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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：158/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
收藏  |  浏览/下载：155/0  |  提交时间：2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
收藏  |  浏览/下载：156/0  |  提交时间：2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
作者:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：227/0  |  提交时间：2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载：194/0  |  提交时间：2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:  Liu, Ying;  Peng, Geng;  Hu, Lanyi;  Dong, Jichang;  Zhang, Qingqing
收藏  |  浏览/下载：172/0  |  提交时间：2020/05/24
Stock market  AR-GARCH  Crash incidents  Search volume index  
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
作者:  Xu, Nuo;  Tang, Xijin
收藏  |  浏览/下载：200/0  |  提交时间：2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
收藏  |  浏览/下载：233/0  |  提交时间：2018/07/30
downside realized semi variance  stock spot market  futures market  risk periods  forecasting power  
The Price of Environmental Sustainability: Empirical Evidence from Stock Market Performance in China 期刊论文
SUSTAINABILITY, 2017, 卷号: 9, 期号: 8, 页码: 16
作者:  Li, Biao;  Wu, Kekun
收藏  |  浏览/下载：117/0  |  提交时间：2018/07/30
environmental sustainability  supply chain management  stock market reaction  event study  time pattern  
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载：159/0  |  提交时间：2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market