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Contemporaneous causality among one hundred Chinese cities

Xu, Xiaojie; Zhang, Yun - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 2315-2329

Persistent link: https://www.econbiz.de/10013440474

Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat

Xu, Xiaojie; Zhang, Yun - In: Intelligent systems in accounting, finance & management 29 (2022) 3, pp. 169-181

Persistent link: https://www.econbiz.de/10013402100

Rent index forecasting through neural networks

Xu, Xiaojie; Zhang, Yun - In: Journal of economic studies 49 (2022) 8, pp. 1321-1339

Persistent link: https://www.econbiz.de/10013455861

Industry tournament incentives and the speed of leverage adjustments : evidence from China

Miao, Senlin; Wen, Fenghua; Zhang, Yun - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013460956

Can digital transformation reduce within-firm pay inequality? : evidence from China

Li, Rui; Xu, Shoufu; Zhang, Yun - In: Economic modelling 129 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472049

Oil price uncertainty and audit fees : evidence from the energy industry

Wen, Fenghua; Chen, Meng; Zhang, Yun; Miao, Xiao - In: Energy economics 125 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014478981

Idiosyncratic volatility and stock price crash risk : evidence from china

Cao, Jiahui; Wen, Fenghua; Zhang, Yue; Yin, Zhujia; … - In: Finance research letters 44 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014495033

Office property price index forecasting using neural networks

Xu, Xiaojie; Zhang, Yun - In: Journal of financial management of property and construction 29 (2024) 1, pp. 52-82

Persistent link: https://www.econbiz.de/10014495498

High-frequency CSI300 futures trading volume predicting through the neural network

Xu, Xiaojie; Zhang, Yun - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 26-53

Purpose - For policymakers and participants of financial markets, predictions of trading volumes of financial indices are important issues. This study aims to address such a prediction problem based on the CSI300 nearby futures by using high-frequency data recorded each minute from the launch...

Persistent link: https://www.econbiz.de/10014497016

A high-frequency trading volume prediction model using neural networks

Xu, Xiaojie; Zhang, Yun - In: Decision analytics journal 7 (2023), pp. 1-8

It is an important task to make predictions of trading volumes of financial indices to market participants. In the present study, we focus on this issue for the Chinese Stock Index 300 (CSI300) spot by exploring the high-frequency one-minute data spanning the launch date of the corresponding...

Persistent link: https://www.econbiz.de/10014497231