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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

Ownership balance, supervisory efficiency of independent directors and the quality of management earnings forecasts

Song, Yunling; Ji, Xinwei; Lee, Chi-wen Jevons - In: China journal of accounting research : CJAR 6 (2013) 2, pp. 113-132

In the Chinese securities market, with its characteristics of influence through personal relationships (Guanxi) and underdeveloped standards of law and enforcement, can independent directors play the supervisory role expected by securities regulators? In this study we use the degree of precision...

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Volatility forecasting for stock market index based on complex network and hybrid deep learning model

Song, Yuping; Lei, Bolin; Tang, Xiaolong; Li, Chen - In: Journal of forecasting 43 (2024) 3, pp. 544-566

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On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model

Tang, Xiaolong; Song, Yuping; Jiao, Xingrui; Sun, Yankun - In: Computational economics 63 (2024) 5, pp. 2011-2033

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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction

Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068

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Forecasting crude oil prices : a reduced-rank approach

Song, Yixuan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International review of economics & finance : IREF 88 (2023), pp. 698-711

Persistent link: https://www.econbiz.de/10014474661

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

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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

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Tail risk in the Chinese stock market : an AEV model on the maximal drawdowns

Feng, Yun; Hou, Weijie; Song, Yuping - In: Finance research letters 58 (2023) 1, pp. 1-9

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