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When does the stock market recover from a crisis?

Li, Yanglin; Wang, Shaoping; Zhao, Qing - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805444

Recursive adjusted unit root tests under non-stationary volatility

Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013202963

Do factor models explain stock returns when prices behave explosively? : evidence from China

Wang, Shaoping; Yu, Lu; Zhao, Qing - In: Pacific-Basin finance journal 67 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013252942

A new test for unit roots with a partial quadratic trend

Li, Yanglin; Wang, Shaoping; Jin, Sainan; Xiao, Zhijie - In: The econometrics journal 27 (2024) 2, pp. 258-277

Persistent link: https://www.econbiz.de/10015046376

New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices

Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776

Persistent link: https://www.econbiz.de/10014549246

The new balanced scorecard evaluation system - with Midea Group case

Lin, Huijuan; Li, Wanxin; Li, Yanglin - In: International journal of business and economics … 5 (2016) 4, pp. 107-112

Persistent link: https://www.econbiz.de/10011593703

Testing factor models when asset bubbles occur : a time-varying perspective

Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014463291

Determinants of China's lumber import : a bounds test for cointegration with monthly data

Zhang, Han; Zhao, Qing; Kuuluvainen, Jari; Wang, Changhai; … - In: Journal of forest economics : JFE 21 (2015) 4, pp. 269-282

Persistent link: https://www.econbiz.de/10011477152

Testing for a moderately explosive process with structural change in drift

Xiang, Jingjie; Guo, Gangzheng; Zhao, Qing - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 300-333

Persistent link: https://www.econbiz.de/10013188542

A logistic regression based auto insurance rate-making model designed for the insurance rate reform

Duan, Zhengmin; Chang, Yonglian; Wang, Qi; Chen, Tianyao; … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-16

Using a generalized linear model to determine the claim frequency of auto insurance is a key ingredient in non-life insurance research. Among auto insurance rate-making models, there are very few considering auto types. Therefore, in this paper we are proposing a model that takes auto types into...

Persistent link: https://www.econbiz.de/10011852446