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On the relation between predictable market returns and predictable analyst forecast errors
Hughes, John; Liu, Jing; Su, Wei - In: Review of accounting studies 13 (2008) 2/3, pp. 266-291
Persistent link: https://www.econbiz.de/10003744939
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Discussion of "On the relation between predictable market returns and predictable analyst forecast errors"
Garvey, Gerald T. - In: Review of accounting studies 13 (2008) 2/3, pp. 292-294
Persistent link: https://www.econbiz.de/10003745335
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Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui; Liu, Jing; Li, Yan - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248427