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Shi, Xiaojun; Wang, Hung-jen; Xing, Chunbing - In: Journal of banking & finance 50 (2015), pp. 19-33

Persistent link: https://www.econbiz.de/10010509153

Forecasting the oil futures price volatility : large jumps and small jumps

Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150

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Forecasting the realized range-based volatility using dynamic model averaging approach

Liu, Jing; Wei, Yu; Ma, Feng; Wahab, M. I. M. - In: Economic modelling 61 (2017), pp. 12-26

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Managerial equity incentives portfolio and the moral hazard of technology investment

Shahzad, Umeair; Luo, Fukai; Pang, Tingyun; Liu, Jing; … - In: Technology analysis & strategic management 33 (2021) 12, pp. 1435-1449

Persistent link: https://www.econbiz.de/10012697662

Research on the performance evaluation of public welfare fund based on dea-Tobit model : Chongqing example

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Forecasting the aggregate oil price volatility in a data-rich environment

Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332

Persistent link: https://www.econbiz.de/10012100341

Pledgee competition, strategic disclosure, and future crash risk

Li, Xiaoxi; Liu, Jing; Wang, Kemin - In: China journal of accounting research : CJAR 12 (2019) 3, pp. 271-291

We investigate whether pledgee competition affects the disclosure choice of firms whose controlling shareholders pledge their shares. We find that pledgee competition is positively related to pledge firms' annual report tone management. This positive relationship is stronger for pledge firms...

Persistent link: https://www.econbiz.de/10012117989

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

Coordination of VMI supply chain with replenishment tactic under risk aversion and sales effort

Liu, Jing; Huang, Fuyou; Ma, Chao - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 3, pp. 389-414

Persistent link: https://www.econbiz.de/10012650692