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Oil price forecasts and security analysts : evidence from the oil industry

Wang, Huabing; Macy, Anne Marie - In: Applied economics letters 28 (2021) 16, pp. 1407-1412

Persistent link: https://www.econbiz.de/10012609691

Statutory corporate tax change and the stock market returns : the global experience

Wang, Huabing; Macy, Anne Marie - In: Applied economics letters 28 (2021) 6, pp. 464-469

Persistent link: https://www.econbiz.de/10012485051

Relative investor sentiment measurement

Gao, Xiang; Walther, Thomas; Wang, Zhan - 2022

Persistent link: https://www.econbiz.de/10013273504

Forecasting European stock volatility : the role of the UK

Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464832

Detecting prudence and temperance in risk exposure : the hybrid variance framework

Gao, Jun; Gao, Xiang; Liu, Xiaoli; Wang, Zhan - In: Journal of risk 24 (2022) 5, pp. 75-88

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LASSO-based high-frequency return predictors for profitable Bitcoin investment

Huang, Weige; Gao, Xiang - In: Applied economics letters 29 (2022) 12, pp. 1079-1083

Persistent link: https://www.econbiz.de/10013412041

Relative investor sentiment measurement

Gao, Xiang; Koedijk, Kees; Walther, Thomas; Wang, Zhan - 2022

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The prospect capital asset pricing model : theory and empirics

Gao, Xiang; Koedijk, Kees; Montone, Maurizio; Wang, Zhan - 2023

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Institutional Investor Sentiment and Aggregate Stock Returns

Gao, Xiang - 2020

This paper examines the equity market return predictability of institutional investor sentiment, in comparison to individual investor sentiment. Our findings suggest that institutional traders are informed, and that their sentiment helps tilting stock prices towards the intrinsic value. This is...

Persistent link: https://www.econbiz.de/10012834251

Limited attention and post-earnings announcement drift : evidence from China’s stock market

Chen, Qian; Gao, Xiang; Liu, Gangchen - In: International journal of economics and financial issues … 11 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012436845