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Do academic independent directors matter? : evidence from stock price crash risk

Jin, Hong-min; Su, Zhong-qin; Wang, Lu; Zuoping, Xiao - In: Journal of business research : JBR 144 (2022), pp. 1129-1148

Persistent link: https://www.econbiz.de/10013185084

Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX

Jiang, Gongyue; Qiao, Gaoxiu; Ma, Feng; Wang, Lu - In: The journal of futures markets 42 (2022) 8, pp. 1518-1548

Persistent link: https://www.econbiz.de/10013288000

Crude oil and BRICS stock markets under extreme shocks : new evidence

Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68

Persistent link: https://www.econbiz.de/10012415223

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?

Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013349997

What firm risk factors drive bank loan pricing and other terms? : evidence from China

Jin, Hongmin; Wang, Lu; Zuoping, Xiao; Fung, Hung-gay - In: Accounting and finance 63 (2023) 3, pp. 2985-3010

Persistent link: https://www.econbiz.de/10014375215

Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model

Wu, Xinyu; Cui, Hao; Wang, Lu - In: Applied economics letters 30 (2023) 2, pp. 120-125

Persistent link: https://www.econbiz.de/10013553019

Managerial Efficiency and Stock Price Crash Risk : Evidence from China

Wang, Lu; Chi, Jing; Liao, Jing - 2023

We examine whether and, if so, how managerial efficiency influences stock price crash risk in Chinese listed firms. We find that superior managerial efficiency reduces stock price crash risk. Our mechanism analysis shows such a beneficial effect is achieved through improved information...

Persistent link: https://www.econbiz.de/10014257431

Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies

Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184

Persistent link: https://www.econbiz.de/10014553330

More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?

Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014552793