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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information

Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804153

Information, analysts, and stock return comovement

Hameed, Allaudeen - 2010

We examine information spillover as a source of stock return synchronicity, where information about highly-followed "prominent" stocks is used to price other "neglected" stocks sharing a common fundamental component. We find that stocks followed by few analysts co-move significantly with...

Persistent link: https://www.econbiz.de/10012462818

Economic constraints and stock return predictability : a new approach

Zhang, Yaojie; Wei, Yu; Ma, Feng; Yi, Yongsheng - In: International review of financial analysis 63 (2019), pp. 1-9

Persistent link: https://www.econbiz.de/10012207360

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

A comprehensive look at stock return predictability by oil prices using economic constraint approaches

Ma, Feng; Wang, Ruoxin; Lu, Xinjie; Wahab, M. I. M. - In: International review of financial analysis 78 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013252647

Forecasting stock returns with cycle-decomposed predictors

Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: International review of financial analysis 64 (2019), pp. 250-261

Persistent link: https://www.econbiz.de/10012208481

Cross-sectional seasonalities and seasonal reversals : evidence from China

Guo, Shuxin; Yuan, Yue; Ma, Feng - In: International review of financial analysis 82 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013426257

Macroeconomic attention, economic policy uncertainty, and stock volatility predictability

Ma, Feng; Guo, Yangli; Chevallier, Julien; Huang, Dengshi - In: International review of financial analysis 84 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013472723