Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Liang, Chao; Xu, Yongan; Wang, Jianqiong; Yang, Mo - In: International review of financial analysis 82 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013426479
Cover Image
Financial stress spillover network across Asian countries in the context of COVID-19
Li, Xiafei; Liang, Chao; Ma, Feng - In: Applied economics letters 30 (2023) 7, pp. 965-974
Persistent link: https://www.econbiz.de/10014303608
Cover Image
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao; Luo, Qin; Li, Yan; Luu Duc Toan Huynh - In: Journal of international financial markets, … 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Cover Image
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Cover Image
Policy-oriented restart of supply and demand after COVID-19 : firm-level evidence for China
Liang, Chao; Liu, Bai; Chan, Hing Kai - In: International journal of emerging markets 18 (2023) 11, pp. 4772-4786
Persistent link: https://www.econbiz.de/10014457473