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Alternative long-horizon exchange-rate predictors

Chen, Jian - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 229-250

Persistent link: https://www.econbiz.de/10001211532

Modeling multi-regional innovation diffusion : re-parameterization of the bass model and its applications

Nakajima, Nozomi; Chen, Jian - In: Ōsaka Daigaku keizaigaku 53 (2003) 2, pp. 23-38

Persistent link: https://www.econbiz.de/10001923753

Forecasting the speed of diffusion : considering the effects of acceleration and product category

Chen, Jian; Nakajima, Nozomi - In: Ōsaka Daigaku keizaigaku 53 (2003) 2, pp. 39-52

Persistent link: https://www.econbiz.de/10001923760

The model-free measures and the volatility spread

Chen, Jian; Liu, Xiaoquan - In: Applied economics letters 17 (2010) 16/18, pp. 1829-1833

Persistent link: https://www.econbiz.de/10009232136

Limits of arbitrage and their impact on market efficiency : evidence from China

Chen, Jian; Haboub, Ahmad; Khan, Ali - In: Global finance journal 59 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014545142

International volatility risk and Chinese stock return predictability

Chen, Jian; Jiang, Fuwei; Liu, Yangshu; Tu, Jun - In: Journal of international money and finance 70 (2017), pp. 183-203

Persistent link: https://www.econbiz.de/10011752322

Forecasting Chinese stock market volatility with economic variables

Cai, Weixian; Chen, Jian; Hong, Jimin; Jiang, Fuwei - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 521-533

Persistent link: https://www.econbiz.de/10011764301

The role of variance risk premium in predicting excess stock market return : out-of-sample evidences

Chen, Jian; Chen, Liya; Wang, Xiaoke; Zuo, Haomiao - In: Applied economics letters 22 (2015) 16/18, pp. 1382-1388

Persistent link: https://www.econbiz.de/10011380203

Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market

Xu, Ke; Chen, Yu-Lun; Liu, Bo; Chen, Jian - In: The journal of futures markets 44 (2024) 4, pp. 605-618

Persistent link: https://www.econbiz.de/10014536658

International Volatility Risk and Chinese Stock Return Predictability

Chen, Jian - 2017

This paper investigates the predictive ability of international volatility risk for the daily aggregate Chinese stock market returns. We employ the innovations in implied volatility indices of seven major international markets as our international volatility risk proxies. We find that...

Persistent link: https://www.econbiz.de/10012972144