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The impact of presidential economic approval rating on stock volatility : an industrial perspective

Li, Xiaodan; Gong, Xue; Xing, Lu - In: Finance research letters 63 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014531451

Stock market interactions driven by large declines

Ma, Yong; Zhang, Weiguo; Zhang, Zhengjun; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 159-171

Persistent link: https://www.econbiz.de/10010485770

Multifractal analysis of realized volatilities in Chinese stock market

Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336

Persistent link: https://www.econbiz.de/10012272033

COVID-19, various government interventions and stock market performance

Li, Helong; Chen, Huiqiong; Xu, Guanglong; Zhang, Weiguo - In: China finance review international 13 (2023) 4, pp. 621-632

Persistent link: https://www.econbiz.de/10014427930

Horses for courses : mean-variance for asset allocation and 1/N for stock selection

Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317

Persistent link: https://www.econbiz.de/10012496562

Research on the Effect of Firm-Specific Investor Sentiment on Idiosyncratic Volatility Anomaly : Evidence from the Chinese Market

Chen, Haozhi; Zhang, Weiguo - 2022

This paper evaluates how investor sentiment contributes to the explanation of idiosyncratic volatility from a firm-level perspective in the Chinese stock market. After constructing a comprehensive firm-specific investor sentiment (FSIS) index using principal component analysis, we find a...

Persistent link: https://www.econbiz.de/10013403274

Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets

Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10012033854

The risk spillover effect of COVID-19 breaking news on the stock market

Long, Zhenzhen; Zhao, Yang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 15, pp. 4321-4337

Persistent link: https://www.econbiz.de/10013463036

Information asymmetry, east-west cultural differences, and divergence in investor reactions

Lee, Seungho; Walker, Thomas; Zhang, Aoran; Zhao, Yunfei - In: European financial management : the journal of the … 29 (2023) 4, pp. 1191-1217

Persistent link: https://www.econbiz.de/10014369320

Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic

Xu, Liao; Xue, Mingqi; Zhang, Xuan; Zhao, Yang - In: International review of financial analysis 87 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014457736