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Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics

Gong, Xue; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 305-318). 2015

Persistent link: https://www.econbiz.de/10010498520

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

Textual sentiment of comments and collapse of P2P platforms : evidence from China's P2P market

Wang, Chao; Zhang, Yue; Zhang, Weiguo; Gong, Xue - In: Research in international business and finance 58 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013286279

Logics of appropriateness : explaining Chinese Financial Institutions' weak supervision of overseas financing

Gong, Xue - In: World development : the multi-disciplinary … 142 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012876729

The impacts of transition to middle school on student cognitive, non-cognitive and perceptual developments : evidence from China

Anderson, Kathryn H.; Gong, Xue; Hong, Kai; Zhang, Xi - In: Education economics 28 (2020) 4, pp. 384-402

Persistent link: https://www.econbiz.de/10012263845

Securing the Belt and Road Initiative : risk assessment, private security and special insurances along the new wave of Chinese outbound investments

Arduino, Alessandro (ed.); Gong, Xue (ed.) - Securing the Belt and Road Initiative: Risk Assessment, … - 2018 - 1st edition

Persistent link: https://www.econbiz.de/10011814066

The Belt and Road Initiative : progress and prospect in Southeast Asia

Gong, Xue; Li, Mingjiang - In: China's Belt and Road Initiative : understanding the …, (pp. 151-176). 2020

Persistent link: https://www.econbiz.de/10012124424

Do selective high schools improve student achievement? : effects of exam schools in China

Anderson, Kathryn H.; Gong, Xue; Hong, Kai; Zhang, Xi - In: China economic review : an international journal 40 (2016), pp. 121-134

Persistent link: https://www.econbiz.de/10011771805

A nested partitioning-based solution method for seru scheduling problem with resource allocation

Zhang, Zhe; Izui, Kazuhiro; Song, Xiaoling; Yin, Yong; … - In: Journal of management science and engineering 9 (2024) 1, pp. 101-114

This paper investigates the production scheduling problems of allocating resources and sequencing jobs in the seru production system (SPS). As a new-type manufacturing mode arising from Japanese production practices, seru production can achieve efficiency, flexibility, and responsiveness...

Persistent link: https://www.econbiz.de/10014504753

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