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Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence

Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013413442

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

Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data

Luo, Jiawen; Chen, Langnan; Zhang, Weiguo - In: Applied economics 51 (2019) 5, pp. 422-443

Persistent link: https://www.econbiz.de/10012160576

The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic

Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013449345

The forward puzzle: the roles of exchange rate regime and base currency strength

Liu, Fang; Sercu, Piet - In: The world economy : the leading journal on … 32 (2009) 7, pp. 1055-1074

Persistent link: https://www.econbiz.de/10003872508

The forex forward puzzle : the career risk hypothesis

Liu, Fang; Sercu, Piet - 2007

Persistent link: https://www.econbiz.de/10003613700

The forex forward puzzle : the career risk hypothesis

Liu, Fang; Sercu, Piet - 2007

Persistent link: https://www.econbiz.de/10009010436

Investor sentiment and stock volatility : new evidence

Gong, Xue; Zhang, Weiguo; Wang, Junbo; Wang, Chao - In: International review of financial analysis 80 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013366314

The determinants of cross-border bond risk premia

Ge, Futing; Zhang, Weiguo - In: Journal of international financial markets, … 81 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013533410

Framing Effects in the Chinese Stock Market : A Test of New Measurement to Firm-Special Behavioral Characteristic

Xie, Jun - 2020

This paper provides a measurement of framing effects in the stock market by using actual market open trading data, and provide a test of this new firm-special behavioral characteristic. We adopt univariate and bivariate portfolio-level analyses with seminal rational and behavioral factors, to...

Persistent link: https://www.econbiz.de/10012827659