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Extreme returns and the idiosyncratic volatility puzzle : African evidence
Wu, Ji; Chimezie, Eze Peter; Nartea, Gilbert V.; Zhang, Jing - In: Applied economics 51 (2019) 58, pp. 6264-6279
Persistent link: https://www.econbiz.de/10012197340
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Asset pricing with time varying pessimism and rare disasters
Zhang, Jian; Kong, Dongmin; Liu, Hening; Wu, Ji - In: International review of economics & finance : IREF 60 (2019), pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
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Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets
Gan, Christopher; Nartea, Gilbert V.; Wu, Ji - In: Finance research letters 26 (2018), pp. 40-46
Persistent link: https://www.econbiz.de/10012005426
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Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197
Persistent link: https://www.econbiz.de/10011814322
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Patterns and pricing of idiosyncratic volatility in the French stock market
Liu, Zhentao; Nartea, Gilbert V.; Wu, Ji - In: Theoretical economics letters 8 (2018) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10011842086
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Price-dividend ratios and stock price predictability
Wu, Jyh-lin; Hu, Yu-hau - In: Journal of forecasting 31 (2012) 5, pp. 423-442
Persistent link: https://www.econbiz.de/10009582113
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Price-dividend ratios and stock price predictability
Wu, Jyh-lin; Hu, Yu-hau - In: Journal of forecasting 31 (2012) 5, pp. 423-442
Persistent link: https://www.econbiz.de/10009582114
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Can dividend yields out-predict UK stock returns without short rates?
Wu, Jyh-lin; Hu, Yu-hau; Lee, Chingnun - In: The Manchester School 79 (2011) 6, pp. 1179-1196
Persistent link: https://www.econbiz.de/10009380878
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Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960