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Are analysts overoptimistic about the prospects of sin firms?

Zhang, Jin; Shin, Haeyoung - In: International journal of financial research 8 (2017) 4, pp. 99-106

Persistent link: https://www.econbiz.de/10011781913

S&P 500 Index inclusions and analysts' forecast optimism

Zhang, Jin; Lin, Eric C.; Shin, Haeyoung - In: The journal of investing 19 (2010) 4, pp. 50-57

Persistent link: https://www.econbiz.de/10009309147

Investor sentiment, variance risk premium and delta-hedged gains

Chen, Yankun; Shu, Jinghong; Zhang, Jin E. - In: Applied economics 48 (2016) 31/33, pp. 2952-2964

Persistent link: https://www.econbiz.de/10011615237

Moment spreads in the energy market

Ruan, Xinfeng; Zhang, Jin E. - In: Energy economics 81 (2019), pp. 598-609

Persistent link: https://www.econbiz.de/10012172876

Expected stock returns and forward variance

Luo, Xingguo; Zhang, Jin E. - In: Journal of financial markets 34 (2017), pp. 95-117

Persistent link: https://www.econbiz.de/10011815206

Risk-neutral moments in the crude oil market

Ruan, Xinfeng; Zhang, Jin E. - In: Energy economics 72 (2018), pp. 583-600

Persistent link: https://www.econbiz.de/10011972460

Forecasting the term structure of Chinese Treasury yields

Luo, Xingguo; Han, Haifeng; Zhang, Jin E. - In: Pacific-Basin finance journal 20 (2012) 5, pp. 639-659

Persistent link: https://www.econbiz.de/10009619800

Carr and Wu's (2020) framework in the oil ETF option market

Jia, Xiaolan; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of commodity markets 31 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014477744

Risk-neutral moments and return predictability : international evidence

Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of forecasting 42 (2023) 5, pp. 1086-1111

Persistent link: https://www.econbiz.de/10014338814

The skewness risk in the energy market

Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-24

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

Persistent link: https://www.econbiz.de/10012801590