Narrow search
Showing 1 - 10 of 42
Cover Image
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Cover Image
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
Cover Image
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 : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Cover Image
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
Cover Image
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu; Ma, Feng; Zhang, Yaojie; Zuoping, Xiao - In: Applied economics 51 (2019) 49, pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Cover Image
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
Cover Image
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
Cover Image
Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng; Lu, Fei; Tao, Ying - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
Cover Image
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui; Ma, Feng; Zhang, Yaojie; Wei, Yu - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Cover Image
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui; Ma, Feng; Wahab, M. I. M.; Wei, Yu - In: Applied economics 54 (2022) 58, pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246