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Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets

Qiao, Gaoxiu; Teng, Yuxin; Li, Weiping; Liu, Wenwen - In: The North American journal of economics and finance : a … 49 (2019), pp. 133-151

Persistent link: https://www.econbiz.de/10012269160

Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX

Jiang, Gongyue; Qiao, Gaoxiu; Ma, Feng; Wang, Lu - In: The journal of futures markets 42 (2022) 8, pp. 1518-1548

Persistent link: https://www.econbiz.de/10013288000

Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market

Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Wang, Lu - In: International review of economics & finance : IREF 92 (2024), pp. 415-437

Persistent link: https://www.econbiz.de/10014534917

Hybrid forecasting of crude oil volatility index : the cross-market effects of stock market jumps

Jiang, Gongyue; Qiao, Gaoxiu; Wang, Lu; Ma, Feng - In: Journal of forecasting 43 (2024) 6, pp. 2378-2398

Persistent link: https://www.econbiz.de/10015110456

Forecasting Chinese crude oil futures volatility : new evidence based on dual feature processing of large-scale variables

Qiao, Gaoxiu; Pan, Yijun; Liang, Chao; Wang, Lu; Wang, … - In: Journal of forecasting 43 (2024) 7, pp. 2495-2521

Persistent link: https://www.econbiz.de/10015110480

Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective

Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560

Persistent link: https://www.econbiz.de/10014446494

Price jumps of China's carbon market : the view from market transactions and policy releases

Xu, Yanyan; Chen, Ying; Liu, Jing - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3402-3430

Persistent link: https://www.econbiz.de/10015099084

Institutional Investors’ Corporate Site Visits and Aggressive Financial Reporting

Cui, Xin; Liao, Jing; Wang, Lu - 2022

This study finds that institutional investors’ on-site visits significantly increase financial reporting aggressiveness, proxied by the level of accruals. Our results are robust using alternative measures of aggressive financial reporting, e.g., positive reporting tone and the likelihood of...

Persistent link: https://www.econbiz.de/10014238353

Institutional investors' corporate site visits and aggressive financial reporting

Cui, Xin; Liao, Jing; Wang, Lu - In: Journal of international financial management & accounting 34 (2023) 3, pp. 559-593

Persistent link: https://www.econbiz.de/10014431594

What nurtures fourth industrial revolution? : an investigation of economic and social determinants of technological innovation in advanced economies

Wang, Lu; Luo, Gong-li; Sari, Arif; Shao, Xue-Feng - In: Technological forecasting & social change : an … 161 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012523536