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Profitability of reversal strategies : a modified version of the Carhart model in China

Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37

Persistent link: https://www.econbiz.de/10012016080

Asset prices and economic fluctuations : the implications of stochastic volatility

Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140

Persistent link: https://www.econbiz.de/10011756611

Baidu index and predictability of Chinese stock returns

Shen, Dehua; Zhang, Yongjie; Xiong, Xiong; Zhang, Wei - In: Financial innovation : FIN 3 (2017) 4, pp. 1-8

A number of studies have investigated the predictability of Chinese stock returns with economic variables. Given the newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese stock returns. The empirical results show that 1) the...

Persistent link: https://www.econbiz.de/10011661635

Position limit for the CSI 300 stock index futures market

Wei, Lijian; Zhang, Wei; Xiong, Xiong; Shi, Lei - In: Economic systems 39 (2015) 3, pp. 369-389

Persistent link: https://www.econbiz.de/10011532257

Program trading and its risk analysis based on agent-based computational finance

Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011333457

Asset bubbles, banking stability and economic growth

Wang, Shengquan; Chen, Langnan; Xiong, Xiong - In: Economic modelling 78 (2019), pp. 108-117

Persistent link: https://www.econbiz.de/10012198909

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures

Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109

Persistent link: https://www.econbiz.de/10012169513

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Social capital and access to bank financing : the case of Chinese entrepreneurs

Talavera, Oleksandr; Xiong, Lin; Xiong, Xiong - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10009620183

Open source information, investor attention, and asset pricing

Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619

Persistent link: https://www.econbiz.de/10010193280