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Expected returns and expected dividend growth : time to rethink an established empirical literature

Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476

Persistent link: https://www.econbiz.de/10010417214

A Bayesian analysis of weak identification in stock price decompositions

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Macroeconomic dynamics 19 (2015) 4, pp. 728-752

Persistent link: https://www.econbiz.de/10011309216

Determining what drives stock returns : proper inference is crucial ; evidence from the UK

Ma, Jun; Wohar, Mark E. - In: International review of economics & finance : IREF 33 (2014), pp. 371-390

Persistent link: https://www.econbiz.de/10010532715

Excess volatility and the cross-section of stock returns

Wang, Yuming; Ma, Jinpeng - In: The North American journal of economics and finance : a … 27 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010460922

Sources of the stock price fluctuations in Chinese market

Su, Zhenhua; Ma, Jun; Wohar, Mark E. - In: The European journal of finance 20 (2014) 7/9, pp. 829-846

Persistent link: https://www.econbiz.de/10010462970

China's financial network with international spillovers : a first look

Yang, Jian; Yu, Ziliang; Ma, Jun - In: Pacific-Basin finance journal 58 (2019), pp. 1-30

Persistent link: https://www.econbiz.de/10012231121

Eldercare demands and time theft : integrating family-to-work conflict and spillover-crossover perspectives

Peng, Yisheng; Jex, Steve; Zhang, Wenqin; Ma, Jie; … - In: Journal of business and psychology 35 (2020) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10012226840

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...

Persistent link: https://www.econbiz.de/10012229804

The market and individual pricing kernels under no arbitrage asset pricing models

Cosimano, Thomas F.; Ma, Jun - In: New methods in fixed income modeling : fixed income modeling, (pp. 263-297). 2018

Persistent link: https://www.econbiz.de/10012011666

Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations

Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87

Persistent link: https://www.econbiz.de/10011752316