Similar Search Results

Economic policy uncertainty and stock market returns : new evidence

Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013187655

Sentiment indices and stock returns : evidence from China

Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1063-1080

Persistent link: https://www.econbiz.de/10014253347

Financial stress and returns predictability : fresh evidence from China

Xu, Yongan; Liang, Chao; Wang, Jianqiong - In: Pacific-Basin finance journal 78 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014463762

Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?

Liang, Chao; Xu, Yongan; Chen, Zhonglu; Li, Xiafei - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3689-3699

Persistent link: https://www.econbiz.de/10014429165

Developing and testing the efficacy of a novel forecasting methodology : theory and evidence from China

Yang, Yuhong; Dogru, Tarik; Liang, Chao; Wang, Jianqiong; … - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2043-2069

Persistent link: https://www.econbiz.de/10015145299

Volatility forecasting revisited using Markov‐switching with time‐varying probability transition

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International Journal of Finance & Economics 27 (2020) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012273409

Volatility forecasting revisited using Markov-switching with time-varying probability transition

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012815077

Forecasting crude oil volatility with uncertainty indicators : new evidence

Li, Xiafei; Liang, Chao; Chen, Zhonglu; Umar, Muhammad - In: Energy economics 108 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013203032

News sentiment and stock return : evidence from managers' news coverages

Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013463167

Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns

Liang, Chao; Xu, Yongan; Wang, Jianqiong; Yang, Mo - In: International review of financial analysis 82 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013426479