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S&P 500 Index inclusions and analysts' forecast optimism

Zhang, Jin; Lin, Eric C.; Shin, Haeyoung - In: The journal of investing 19 (2010) 4, pp. 50-57

Persistent link: https://www.econbiz.de/10009309147

Are analysts overoptimistic about the prospects of sin firms?

Zhang, Jin; Shin, Haeyoung - In: International journal of financial research 8 (2017) 4, pp. 99-106

Persistent link: https://www.econbiz.de/10011781913

Forecasting the term structure of Chinese Treasury yields

Luo, Xingguo; Han, Haifeng; Zhang, Jin E. - In: Pacific-Basin finance journal 20 (2012) 5, pp. 639-659

Persistent link: https://www.econbiz.de/10009619800

The skewness risk in the energy market

Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-24

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

Persistent link: https://www.econbiz.de/10012801590