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How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?

Dong, Xiyong; Song, Li; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013188194

A better model? : an empirical investigation of the Fama-French five-factor model in Australia

Chiah, Mardy; Chai, Daniel; Zhong, Angel; Li, Song - In: International review of finance 16 (2016) 4, pp. 595-638

Persistent link: https://www.econbiz.de/10011713807

Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis

Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382

Persistent link: https://www.econbiz.de/10012200710

Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period

Jiang, Yong; Al-Nassar, Nassar S.; Ren, Yi-Shuai; Ma, … - In: Research in international business and finance 70 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015056938

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

The impact of analyst coverage and stock price synchronicity : evidence from brokerage mergers and closures

Gao, Kaijuan; Lin, Wanfa; Li, Yang; Chan, Kam C. - In: Finance research letters 33 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012430877

How mutual funds respond to asymmetric feedback trading in China’s stock market

Wan, Die; Li, Yang; Yang, Xiaoguang - In: Journal of management science and engineering 9 (2024) 2, pp. 143-160

Previous studies show that individual investors play a dominant role in China's stock market. Their behavior of chasing-rise being stronger than killing-fall leads to asymmetry of feedback trading. Our article investigates how mutual funds react to this market force. Using China's stock and fund...

Persistent link: https://www.econbiz.de/10014631861

Oil price uncertainty and stock price crash risk : evidence from China

Xiao, Jihong; Chen, Xian; Li, Yang; Wen, Fenghua - In: Energy economics 112 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013350788

Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

Wang, Jujie; Zhuang, Zhenzhen; Gao, Dongming; Li, Yang; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 397-421

Persistent link: https://www.econbiz.de/10014372898

Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

While the relationship between oil prices and stock markets is of great interest to economists, previous studies do not differentiate oil-exporting countries from oil-importing countries when they investigate the effects of oil price shocks on stock market returns. In this paper, we address this...

Persistent link: https://www.econbiz.de/10013096494