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Availability heuristic and expected returns

Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - In: Finance research letters 51 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014289154

Availability Heuristic and Expected Returns

Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - 2022

The paper investigates how the availability heuristic of individual stocks affects equity returns, where the availability heuristic is measured by the irrational signal in the fractal dimension. Our evidence support that the availability heuristic can positively predict the short-term expected...

Persistent link: https://www.econbiz.de/10013492043

Multifractal analysis of realized volatilities in Chinese stock market

Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336

Persistent link: https://www.econbiz.de/10012272033

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

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

Extreme risk contagion from the United States to BRICS stock markets : a multivariate quantile analysis

Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 70 (2024)

Persistent link: https://www.econbiz.de/10014492033

Information asymmetry, sentiment interactions, and asset price

Zhang, Xuetong; Zhang, Weiguo - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014483999

COVID-19, various government interventions and stock market performance

Li, Helong; Chen, Huiqiong; Xu, Guanglong; Zhang, Weiguo - In: China finance review international 13 (2023) 4, pp. 621-632

Persistent link: https://www.econbiz.de/10014427930

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

Forecasting stock volatility with a large set of predictors : a new forecast combination method

Gong, Xue; Zhang, Weiguo; Zhao, Yuan; Ye, Xin - In: Journal of forecasting 42 (2023) 7, pp. 1622-1647

Persistent link: https://www.econbiz.de/10014432742