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The performance life cycle of hedge funds : can investors achieve lasting performance?
Gao, Chao; Haight, Timothy D.; Yin, Chengdong - In: The journal of portfolio management : JPM 48 (2022) 5, pp. 189-217
Persistent link: https://www.econbiz.de/10013176845
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The price of firm-level information uncertainty
Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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Multiple time scales investor sentiment impact the stock market index fluctuation : from margin trading business perspective
Chen, Xinxin; Guo, Yanhong; Song, Yingying - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014445599
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The impact of contagion effects of media reports, investors' sentiment and attention on the stock market based on HAR-RV model
Lei, Bolin; Song, Yuping - In: International journal of financial engineering 10 (2023) 2, pp. 1-54
Persistent link: https://www.econbiz.de/10014304249
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Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping; Tang, Xiaolong; Wang, Hemin; Ma, Zhiren - In: Journal of forecasting 42 (2023) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
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Heterogeneity effect of positive and negative jumps on the realized volatility : evidence from China
Song, Yuping; Huang, Jiefei; Zhang, Qichao; Xu, Yang - In: Economic modelling 136 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014549152