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~subject:"Forecasting model"
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Forecasting model
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ECONIS (ZBW)
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Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Liu, Xinyi
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
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2
Trust-based two-stage order strategy of e-commerce platforms with information asymmetry
Fu, Xiao
;
Wang, Qikai
;
Li, Jie
;
Liu, Yan
;
Han, Guanghua
- In:
European journal of industrial engineering : EJIE
18
(
2024
)
2
,
pp. 242-274
Persistent link: https://www.econbiz.de/10014513148
Saved in:
3
The performance of bid-ask spread estimators under less than ideal conditions
Bleaney, Michael F.
;
Li, Zhiyong
-
2013
Persistent link: https://www.econbiz.de/10010232553
Saved in:
4
Predicting prepayment and default risks of unsecured consumer loans in online lending
Li, Zhiyong
;
Li, Ke
;
Yao, Xiao
;
Wen, Qing
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
1
,
pp. 118-132
Persistent link: https://www.econbiz.de/10012210454
Saved in:
5
The recurrence of financial distress : a survival analysis
Zhou, Fanyin
;
Fu, Lijun
;
Li, Zhiyong
;
Xu, Jiawei
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1100-1115
Persistent link: https://www.econbiz.de/10013349653
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6
Predicting the risk of financial distress using corporate governance measures
Li, Zhiyong
;
Crook, Jonathan N.
;
Andreeva, Galina
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013332726
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7
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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8
Exploring the zoo of predictors for mutual fund performance in China
Li, Zhiyong
;
Rao, Xiao
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463648
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9
Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin
;
Li, Zhiyong
;
Bellotti, Anthony
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
Saved in:
10
On the prediction of stock price crash risk using textual sentiment of management statement
Yao, Xiao
;
Wu, Dongxiao
;
Li, Zhiyong
;
Xu, Haoxiang
- In:
China finance review international
14
(
2024
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10015061654
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