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Leverage, excess leverage, and future returns

Caskey, Judson; Hughes, John S.; Liu, Jing - In: Review of accounting studies 17 (2012) 2, pp. 443-471

Persistent link: https://www.econbiz.de/10009573913

Adjusted Long-Term Volatility and Stock Return Predictability

Qiu, Rui; Liu, Jing; Li, Yan - 2022

We design an adjusted long-term volatility (ADJ_LV) indicator by removing the interference information of short-term volatility from the simple long-term volatility indicator to investigate the level of predictive ability that ADJ_LV has for stock returns. In a sample spanning 2000 to 2019 and...

Persistent link: https://www.econbiz.de/10013492042

The change in stock-selection risk and stock market returns

Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014234959

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

Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150

Persistent link: https://www.econbiz.de/10011905038

Forecasting the realized range-based volatility using dynamic model averaging approach

Liu, Jing; Wei, Yu; Ma, Feng; Wahab, M. I. M. - In: Economic modelling 61 (2017), pp. 12-26

Persistent link: https://www.econbiz.de/10011736682

Forecasting the oil futures price volatility : a new approach

Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566

Persistent link: https://www.econbiz.de/10011761312

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

Forecasting oil price volatility using high-frequency data : new evidence

Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012390514

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