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Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619

Persistent link: https://www.econbiz.de/10011474428

A novel jump diffusion model based on SGT distribution and its applications

Xu, Weijun; Liu, Guifang; Li, Hongyi - In: Economic modelling 59 (2016), pp. 74-92

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Chinese stock market volatility and the role of U.S. economic variables

Chen, Jian; Jiang, Fuwei; Li, Hongyi; Xu, Weidong - In: Pacific-Basin finance journal 39 (2016), pp. 70-83

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Predicting financial distress of Chinese listed companies using machine learning : to what extent does textual disclosure matter?

Zhao, Qi; Xu, Weijun; Ji, Yucheng - In: International review of financial analysis 89 (2023), pp. 1-14

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Uncertainty index and stock volatility prediction : evidence from international markets

Gong, Xue; Zhang, Weiguo; Xu, Weijun; Li, Zhe - In: Financial innovation : FIN 8 (2022), pp. 1-44

This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. We construct a composite UI based on the scaled principal component analysis (s-PCA) method and demonstrate that...

Persistent link: https://www.econbiz.de/10013272632

Bias in the post-IPO earnings forecasts of affiliated analysts : evidence from a Chinese natural experiment

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Forecasting bull and bear markets : evidence from China

Yu, Xiaojian; Chen, Zewei; Xu, Weidong; Fu, Junhui - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1720-1733

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Stock market interactions driven by large declines

Ma, Yong; Zhang, Weiguo; Zhang, Zhengjun; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 159-171

Persistent link: https://www.econbiz.de/10010485770

Oil and the short-term predictability of stock return volatility

Wang, Yudong; Wei, Yu; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 47 (2018), pp. 90-104

Persistent link: https://www.econbiz.de/10012103481

A nonparametric approach to test for predictability

Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng - In: Economics letters 148 (2016), pp. 10-16

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