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Hale, Galina; Razin, Asaf; Tong, Hui - 2006

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Credit constraints and stock price volatility

Hale, Galina; Razin, Asaf; Tong, Hui - 2007

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Creditor protection and stock price volatility

Hale, Galina; Razin, Asaf; Tong, Hui - 2007

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Creditor protection, contagion, and stock market price volatility

Hale, Galina; Razin, Asaf; Tong, Hui - 2008

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The impact of creditor protection on stock prices in the presence of credit crunches

Hale, Galina; Razin, Asaf; Tong, Hui - 2009

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Forecasting excess stock returns with crude oil market data

Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324

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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence

Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13

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The role of oil futures intraday information on predicting US stock market volatility

Tang, Yusui; Xiao, Xiao; Wahab, M. I. M.; Ma, Feng - In: Journal of management science and engineering 6 (2021) 1, pp. 64-74

This study investigates the role of oil futures price information on forecasting the US stock market volatility using … futures realized volatility. In particular, the multivariate HAR model outperforms the univariate model. Accordingly …, considering the contemporaneous connection is useful to predict the US stock market volatility. Furthermore, these findings are …

Persistent link: https://www.econbiz.de/10013206077

Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets

Chen, Yixiang; Ma, Feng; Zhang, Yaojie - In: Energy economics 81 (2019), pp. 52-62

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Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States

Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320

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