Narrow search
Showing 1 - 6 of 6
Cover Image
Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
Cover Image
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Cover Image
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Cover Image
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Cover Image
Economic policy uncertainty and analyst behaviours : evidence from the United Kingdom
Chen, Min; Zhu, Zhaobo; Han, Peiwen; Chen, Bo; Liu, Jia - In: International review of financial analysis 79 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349538
Cover Image
Temperature and trading behaviours
Liu, Huajin; Zhang, Wei; Zhang, Xiaotao; Liu, Jia - In: International review of financial analysis 78 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013255888