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Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Jiang, Cuixia; Xiong, Wei; Xu, Qifa; Liu, Yezheng - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012487913
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A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Xiao, Xiang; Hua, Xia; Qin, Kexin - In: Finance research letters 62 (2024) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014530926
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Policy signals, credibility and market expectations : evidence from the Chinese bond market
Li, Na; Feng, Meile; Liu, Rong - In: Finance research letters 58 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014584790
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Political uncertainty and analysts' forecasts : evidence from China
Yu, Sijia; Zhang, Junrui; Qiu, Meng - In: Finance research letters 36 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012483403
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Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Li, Xiao - In: Finance research letters 38 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012485085
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi; Shen, Dehua; Wang, Pengfei; Zhang, Wei - In: Finance research letters 35 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
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Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539