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Forecasting bull and bear markets : evidence from China

Yu, Xiaojian; Chen, Zewei; Xu, Weidong; Fu, Junhui - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1720-1733

Persistent link: https://www.econbiz.de/10011824719

Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354

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Dynamic spatiotemporal correlation coefficient based on adaptive weight

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Yu, Xuezeng - In: Financial innovation : FIN 9 (2023) 1, pp. 1-43

Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlations...

Persistent link: https://www.econbiz.de/10014288911

The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China

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Persistent link: https://www.econbiz.de/10013345756

Robust approach to earnings forecast : a comparison

Yu, Xiaojian; Zhang, Xiaoqian; Lien, Da-hsiang Donald - In: Journal of forecasting 43 (2024) 5, pp. 1530-1558

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A simple test of the FAMA and French model using daily data : Australian evidence

Faff, Robert W. - In: Applied financial economics 14 (2004) 2, pp. 83-92

Persistent link: https://www.econbiz.de/10001909668

An examination of the relationship between Australian industry equity returns and expected inflation

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Some new evidence on the relationship between beta stability and market conditions

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A test of the intertemporal CAPM in the Australian equity market

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Further evidence on the relationship between beta stability and the length of the estimation period

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