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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter

Lahiri, Kajal; Wang, Jiazhuo Georg - 1993

Persistent link: https://www.econbiz.de/10000862469

The predictability of Asian exchange rates : evidence from Kalman filter and ARCH estimations

Wang, Jian-xin - In: Journal of multinational financial management 7 (1997) 3, pp. 231-252

Persistent link: https://www.econbiz.de/10001237587

Order flow and the bid-ask spread : an empirical probability model of screen-based trading

Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491

Persistent link: https://www.econbiz.de/10001222036

Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003137236

Return Predictability of Prospect Theory : Evidence from the Thailand Stock Market

Chen, Xi; Wang, Junbo; Zhong, Xiaoling - 2023

Using Thailand stock market data, we find that prospect theory has strong predictive power for returns in the Thailand stock market. This predictive power is strengthened during crises and bear and bull markets. The loss aversion component is the main contributor to the increased predictive...

Persistent link: https://www.econbiz.de/10014355690

Credit default swaps and firm risk

Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692

Persistent link: https://www.econbiz.de/10014432924

International stock volatility predictability : new evidence from uncertainties

Wang, Jiqian; Ma, Feng; Wang, Tianyang; Wu, Lan - In: Journal of international financial markets, … 85 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014433290

Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?

Wang, Jiqian; Guo, Xiaozhu; Tan, Xueping; Chevallier, Julien - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437106

Test for fractional degree stochastic dominance with applications to stock preferences for China and the United States

Wang, Jianli; Xiong, Xiong; Zhou, Lin; Guo, Xu - In: Journal of risk 24 (2021) 2, pp. 89-112

Persistent link: https://www.econbiz.de/10013284833

Two essays on government bond markets

Wang, Junbo - 2005

Persistent link: https://www.econbiz.de/10003906123