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Intraday momentum and stock return predictability : evidence from China

Zhang, Yaojie; Ma, Feng; Zhu, Bo - In: Economic modelling 76 (2019), pp. 319-329

Persistent link: https://www.econbiz.de/10012198353

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

Forecasting the realized volatility in the Chinese stock market : further evidence

Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130

Persistent link: https://www.econbiz.de/10011616957

Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets

Chen, Yixiang; Ma, Feng; Zhang, Yaojie - In: Energy economics 81 (2019), pp. 52-62

Persistent link: https://www.econbiz.de/10012172656

Did the Japanese stock market appropriately price the Takenaka financial reform?

Sakuragawa, Masaya; Watanabe, Yoshitsugu - In: Financial sector development in the Pacific Rim : …, (pp. 317-340). 2009

Persistent link: https://www.econbiz.de/10003852000

International commodity-market tail risk and stock volatility

Zhong, Juandan; Long, Huaigang; Ma, Feng; Wang, Jiqian - In: Applied economics 55 (2023) 49, pp. 5790-5799

Persistent link: https://www.econbiz.de/10014335790

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

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

Global equity market volatility forecasting : new evidence

Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 594-609

Persistent link: https://www.econbiz.de/10012814844

Information, Analysts, and Stock Return Comovement

Hameed, Allaudeen - 2017

Analysts follow disproportionally firms whose fundamentals correlate more with those of their industry peers. This coverage pattern supports models of profit-maximizing information intermediaries producing preferentially information valuable in pricing more stocks. We designate highly followed...

Persistent link: https://www.econbiz.de/10012976655