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Risk factors in the Indonesian stock market
Li, Nanqi; Wei, Chishen; Zhang, Linti - In: Pacific-Basin finance journal 82 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014463361
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Machine learning, anomalies, and the expected market return : evidence from China
Du, Qingjie; Wang, Yang; Wei, Chishen; Wei, K. C. John - In: Pacific-Basin finance journal 82 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463596
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Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
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Robust test of the January effect in stock markets using Markov-switching model
Chu, Chia-shang James; Liu, Tung; Rathinasamy, R. S. - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 22-33
Persistent link: https://www.econbiz.de/10002507016
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Federal securities regulations and stock market returns
Liu, Tung; Santoni, Gary James; Stone, Courtenay C. - 2009
Persistent link: https://www.econbiz.de/10008650215
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619368
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009012018
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
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Manager sentiment bias and stock returns : evidence from China
Chen, Shaoling; Liu, Tianjue; Peng, Qing; Zhao, Yu - In: Emerging markets, finance and trade : EMFT 58 (2022) 3, pp. 823-836
Persistent link: https://www.econbiz.de/10012821619
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Underreaction and overreaction in Bitcoin market
Liu, Tianquan; Wang, Yiming; Yan, Yu - In: Applied economics letters 30 (2023) 12, pp. 1685-1691
Persistent link: https://www.econbiz.de/10014304934