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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian; Chen, Liya; Wang, Xiaoke; Zuo, Haomiao - In: Applied economics letters 22 (2015) 16/18, pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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The model-free measures and the volatility spread
Chen, Jian; Liu, Xiaoquan - In: Applied economics letters 17 (2010) 16/18, pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
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Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
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Covid-19's adverse effects on a stock market index
Cao, Kang Hua; Li, Qiqi; Liu, Yun; Woo, Chi-keung - In: Applied economics letters 28 (2021) 14, pp. 1157-1161
Persistent link: https://www.econbiz.de/10012589981
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Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method
Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476
Persistent link: https://www.econbiz.de/10011854926