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Investor sentiment and stock volatility : new evidence
Gong, Xue; Zhang, Weiguo; Wang, Junbo; Wang, Chao - In: International review of financial analysis 80 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
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Evaluating the performance of futures hedging using factors-driven realized volatility
Yu, Xing; Li, Yanyan; Gong, Xue; Zhang, Nan - In: International review of financial analysis 84 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013472972
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Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan; Gong, Xue; Ge, Futing; Huang, Jingjing - In: International review of economics & finance : IREF 90 (2024), pp. 123-135
Persistent link: https://www.econbiz.de/10014446892