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The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach(z.star) 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 2020, 卷号: 54, 54
作者:  Salisu, Afees A.;  Gupta, Rangan;  Bouri, Elie;  Ji, Qiang
收藏  |  浏览/下载:13/0  |  提交时间:2021/01/16
Option-Implied variance asymmetry and the cross-section of stock returns 期刊论文
JOURNAL OF BANKING & FINANCE, 2019, 卷号: 101, 页码: 21-36
作者:  Huang, Tao;  Li, Junye
收藏  |  浏览/下载:14/0  |  提交时间:2019/11/19
Short Interest, Stock Returns and Credit Ratings 期刊论文
Journal of Banking & Finance, 2019, 页码: 105617
作者:  Xu Guo;  Chunchi Wu
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/13
Average skewness matters 期刊论文
JOURNAL OF FINANCIAL ECONOMICS, 2019, 卷号: 134, 期号: 1, 页码: 29-47
作者:  Jondeau, Eric;  Zhang, Qunzi;  Zhu, Xiaoneng
收藏  |  浏览/下载:14/0  |  提交时间:2019/12/11
Short interest, stock returns and credit ratings 期刊论文
Journal of Banking & Finance, 2019, 卷号: Vol.108, 页码: 105617
作者:  Xu Guo;  Chunchi Wu
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/17
The finite sample power of long-horizon predictive tests in models with financial bubbles 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2019, 卷号: 63, 页码: 418-430
作者:  Maynard, Alex;  Ren, Dongmeng
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:14/0  |  提交时间:2018/11/16
Return predictability and the real option value of segments 期刊论文
2018, 卷号: 23, 期号: 1, 页码: 167
作者:  Rao, Pingui[1];  Yue, Heng[2];  Zhou, Xin[3]
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/13
Firm Characteristics and Chinese Stocks 期刊论文
Journal of Management Science and Engineering, 2018, 卷号: Vol.3 No.4, 页码: 259-283
作者:  Fuwei Jiang;  Guohao Tang;  Guofu Zhou
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/26
Investor Attention and Stock Returns: International Evidence 期刊论文
EMERGING MARKETS FINANCE AND TRADE, 2018, 卷号: 54, 页码: 3168-3188
作者:  Han, Liyan;  Li, Ziying;  Yin, Libo
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/30


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