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Generalized disappointment aversion and the cross-section of stock returns

Lu, Xiaohua; Hu, Yonghong - In: Applied economics letters 30 (2023) 17, pp. 2455-2463

Persistent link: https://www.econbiz.de/10014365936

Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015191410

Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures

Goodell, John W.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Journal of financial stability 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014533560

Yield forecasting by machine learning algorithm : evidence from China's A-share market

Hu, Yue; Guo, Haosheng; Huang, Wenli; Xu, Yueling - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1767-1781

Persistent link: https://www.econbiz.de/10014290320

Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach

Liang, Dawei; Xu, Yue; Hu, Yan; Du, Qianqian - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 7, pp. 2118-2128

Persistent link: https://www.econbiz.de/10014290403

Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation

Xu, Danyang; Hu, Yang; Corbet, Shaen; Lang, Chunlin - In: Research in international business and finance 70 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015053793

Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631118

Dynamic Return Connectedness Between Commodities and Travel & Leisure ETFs : Investment Strategies and Portfolio Implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - 2023

We examine return connectedness between the largest US-based oil and gold ETFs and three major travel & leisure ETFs. Such analysis provides substantial value when understanding how investors can diversify sectoral risk. This research also compares several portfolio strategies to explore the...

Persistent link: https://www.econbiz.de/10014354456