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Is Halloween effect a new puzzle? : evidence from price gap

Xie, Haibin; Qin, Qilin; Wang, Shouyang - In: Review of economics & finance 6 (2016) 4, pp. 19-31

Persistent link: https://www.econbiz.de/10011577022

Market inefficiencies associated with pricing oil stocks during shocks

Qiao, Kenan; Sun, Yuying; Wang, Shouyang - In: Energy economics 81 (2019), pp. 661-671

Persistent link: https://www.econbiz.de/10012172892

An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries

Bhowmik, Roni; Wang, Shouyang - In: Journal of international trade & commerce 14 (2018) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011948776

Timing the market : the economic value of price extremes

Xie, Haibin; Wang, Shouyang - In: Financial innovation : FIN 4 (2018) 30, pp. 1-24

By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but...

Persistent link: https://www.econbiz.de/10011972589

Risk-return trade-off, information diffusion, and U.S. stock market predictability

Xie, Haibin; Wang, Shouyang - In: International journal of financial engineering 2 (2015) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011493115

Dynamic linkages between the China and international stock markets

Fan, Kui; Lu, Zu-di; Wang, Shouyang - In: Asia-Pacific financial markets 16 (2009) 3, pp. 211-230

Persistent link: https://www.econbiz.de/10003882804

Mining stock market tendency using GA-based support vector machines

Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Internet and network economics : first international …, (pp. 336-345). 2005

Persistent link: https://www.econbiz.de/10003276544

Uncertainty shocks of Trump election in an interval model of stock market

Sun, Yuying; Qiao, Kenan; Wang, Shouyang - In: Quantitative finance 21 (2021) 5, pp. 865-879

Persistent link: https://www.econbiz.de/10012500201

Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24

In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...

Persistent link: https://www.econbiz.de/10013170254

An interval constraint-based trading strategy with social sentiment for the stock market

Li, Mingchen; Yang, Kun; Lin, Wencan; Wei, Yunjie; … - In: Financial innovation : FIN 10 (2024), pp. 1-31

Developing efective strategies to earn excess returns in the stock market is a cuttingedge topic in the feld of economics. At the same time, stock price forecasting that supports trading strategies is considered one of the most challenging tasks. Therefore, this study analyzes and extracts news...

Persistent link: https://www.econbiz.de/10014535397