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A note on the predictability of excess bond returns and regime shifts

Zhu, Xiaoneng - In: Finance research letters 8 (2011) 2, pp. 101-109

Persistent link: https://www.econbiz.de/10009301292

European business cycles and stock return predictability

Zhu, Yanjian; Zhu, Xiaoneng - In: Finance research letters 11 (2014) 4, pp. 446-453

Persistent link: https://www.econbiz.de/10011300431

The reaction of international stock markets to Federal Reserve policy

Wang, Jing; Zhu, Xiaoneng - In: Financial markets and portfolio management 27 (2013) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10009720953

Predicting stock returns : a regime-switching combination approach and economic links

Zhu, Xiaoneng; Zhu, Jie - In: Journal of banking & finance 37 (2013) 11, pp. 4120-4133

Persistent link: https://www.econbiz.de/10010245613

A regime-switching Nelson-Siegel term structure model and interest rate forecasts

Xiang, Ju; Zhu, Xiaoneng - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 522-555

Persistent link: https://www.econbiz.de/10009786516

Capital gains, illiquidity, and stock returns

Lei, Xiaoyan; Zhou, Yuegang; Zhu, Xiaoneng - In: Pacific-Basin finance journal 25 (2013), pp. 273-293

Persistent link: https://www.econbiz.de/10010346740

Dynamic factors and asset pricing : international and further U.S. evidence

He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39

Persistent link: https://www.econbiz.de/10011471528

Yield factors, the expectations hypothesis and regime shifts

Cao, Rui; Zhu, Xiaoneng; Rahman, Shahidur - In: Annals of economics and finance 15 (2014) 2, pp. 411-431

Persistent link: https://www.econbiz.de/10010481160

Out-of-sample bond risk premium predictions : a global common factor

Zhu, Xiaoneng - In: Journal of international money and finance 51 (2015), pp. 155-173

Persistent link: https://www.econbiz.de/10011475246

The Momentum of News

Wang, Ying - 2018

Relying on a comprehensive data set of news releases, we construct monthly firm-level news sentiment scores during the 2000–2016 period and document a news momentum phenomenon of stocks with more positive news in the past generating more positive news in the future. We propose three hypotheses...

Persistent link: https://www.econbiz.de/10012909354