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Is China the price taker in soybean futures?

Liu, Bruce Jianhe; Wang, Yubin; Wang, Jingjing; Wu, Xin; … - In: China agricultural economic review : publ. in … 7 (2015) 3, pp. 389-404

Persistent link: https://www.econbiz.de/10011405522

Valuing catastrophe equity put options with liquidity risk, default risk and jumps

Tang, Chao; Chen, Peimin; Zhang, Shu - 2025

Persistent link: https://www.econbiz.de/10015372584

Forecasting the volatility of crude oil futures using high-frequency data : further evidence

Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678

Persistent link: https://www.econbiz.de/10011949867

Forecasting the oil futures price volatility : a new approach

Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566

Persistent link: https://www.econbiz.de/10011761312

Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate

Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149

Persistent link: https://www.econbiz.de/10012202498

Forecasting oil price volatility using high-frequency data : new evidence

Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012390514

Network structures and idiosyncratic contagion in the European sovereign credit default swap market

Chen, Wang; Ho, Kung-Cheng; Lu, Yang - In: International review of financial analysis 72 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437342

Which uncertainty is powerful to forecast crude oil market volatility? : new evidence

Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297

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Modeling and managing stock market volatility using MRS-MIDAS model

Chen, Wang; Lu, Xinjie; Wang, Jiqian - In: International review of economics & finance : IREF 82 (2022), pp. 625-635

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Positive Feedback Trading and Stock Prices : Evidence from Mutual Funds

Peng, Cameron - 2019

We show that mutual funds contribute to cross-sectional momentum and excess volatility through positive feedback trading. Stocks held by positive feedback funds exhibit much stronger momentum, almost doubling the returns from a simple momentum strategy. This “enhanced” momentum is robust to...

Persistent link: https://www.econbiz.de/10012893654