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Improvements in forecasting of bank stock excess returns using the investor sentiment endurance index : a comparison with CAPM and Fama-French models
He, Ling T.; Casey, K. Michael - In: International journal of financial markets and derivatives 6 (2018) 3, pp. 210-224
Persistent link: https://www.econbiz.de/10011870310
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Impacts of interval computing on stock market variability forecasting
He, Ling T.; Hu, Chenyi - In: Computational economics 33 (2009) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10009521358
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A note on probabilistic confidence of the stock market ILS interval forecasts
Hu, Chenyi - In: Journal of risk finance : the convergence of financial … 11 (2010) 4, pp. 410-415
Persistent link: https://www.econbiz.de/10008656305
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Midpoint method and accuracy of variability forecasting
He, Ling T.; Hu, Chenyi - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 705-715
Persistent link: https://www.econbiz.de/10003951648
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Instability and predictability of factor betas of industrial stocks : the flexible least squares solutions
He, Ling T. - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 619-640
Persistent link: https://www.econbiz.de/10003099286
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The investor sentiment endurance index and its forecasting ability
He, Ling T. - In: International journal of financial markets and derivatives 3 (2012) 1, pp. 61-70
Persistent link: https://www.econbiz.de/10009756396
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Forecasting of housing stock returns and housing prices : evidence from the endurance index of housing investor sentiment
He, Ling T. - In: Journal of financial economic policy 7 (2015) 2, pp. 90-103
Persistent link: https://www.econbiz.de/10011399667