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R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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VIX and stock market volatility predictability : a new approach
Liu, Zhichao; Liu, Jing; Zeng, Qing; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
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Jumps and stock market variance during the COVID-19 pandemic : evidence from international stock markets
Zeng, Qing; Lu, Xinjie; Li, Tao; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013461688
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Internet stock message boards and the price-volume relationship : registered users vs non-registered users
Zhang, Zuochao; Shen, Dehua - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491044
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Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing; Tang, Yusui; Yang, Hua; Zhang, Xi - In: Finance research letters 59 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
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Not all the news fitting to reprint : evidence from price-volume relationship
Zhang, Zuochao; Shen, Dehua - In: Finance research letters 62 (2024) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014530797