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Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Li, Xiao - In: Finance research letters 38 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012485085
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Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi; Vacca, Gianmarco - In: Finance research letters 62 (2024) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
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Financial indicators analysis using machine learning : evidence from Chinese stock market
Yuan, Xianghui; Long, Jun; Jin, Liwei; Guan, Bowen - In: Finance research letters 58 (2023) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10014632674
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Using fear, greed and machine learning for optimizing global portfolios : a Black-Litterman approach
Barua, Ronil; Sharma, Anil Kumar - In: Finance research letters 58 (2023) 3, pp. 1-12
Persistent link: https://www.econbiz.de/10014631505
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Return prediction : a tree-based conditional sort approach with firm characteristics
Wang, Nianling; Zhang, Mingzhi; Zhang, Yuan - In: Finance research letters 60 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014490168
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How has the relationship between oil and the US stock market changed after the Covid-19 crisis?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485162
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Tail risk in the Chinese stock market : an AEV model on the maximal drawdowns
Feng, Yun; Hou, Weijie; Song, Yuping - In: Finance research letters 58 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014581057
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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de; Ceretta, Paulo Sergio; … - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014472961
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Realized semibetas and international stock return predictability
Amaya, Diego; Herrerias, Renata; Vasquez, Aurelio - In: Finance research letters 58 (2023) 3, pp. 1-7
Persistent link: https://www.econbiz.de/10015047322