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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
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Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect
He, Zhifang; Zhou, Fangzhao; Xia, Xiaohua; Wen, Fenghua; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2756-2773
Persistent link: https://www.econbiz.de/10012211032
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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
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Dynamic impacts of crude oil price on Chinese investor sentiment : nonlinear causality and time-varying effect
He, Zhifang - In: International review of economics & finance : IREF 66 (2020), pp. 131-153
Persistent link: https://www.econbiz.de/10012390685
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Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market
He, Zhifang - In: International review of economics & finance : IREF 78 (2022), pp. 177-194
Persistent link: https://www.econbiz.de/10013334559
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Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang; Zheng, Jie - In: Applied economics letters 31 (2024) 4, pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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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
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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
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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
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Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang; Dong, Qingma - In: Applied economics 53 (2021) 10, pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453