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Forecasting bull and bear markets : evidence from China
Yu, Xiaojian; Chen, Zewei; Xu, Weidong; Fu, Junhui - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1720-1733
Persistent link: https://www.econbiz.de/10011824719
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Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald; Wang, Ziling; Yu, Xiaojian - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
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Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald; Zhang, Jiewen; Yu, Xiaojian - In: Economic modelling 113 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
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Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili; Zheng, Yiran; Lien, Da-hsiang Donald; Yu, … - In: Pacific-Basin finance journal 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
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The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei; Yu, Xiaojian; Xiao, Weilin; Zhang, Xili - In: International review of economics & finance : IREF 79 (2022), pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
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Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?"
Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 949-960
Persistent link: https://www.econbiz.de/10010240305
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An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
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Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10001556709