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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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Global equity market volatility forecasting : new evidence
Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao; Luo, Qin; Li, Yan; Luu Duc Toan Huynh - In: Journal of international financial markets, … 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
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Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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Forecasting US stock market returns by the aggressive stock-selection opportunity
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014245366
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan; Liang, Chao; Li, Yan; Toan Luu Duc Huynh - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959