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The information content of Chinese volatility index for volatility forecasting
Li, Zhe; Zhang, Wei-guo; Zhang, Yue - In: Applied economics letters 28 (2021) 5, pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
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Synthesized jumps and VIX forecasting : spillover effects from Chinese stock market
Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Pan, Yijun - In: Applied economics letters 31 (2024) 17, pp. 1645-1650
Persistent link: https://www.econbiz.de/10015075569
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Does online investor sentiment impact stock returns? : evidence from the Chinese stock market
Lv, Yanzhao; Piao, Jingzhe; Li, Boning; Yang, Meijuan - In: Applied economics letters 29 (2022) 15, pp. 1434-1438
Persistent link: https://www.econbiz.de/10013412199
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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Investor sentiment in the Chinese stock market : an empirical analysis
Chi, Lixu; Zhuang, Xintian; Song, Dalei - In: Applied economics letters 19 (2012) 4/6, pp. 345-348
Persistent link: https://www.econbiz.de/10009630166
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Firm-specific investor sentiment, stock price synchronicity, and crash risk
Zhang, Zhida; Chen, Runqiu; Luo, Qi - In: Applied economics letters 30 (2023) 4, pp. 450-455
Persistent link: https://www.econbiz.de/10013553637
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Volatility of COVID-19 pandemic
Wang, Kun; Han, Chuan-Hsiang - In: Applied economics letters 30 (2023) 15, pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963