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The relationships between petroleum and stock returns : an asymmetric dynamic equi-correlation approach
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Energy economics 56 (2016), pp. 453-463
Persistent link: https://www.econbiz.de/10011664485
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Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
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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
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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
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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
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Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index
Wang, Fang; Zheng, Xu - In: China finance review international 7 (2017) 3, pp. 323-342
Persistent link: https://www.econbiz.de/10011797835
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Market-wide overconfidence and stock returns
Chen, Qiang; Han, Yu; Huang, Ying - In: The journal of futures markets 44 (2024) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
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Do shifts in regimes impact the disposition effect implied by prospect theory models?
Lin, Haonan; Zheng, Xu - In: Applied economics letters 29 (2022) 13, pp. 1168-1176
Persistent link: https://www.econbiz.de/10013412071
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Should (co)jump variation be included in asset allocation?
Chen, Zirong; Lin, Haonan; Zheng, Xu - In: Applied economics letters 29 (2022) 20, pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
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Nominal price illusion, return skewness, and momentum
Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062608