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Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi; Wang, Jiqian; Ma, Feng; Huang, Dengshi; … - In: China finance review international 13 (2023) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong; Ma, Feng; Wei, Yu; Wu, Chongfeng - In: Journal of banking & finance 64 (2016), pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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What the investors need to know about forecasting oil futures return volatility
Wang, Yudong; Liu, Li; Ma, Feng; Wu, Chongfeng - In: Energy economics 57 (2016), pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
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Economic constraints and stock return predictability : a new approach
Zhang, Yaojie; Wei, Yu; Ma, Feng; Yi, Yongsheng - In: International review of financial analysis 63 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
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Forecasting stock returns with cycle-decomposed predictors
Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: International review of financial analysis 64 (2019), pp. 250-261
Persistent link: https://www.econbiz.de/10012208481
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635