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浏览/检索结果: 共8条，第1-8条 帮助 限定条件 发表日期：2022     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文 APPLIED ECONOMICS, 2022, 页码: 17 作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong 收藏  |  浏览/下载：15/0  |  提交时间：2023/02/07 Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry   Can financial crisis be detected? Laplacian energy measure 期刊论文 EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28 作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde 收藏  |  浏览/下载：7/0  |  提交时间：2023/02/07 Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)   Bank loan information and information asymmetry in the stock market: evidence from China 期刊论文 Financial Innovation, 2022, 卷号: 8, 期号: 1 作者:  Ye,Yanyi;  Wang,Yun;  Yang,Xiaoguang 收藏  |  浏览/下载：12/0  |  提交时间：2022/06/21 Bank loan information  Information asymmetry  Corporate transparency  Loan default information  PIN  G12  G14  G21   Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions 期刊论文 INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19 作者:  Tian, Hu;  Zheng, Xiaolong;  Zhao, Kang;  Liu, Maggie Wenjing;  Zeng, Daniel Dajun 收藏  |  浏览/下载：16/0  |  提交时间：2022/07/25 graph representation learning  deep learning  predictive models  business intelligence   Stock Return Analysis Based on ARMA (2,2) Model 期刊论文 Lecture Notes on Data Engineering and Communications Technologies, 2022, 卷号: 129, 页码: 213-219 作者:  Yan, Haorui 收藏  |  浏览/下载：15/0  |  提交时间：2022/06/20 Investments  ARMA (2,2)  Economy security  Investment returns  Logarithmic rates  Rate of return  Research object  Stock returns  Stocks yields  Time-periods  "hushen 300"   Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文 RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14 作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie 收藏  |  浏览/下载：15/0  |  提交时间：2022/04/02 Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing   Calendar anomalies in passion investments: Price patterns and profit opportunities 期刊论文 RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 61 作者:  Plastun, Alex;  Bouri, Elie;  Havrylina, Ahniia;  Ji, Qiang 收藏  |  浏览/下载：0/0  |  提交时间：2023/05/30 Diamonds  Fine wine  Stamps  Fine art  Calendar anomalies  Trading strategies   Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文 ENERGY ECONOMICS, 2022, 卷号: 117 作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony 收藏  |  浏览/下载：0/0  |  提交时间：2023/05/30 Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets