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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
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Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu; Zhao, Chenchen; Liang, Chao; Jiu, Song - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
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Risk disclosure and stock price crash risk : evidence from Chinese listed firms
Yang, Mo; Dong, Dayong; Xia, Guoen - In: Finance research letters 60 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014490416
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The macroeconomic attention index : evidence from China
Zeng, Qing; Cao, Jiawei; Guo, Yangli; Dong, Dayong - In: Finance research letters 52 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472045
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Strategic information disclosure and the cost of equity capital : evidence from China
Yang, Mo; Li, Yan; Dong, Dayong - In: Finance research letters 51 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014287050