wang, Yudong; Wen, Danyan - In: Energy economics 126 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014483433