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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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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
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Economic policy uncertainty and stock market returns : new evidence
Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013187655
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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
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Applied economics 56 (2024) 37, pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959