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Category-specific EPU indices, macroeconomic variables and stock market return predictability

Zeng, Qing; Lu, Xinjie; Dong, Dayong; Li, Pan - In: International review of financial analysis 84 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013472730

Extreme sentiment and jumps in analyst forecast dispersion

Li, Pan; Chen, Kecai; Zhu, Xiaoneng - In: Finance research letters 62 (2024) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014530870

Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data

Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306

Persistent link: https://www.econbiz.de/10013543121

Biodiversity and stock returns

Ma, Feng; Wu, Hanlin; Zeng, Qing - In: International review of financial analysis 95 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015152583

Site visit information content and return predictability : Evidence from China

Dong, Dayong; Yue, Sishi; Cao, Jiawei - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012660173

The macroeconomic attention index : evidence from China

Zeng, Qing; Cao, Jiawei; Guo, Yangli; Dong, Dayong - In: Finance research letters 52 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472045

The Chinese equity premium predictability : evidence from a long historical data

Ma, Feng; Cao, Jiawei - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472501

Weekly momentum by return interval ranking

Li Pan; Tang, Ya; Xu, Jianguo - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1191-1208

Persistent link: https://www.econbiz.de/10009693386

Speculative Trading and Stock Returns

Pan, Li - 2014

Making use of the excessively speculative Chinese stock market, we test the effect of speculative trading on stock returns. We find a significantly negative relationship between abnormal turnover and future returns. In contrast, past average turnover does not predict returns. The effect of...

Persistent link: https://www.econbiz.de/10013052812

Measuring operating leverage

Chen, Huafeng Jason; Chen, Jason V; Li, Feng; Li, Pengfei - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 112-154

Persistent link: https://www.econbiz.de/10012878856