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~person:"Gao, Bin"
~person:"Li, Pan"
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Index futures
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Index-Futures
5
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3
Behavioural finance
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Börsenkurs
3
Forecasting model
3
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3
Share price
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Derivat
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futures market sentiment
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Markov chain
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Markov regime switching
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Mixed-frequency
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Oil futures market
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Oil price
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Prognose
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Stock index
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Gao, Bin
Li, Pan
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11
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5
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Lau, Chi Keung
4
Lee, Cheng F.
4
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin
;
Liang, Wen-guang
;
Xu, Zhong-yue
;
Xie, Jun
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
13
,
pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
Saved in:
3
Forecasting excess returns and abnormal trading volume using investor sentiment : evidence from Chinese stock index futures market
Gao, Bin
;
Xie, Jun
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
3
,
pp. 593-612
Persistent link: https://www.econbiz.de/10012211483
Saved in:
4
Investor trading behavior and sentiment in futures markets
Gao, Bin
;
Yang, Chunpeng
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 707-720
Persistent link: https://www.econbiz.de/10012123434
Saved in:
5
Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin
;
Yang, Chunpeng
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
Saved in:
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