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Forecasting bond returns in a macro model
Hou, Keqiang; Li, Xing; Li, Zeguang; Wu, Ting - In: International review of economics & finance : IREF 72 (2021), pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
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Attention : implied volatility spreads and stock returns
Gao, Xuechen; Wang, Xuewu; Yan, Zhipeng - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10012312341
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Forecasting European stock volatility : the role of the UK
Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
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LASSO-based high-frequency return predictors for profitable Bitcoin investment
Huang, Weige; Gao, Xiang - In: Applied economics letters 29 (2022) 12, pp. 1079-1083
Persistent link: https://www.econbiz.de/10013412041
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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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Relative investor sentiment measurement
Gao, Xiang; Walther, Thomas; Wang, Zhan - 2022
Persistent link: https://www.econbiz.de/10013273504
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Relative investor sentiment measurement
Gao, Xiang; Koedijk, Kees; Walther, Thomas; Wang, Zhan - 2022
Persistent link: https://www.econbiz.de/10013260213
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Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun; Gao, Xiang; Liu, Xiaoli; Wang, Zhan - In: Journal of risk 24 (2022) 5, pp. 75-88
Persistent link: https://www.econbiz.de/10014546352