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Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei; Ma, Feng - In: Finance research letters 57 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang; Ma, Feng - In: Finance research letters 64 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
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Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng; Lu, Fei; Tao, Ying - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
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Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi; Lu, Xinjie; Ma, Feng; Huang, Dengshi - In: Finance research letters 47 (2022) 1, pp. 1
Persistent link: https://www.econbiz.de/10013457290
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The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng; Cao, Jiawei - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
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Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua; Wang, Jiqian; Ma, Feng; Li, Ziyang - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
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Global tail risk and oil return predictability
Qian, Lihua; Zeng, Qing; Lu, Xinjie; Ma, Feng - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
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Can ChatGPT predict Chinese equity premiums?
Ma, Feng; Lyu, Zhichong; Li, Haibo - In: Finance research letters 65 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014563832