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Multifractal analysis of realized volatilities in Chinese stock market

Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336

Persistent link: https://www.econbiz.de/10012272033

International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Liu, Fang - In: The North American journal of economics and finance : a … 47 (2019), pp. 168-183

Persistent link: https://www.econbiz.de/10012117833

A novel jump diffusion model based on SGT distribution and its applications

Xu, Weijun; Liu, Guifang; Li, Hongyi - In: Economic modelling 59 (2016), pp. 74-92

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Distributed mean reversion online portfolio strategy with stock network

Zhong, Yannan; Xu, Weijun; Li, Hongyi; Zhong, Weiwei - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1143-1158

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Intra-industry momentum and product market competition around the world

Li, Ting - In: Review of development finance 6 (2016) 1, pp. 16-25

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Investor sentiment and stock volatility : new evidence

Gong, Xue; Zhang, Weiguo; Wang, Junbo; Wang, Chao - In: International review of financial analysis 80 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013366314

Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence

Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013413442

Corporate social responsibility and shareholder wealth : new insights from information spillovers

Ge, Qi; Li, Ting - In: The financial review : the official publication of the … 57 (2022) 1, pp. 179-203

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Do short sellers anticipate late filings?

Dai, Rui; Li, Ting; Zaiats, Nataliya; Zhao, Xinlei - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-22

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Research on the Effect of Firm-Specific Investor Sentiment on Idiosyncratic Volatility Anomaly : Evidence from the Chinese Market

Chen, Haozhi; Zhang, Weiguo - 2022

This paper evaluates how investor sentiment contributes to the explanation of idiosyncratic volatility from a firm-level perspective in the Chinese stock market. After constructing a comprehensive firm-specific investor sentiment (FSIS) index using principal component analysis, we find a...

Persistent link: https://www.econbiz.de/10013403274