Similar Search Results

Share pledge transactions as an investor sentiment indicator : evidence from China

Lu, Hengzhen; Zhu, Xiaoyu; Wang, Jianli; Yick, Ho Yin - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 230-238

Persistent link: https://www.econbiz.de/10013258484

Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China

Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443

Persistent link: https://www.econbiz.de/10014381870

Forecasting EUA futures volatility with geopolitical risk : evidence from GARCH-MIDAS models

Lu, Hengzhen; Gao, Qiujin; Xiao, Ling; Dhesi, Gurjeet - 2024

Persistent link: https://www.econbiz.de/10015134051

Effects of investor sentiment on stock volatility : new evidences from multi-source data in China's green stock markets

Gao, Yang; Zhao, Chengjie; Sun, Bianxia; Zhao, Wandi - In: Financial innovation : FIN 8 (2022), pp. 1-30

The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic field and the real financial industry. With the proposal of China's "dual carbon" target, green stocks have gradually become an essential branch of Chinese stock markets. Focusing...

Persistent link: https://www.econbiz.de/10013368470

Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?

Ren, Ying-hua; Tan, Anqi; Zhu, Huiming; Zhao, Wanru - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013375403

Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion

Zhao, Wandi; Gao, Yang - In: Emerging markets review 59 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10014533597

Multiscale features of extreme risk spillover networks among global stock markets

Ren, Ying-hua; Zhao, Wanru; You, Wan-hai; Zhu, Huiming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013538942

Measuring liquidity with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model

Zhao, Wandi; Gao, Yang; Wang, Mingjin - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013538992

Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view

Xi, Zenglei; Yu, Jinxiu; Sun, Qingru; Zhao, Wenqi; Wang, He - In: International review of financial analysis 90 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014470341

International commodity market and stock volatility predictability : evidence from G7 countries

Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71

Persistent link: https://www.econbiz.de/10014446887