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Mining stock market tendency using GA-based support vector machines

Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Internet and network economics : first international …, (pp. 336-345). 2005

Persistent link: https://www.econbiz.de/10003276544

A model of stock manipulation ramping tricks

Liu, Ke; Lai, Kin Keung; Yen, Jerome; Zhu, Qing - In: Computational economics 45 (2015) 1, pp. 135-150

Persistent link: https://www.econbiz.de/10010511326

Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR

Chen, Yanhui; Lai, Kin Keung; Du, Jiangze - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 113-132

Persistent link: https://www.econbiz.de/10010514801

Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

Persistent link: https://www.econbiz.de/10014429264

Is Halloween effect a new puzzle? : evidence from price gap

Xie, Haibin; Qin, Qilin; Wang, Shouyang - In: Review of economics & finance 6 (2016) 4, pp. 19-31

Persistent link: https://www.econbiz.de/10011577022

Market inefficiencies associated with pricing oil stocks during shocks

Qiao, Kenan; Sun, Yuying; Wang, Shouyang - In: Energy economics 81 (2019), pp. 661-671

Persistent link: https://www.econbiz.de/10012172892

An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries

Bhowmik, Roni; Wang, Shouyang - In: Journal of international trade & commerce 14 (2018) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011948776

Timing the market : the economic value of price extremes

Xie, Haibin; Wang, Shouyang - In: Financial innovation : FIN 4 (2018) 30, pp. 1-24

By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but...

Persistent link: https://www.econbiz.de/10011972589

Risk-return trade-off, information diffusion, and U.S. stock market predictability

Xie, Haibin; Wang, Shouyang - In: International journal of financial engineering 2 (2015) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011493115

Dynamic linkages between the China and international stock markets

Fan, Kui; Lu, Zu-di; Wang, Shouyang - In: Asia-Pacific financial markets 16 (2009) 3, pp. 211-230

Persistent link: https://www.econbiz.de/10003882804