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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng; Lu, Fei; Tao, Ying - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
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The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng; Cao, Jiawei - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
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Global tail risk and oil return predictability
Qian, Lihua; Zeng, Qing; Lu, Xinjie; Ma, Feng - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
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Can ChatGPT predict Chinese equity premiums?
Ma, Feng; Lyu, Zhichong; Li, Haibo - In: Finance research letters 65 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014563832