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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
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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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Analyst collaboration networks and earnings forecast performance
Cao, Shijiao; Liang, Chao - In: International review of financial analysis 93 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543430
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
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Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Liang, Chao; Xu, Yongan; Wang, Jianqiong; Yang, Mo - In: International review of financial analysis 82 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013426479