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Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie; Zeng, Qing; Ma, Feng; Shi, Benshan - In: Economic modelling 78 (2019), pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
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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
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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
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Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
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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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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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Forecasting the prices of crude oil using the predictor, economic and combined constraints
Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: Economic modelling 75 (2018), pp. 237-245
Persistent link: https://www.econbiz.de/10012101486
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie; Ma, Feng; Shi, Benshan; Huang, Dengshi - In: Energy economics 70 (2018), pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475