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Leverage, excess leverage, and future returns
Caskey, Judson; Hughes, John S.; Liu, Jing - In: Review of accounting studies 17 (2012) 2, pp. 443-471
Persistent link: https://www.econbiz.de/10009573913
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Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
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Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui; Liu, Jing; Li, Yan - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
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VIX and stock market volatility predictability : a new approach
Liu, Zhichao; Liu, Jing; Zeng, Qing; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
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Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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On the relation between predictable market returns and predictable analyst forecast errors
Hughes, John; Liu, Jing; Su, Wei - In: Review of accounting studies 13 (2008) 2/3, pp. 266-291
Persistent link: https://www.econbiz.de/10003744939
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Discussion of "On the relation between predictable market returns and predictable analyst forecast errors"
Garvey, Gerald T. - In: Review of accounting studies 13 (2008) 2/3, pp. 292-294
Persistent link: https://www.econbiz.de/10003745335
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On the relation between expected returns and implied cost of capital
Hughes, John S.; Liu, Jing; Liu, Jun - In: Review of accounting studies 14 (2009) 2/3, pp. 246-259
Persistent link: https://www.econbiz.de/10003900221
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Discussion of "On the relation between expected returns and implied cost of capital"
Lambert, Richard A. - In: Review of accounting studies 14 (2009) 2/3, pp. 260-268
Persistent link: https://www.econbiz.de/10003900225