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International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Liu, Fang - In: The North American journal of economics and finance : a … 47 (2019), pp. 168-183

Persistent link: https://www.econbiz.de/10012117833

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

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

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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

Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach

Ke, Rui; Yang, Luyao; Tan, Changchun - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013478773

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

Persistent link: https://www.econbiz.de/10011824719

Analysis of the impact of China's GDP data revision on monetary policy from the perspective of uncertainty

Yu, Xueting; Zhu, Yuhan; Lv, Guangming - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1251-1274

Persistent link: https://www.econbiz.de/10012211634