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Lei, Yu - In: The journal of insurance issues : official journal of … 42 (2019) 1, pp. 37-65

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The drivers of the great bull stock market of 2015 in China : evidence and policy implications

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A direct measure of investor sentiment

Yin, Haiyuan; Kong, Sophie X.; Kou, Wenjuan - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-22

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A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20

This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...

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Frequency heterogeneity of tail connectedness : evidence from global stock markets

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Predictability of short-horizon returns in international equity markets

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

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Momentum trading, mean reversal and overreaction in Chinese stock market

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Long-term return reversals : value and growth or tax? ; UK evidence

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