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Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong; Diao, Xundi; Pan, Zhiyuan; Wu, Chongfeng - In: Pacific-Basin finance journal 55 (2019), pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
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Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of forecasting 41 (2022) 2, pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
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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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Applying machine learning algorithms to predict default probability in the online credit market : evidence from China
Liu, Yi; Yang, Menglong; Wang, Yudong; Li, Yongshan; … - In: International review of financial analysis 79 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013349857
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Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie; He, Mengxi; Liao, Cunfei; Wang, Yudong - In: Finance research letters 55 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
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Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Applied economics 54 (2022) 50, pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306