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From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei; Ma, Tian - In: Pacific-Basin finance journal 84 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
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Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau; Kong, De-Rong; Lin, Chih-Yung; Lin, Tse-Chun - In: Pacific-Basin finance journal 82 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
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Machine learning, anomalies, and the expected market return : evidence from China
Du, Qingjie; Wang, Yang; Wei, Chishen; Wei, K. C. John - In: Pacific-Basin finance journal 82 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463596
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Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea
Pyo, Sujin; Lee, Jaewook - In: Pacific-Basin finance journal 51 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10012035052
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Analyst coverage, optimism, and stock price crash risk : evidence from China
Xu, Nianhang; Jiang, Xuanyu; Chan, Kam C.; Yi, Zhihong - In: Pacific-Basin finance journal 25 (2013), pp. 217-239
Persistent link: https://www.econbiz.de/10010346744
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Are stock markets in Asia related to carry trade?
Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
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Investor's herding behavior in Asian equity markets during COVID-19 period
Jiang, Rui; Wen, Conghua; Zhang, Ruonan; Cui, Yu - In: Pacific-Basin finance journal 73 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013388982
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699