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The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao; Wei, Peihwang; Osmer, Eric - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
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The relationship between hedge fund performance and stock market sentiment
Yao, Zheng; Osmer, Eric - In: Review of Pacific Basin financial markets and policies 21 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011911876
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Sentiment hedging : how hedge funds adjust their exposure to market sentiment
Yao, Zheng; Osmer, Eric; Zhang, Ruiyi - In: Journal of banking & finance 88 (2018), pp. 147-160
Persistent link: https://www.econbiz.de/10011962598
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The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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The linkage between aggregate investor sentiment and metal futures returns : a nonlinear approach
Zheng, Yao - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 128-142
Persistent link: https://www.econbiz.de/10011574216
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Linear double autoregression
Zhu, Qianqian; Zheng, Yao; Li, Guodong - In: Journal of econometrics 207 (2018) 1, pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
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High-dimensional low-rank tensor autoregressive time series modeling
Wang, Di; Zheng, Yao; Li, Guodong - In: Journal of econometrics 238 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015073791
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Does digital economy policy benefit green innovation? : evidence from heavily polluting industries in China
Wang, Xinyu; Yao, Zheng; Ma, Chaoqun; Wang, Chengang - In: Industry and innovation 31 (2024) 3, pp. 377-407
Persistent link: https://www.econbiz.de/10014554164
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Measuring digitalization capabilities using machine learning
Yang, Jinglan; Liu, Jianghuai; Yao, Zheng; Ma, Chaoqun - In: Research in international business and finance 70 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015056296
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441