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A new partial-segmentation approach to modeling international stock returns

Karolyi, G. Andrew; Wu, Ying - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 507-546

Persistent link: https://www.econbiz.de/10011929486

Predicting shareholder litigation on insider trading from financial text : an interpretable deep learning approach

Liu, Rong; Mai, Feng; Shan, Zhe; Wu, Ying - In: Information & management : the internat. journal of … 57 (2020) 8, pp. 1-17

Persistent link: https://www.econbiz.de/10012418476

Variance Risk Premium and Return Predictability : Evidence from the Chinese SSE 50 ETF Options

Cui, Zhenyu - 2019

The variance risk premium (VRP) reflects the degree of risk aversion of investors and the overestimation of the probability of extreme losses. We examine a variety of variance risk premiums, including both the upside and downside variance risk premiums, in the Chinese stock market. We find that...

Persistent link: https://www.econbiz.de/10012866014

Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market

Liu, Chenye; Wu, Ying; Zhu, Dongming - In: Economic modelling 114 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013367532

Nonlinear prediction of exchange rates with monetary fundamentals

Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640

Persistent link: https://www.econbiz.de/10001806976

Predictability of short-horizon returns in international equity markets

Patro, Dilip Kumar; Wu, Yangru - In: Journal of empirical finance 11 (2004) 4, pp. 553-584

Persistent link: https://www.econbiz.de/10002145273

Investor attention and carbon return : evidence from the EU-ETS

Zhang, Yinpeng; Chen, Ying; Wu, You; Zhu, Panpan - In: Economic research 35 (2022) 1,1, pp. 709-727

Persistent link: https://www.econbiz.de/10014380467

A comparison of alternative bankruptcy prediction models

Wu, Y.; Gaunt, Clive; Gray, S. - In: Journal of contemporary accounting & economics 6 (2010) 1, pp. 34-45

Persistent link: https://www.econbiz.de/10003995840

Optimal portfolio choice with asset return predictability and nontradable labor income

Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249

Persistent link: https://www.econbiz.de/10011333124

Optimistic bias of analysts' earnings forecasts : does investor sentiment matter in China?

Wu, Yanran; Liu, Tingting; Han, Liyan; Yin, Libo - In: Pacific-Basin finance journal 49 (2018), pp. 147-163

Persistent link: https://www.econbiz.de/10012117688