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Investor sentiment, extrapolation and asset pricing
Wu, Huihui; Yang, Chunpeng - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin; Yang, Chunpeng - In: International review of economics & finance : IREF 49 (2017), pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
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Investor sentiment, heterogeneous agents and asset pricing model
Li, Jinfang - In: The North American journal of economics and finance : a … 42 (2017), pp. 504-512
Persistent link: https://www.econbiz.de/10011938189
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The momentum and reversal effects of investor sentiment on stock prices
Li, Jinfang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012665098
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The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
Wang, Ruina; Li, Jinfang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013187642
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Nonlinear traffic prediction as a matrix completion problem with ensemble learning
Li, Wenqing; Yang, Chuhan; Jabari, Saif Eddin - In: Transportation science 56 (2022) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10012820517
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Yearly grain output predictions in China 1980 - 2004
Chen, Xikang; Guo, Ju'e; Yang, Cuihong - In: Economic systems research : journal of the … 20 (2008) 2, pp. 139-150
Persistent link: https://www.econbiz.de/10003753245
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Portfolio turnover when IC is time-varying
Ding, Zhuanxin; Martin, R. Douglas; Yang, Chaojun - In: The journal of asset management 21 (2020) 7, pp. 609-622
Persistent link: https://www.econbiz.de/10012421074