Narrow search
Showing 1 - 5 of 5
Cover Image
Risk measurement distortion : an improved model of return smoothing
Chen, Jiaqi; Tindall, Michael L.; Wu, Wenbo - In: Financial markets and portfolio management 32 (2018) 3, pp. 297-310
Persistent link: https://www.econbiz.de/10011951981
Cover Image
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi; Tindall, Michael L. - In: The journal of alternative investments 19 (2016) 2, pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Cover Image
Online search frequency, retail investor overreaction, and the cross-section of stock returns : evidence from the Chinese stock market
Chen, Jiaqi - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3189-3208
Persistent link: https://www.econbiz.de/10012125743
Cover Image
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang; Chen, Jiaqi; Zhou, Fangzhao; Zhang, Guoqing; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Cover Image
Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective
He, Zhifang; Sun, Hao; Chen, Jiaqi; Yang, Xin; Yin, Zhujia - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014484058