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Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China

Wang, Yudong; Diao, Xundi; Pan, Zhiyuan; Wu, Chongfeng - In: Pacific-Basin finance journal 55 (2019), pp. 127-141

Persistent link: https://www.econbiz.de/10012169519

Dynamic portfolio allocation with time-varying jump risk

Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124

Persistent link: https://www.econbiz.de/10012169946

Oil and the short-term predictability of stock return volatility

Wang, Yudong; Wei, Yu; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 47 (2018), pp. 90-104

Persistent link: https://www.econbiz.de/10012103481

Oil price increases and the predictability of equity premium

Wang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng - In: Journal of banking & finance 102 (2019), pp. 43-58

Persistent link: https://www.econbiz.de/10012162773

Industry equi-correlation : a powerful predictor of stock returns

Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng; Wu, Wenfeng - In: Journal of empirical finance 59 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012437933

Oil implied volatility and expected stock returns along the worldwide supply chain

Li, Chenchen; Wang, Yudong; Wu, Chongfeng - In: Energy economics 114 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013477603

Oil information uncertainty and aggregate market returns : a natural experiment based on satellite data

Hao, Xianfeng; Wang, Yudong; Wu, Chongfeng; Wu, Liangyu - In: Journal of financial markets 70 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015084444

Forecasting stock returns : a time-dependent weighted least squares approach

Wang, Yudong; Hao, Xianfeng; Wu, Chongfeng - In: Journal of financial markets 53 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013271973

Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

While the relationship between oil prices and stock markets is of great interest to economists, previous studies do not differentiate oil-exporting countries from oil-importing countries when they investigate the effects of oil price shocks on stock market returns. In this paper, we address this...

Persistent link: https://www.econbiz.de/10013096494

Retail investor attention and information asymmetry : evidence from China

Chen, Xing; Wu, Chongfeng - In: Pacific-Basin finance journal 75 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013552547