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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：57/0  |  提交时间：2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
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：125/0  |  提交时间：2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：129/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Brexit and Its Impact on the US Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Qiao Kenan;  Liu Zhengyang;  Huang Bai;  Sun Yuying;  Wang Shouyang
收藏  |  浏览/下载：126/0  |  提交时间：2021/04/26
Brexit  interval time series  intra-day volatility  S&P500 index  
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：189/0  |  提交时间：2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
作者:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
收藏  |  浏览/下载：127/0  |  提交时间：2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
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：161/0  |  提交时间：2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
个体投资者情绪与股票价格行为的互动关系研究 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 003, 页码: 191-200
作者:  黄创霞;  温石刚;  杨鑫;  文凤华;  杨晓光
收藏  |  浏览/下载：123/0  |  提交时间：2021/01/14
投资者情绪  SO-LNPMI算法  格兰杰因果检验  
The capital flow of stock market studies based on epidemic model with double delays 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
作者:  Zhou, Qi;  Sun, Shaolong;  Liu, Qian
收藏  |  浏览/下载：162/0  |  提交时间：2020/01/10
Epidemic model  Fund contagion  Herd behaviour  Parameter inversion  
The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
收藏  |  浏览/下载：178/0  |  提交时间：2020/01/10
Returns  Volatility  Macroeconomic variables  Generalized VAR  China