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The performance of value-at-risk models during the crisis

Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: The journal of risk model validation 4 (2010/11) 1, pp. 3-21

Persistent link: https://www.econbiz.de/10003971967

Do attention-grabbing stocks attract all investors? : evidence from China

Li, Zhuwei; Shi, Yongdong; Chen, Wei; Kargbo, Mohamed - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 158-183

Persistent link: https://www.econbiz.de/10011339538

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Volatility and the hedging effectiveness of China fuel oil futures

Chen, Wei; Ford, James L. - 2010

Persistent link: https://www.econbiz.de/10009374212

Predictive Ability and Market Pricing of Fair Value Earnings Components for Closed-End Funds

Goncharov, Igor - 2017

This study uses U.S. closed-end funds to investigate whether the realized component of fair value earnings conveys information about future fund and benchmark market performance and whether the market impounds this predictive information into fund share prices. We find that the realized...

Persistent link: https://www.econbiz.de/10012970135

Turnover premia in China's stock markets

Zhang, Bing; Chen, Wei; Yeh, Chung-Ying - In: Pacific-Basin finance journal 65 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013209696

Impact of oil prices on firm stock return : industry-wise analysis

Waheed, Rida; Chen, Wei; Sarwar, Suleman; Lv, Yulan - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 765-780

Persistent link: https://www.econbiz.de/10011949913

A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning

Chen, Wei; Zhang, Haoyu; Jia, Lifen - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014225795

Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains

Chen, Wei; Li, Rui; Yao, Yinhong - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3840-3852

Persistent link: https://www.econbiz.de/10013462427