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A modified least-squares simulation approach to value American barrier options

Zhang, Lihua; Zhang, Weiguo; Xu, Weijun; Shi, Xiang - In: Computational economics 44 (2014) 4, pp. 489-506

Persistent link: https://www.econbiz.de/10010489859

Uncertainty index and stock volatility prediction : evidence from international markets

Gong, Xue; Zhang, Weiguo; Xu, Weijun; Li, Zhe - In: Financial innovation : FIN 8 (2022), pp. 1-44

This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. We construct a composite UI based on the scaled principal component analysis (s-PCA) method and demonstrate that...

Persistent link: https://www.econbiz.de/10013272632

Impact of decision rules and non-cooperative behaviors on minimum consensus cost in group decision making

Xu, Weijun; Chen, Xin; Dong, Yucheng; Chiclana, Francisco - In: Group decision and negotiation 30 (2021) 6, pp. 1239-1260

Persistent link: https://www.econbiz.de/10012699245

An empirical estimation for mean-reverting coal prices with long memory

Sun, Qi; Xu, Weijun; Xiao, Weilin - In: Economic modelling 33 (2013), pp. 174-181

Persistent link: https://www.econbiz.de/10010192000

The classification-based consensus in multi-attribute group decision-making

Chen, Xin; Xu, Weijun; Liang, Haiming; Dong, Yucheng - In: Journal of the Operational Research Society 71 (2020) 9, pp. 1375-1389

Persistent link: https://www.econbiz.de/10012264781

Application of Heston's model to the Chinese stock market

Liu, Guifang; Xu, Weijun - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1749-1763

Persistent link: https://www.econbiz.de/10011824755

Newsvendor overconfidence and advertising

Chen, Xin; Xu, Weijun; Wu, Meng - In: Omega : the international journal of management science 126 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014533755

Public disclosure with information sharing in financial market

Xu, Weijun; Pan, Shiliang; Ji, Yucheng; Zhao, Qi - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472467

ESG disclosure and investor welfare under asymmetric information and imperfect competition

Ji, Yucheng; Xu, Weijun; Zhao, Qi; Jia, Zecheng - In: Pacific-Basin finance journal 78 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014463805

Predicting financial distress of Chinese listed companies using machine learning : to what extent does textual disclosure matter?

Zhao, Qi; Xu, Weijun; Ji, Yucheng - In: International review of financial analysis 89 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014465594