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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
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Computational finance for stochastic volatility and correlation
Ma, Jun - In: Financial asset pricing : theory, global policy and dynamics, (pp. 123-152). 2011
Persistent link: https://www.econbiz.de/10009520341
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
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Sources of the stock price fluctuations in Chinese market
Su, Zhenhua; Ma, Jun; Wohar, Mark E. - In: The European journal of finance 20 (2014) 7/9, pp. 829-846
Persistent link: https://www.econbiz.de/10010462970
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Understanding housing market volatility
Fairchild, Joseph; Ma, Jun; Wu, Shu - In: Journal of money, credit and banking : JMCB 47 (2015) 7, pp. 1309-1337
Persistent link: https://www.econbiz.de/10011402439
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
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Sources of the great moderation : a time-series analysis of GDP subsectors
Enders, Walter; Ma, Jun - In: Journal of economic dynamics & control 35 (2011) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10009127687