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Forecasting volatility with price limit hits : evidence from Chinese stock market
Chu, Xiaojun; Qiu, Jianying - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 5, pp. 1034-1050
Persistent link: https://www.econbiz.de/10012210669
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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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Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai - In: International review of economics & finance : IREF 90 (2024), pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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Investor sentiment based on scaled PCA method : a powerful predictor of realized volatility in the Chinese stock market
Song, Ziyu; Gong, Xiaomin; Zhang, Cheng; Yu, Changrui - In: International review of economics & finance : IREF 83 (2023), pp. 528-545
Persistent link: https://www.econbiz.de/10014246745
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Sentiment indices and stock returns : evidence from China
Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1063-1080
Persistent link: https://www.econbiz.de/10014253347
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The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin; Zhang, Jie - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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Does idiosyncratic risk matter to momentum profits? : evidence from China
Kao, Wei-Shun; Wang, Li-Hsun; Lin, Chu-Hsiung; Huang, … - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1259-1264
Persistent link: https://www.econbiz.de/10012006820
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The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun; Gozgor, Giray; Lau, Chi Keung; Lu, Zhou - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
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Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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Investor attention on the Russia-Ukraine conflict and stock market volatility : evidence from China
Zhou, Haonan; Lu, Xinjie - In: Finance research letters 52 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472087