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Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu; Xie, Haibin; Zhang, Huanming - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
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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
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News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
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Forecasting models for the Chinese macroeconomy in a data-rich environment : evidence from large dimensional approximate factor models with mixed-frequency data
Zhang, Qin; Ni, He; Xu, Hao - In: Accounting and finance 63 (2023) 1, pp. 719-767
Persistent link: https://www.econbiz.de/10014301589
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Volatility forecasting using intraday information with the CARR models for the China stock markets
Wu, Chun-Chou; Xu, Wen - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 4, pp. 912-929
Persistent link: https://www.econbiz.de/10014319629
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Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu; Mei, Xueting; Yin, Xuebao - In: Journal of risk : JOR 25 (2023) 5, pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
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Financial stress and returns predictability : fresh evidence from China
Xu, Yongan; Liang, Chao; Wang, Jianqiong - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
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Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu; Mei, Xueting; Yin, Xuebao - In: Journal of risk 25 (2023) 5, pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
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Predicting Chinese consumption series with Baidu
Song, Zhongchen; Coupé, Tom - In: Journal of Chinese economic and business studies 21 (2023) 3, pp. 429-463
Persistent link: https://www.econbiz.de/10014373516
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Forecasting stock closing prices with an application to airline company data
Xu, Xu; Zhang, Yixiang; McGrory, Clare Anne; Wu, Jinran; … - In: Data science and management : DSM 6 (2023) 4, pp. 239-246
Forecasting stock market movements is a challenging task from the practitioners' point of view. We explore how model …
Persistent link: https://www.econbiz.de/10014518025