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Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan; Chen, Chuang; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 121 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
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Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: Economic modelling 88 (2020), pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
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Portfolio choice with return predictability and small trading frictions
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: Economic modelling 111 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013349030