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Good variance, bad variance, and stock return predictability
Zhang, Yaojie; Ma, Feng; Liang, Chao; Zhang, Yi - In: International Journal of Finance & Economics 26 (2020) 3, pp. 4410-4423
Persistent link: https://www.econbiz.de/10012273306
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Global equity market volatility forecasting : New evidence
Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International Journal of Finance & Economics 27 (2020) 1, pp. 594-609
Persistent link: https://www.econbiz.de/10012273386
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Volatility forecasting revisited using Markov‐switching with time‐varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International Journal of Finance & Economics 27 (2020) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012273409
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Which uncertainty is powerful to forecast crude oil market volatility? New evidence
Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International Journal of Finance & Economics 27 (2020) 4, pp. 4279-4297
Persistent link: https://www.econbiz.de/10012407180
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Sentiment indices and stock returns : Evidence from China
Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: International Journal of Finance & Economics (2021)
Persistent link: https://www.econbiz.de/10012535381
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Which predictor is more predictive for Bitcoin volatility? And why?
Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International Journal of Finance & Economics 27 (2020) 2, pp. 1947-1961
Persistent link: https://www.econbiz.de/10013203330