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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
Authors:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
Favorite  |  View/Download:20/0  |  Submit date:2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
The impact of trade policy on global supply chain network equilibrium: A new perspective of product-market chain competition 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2022, 卷号: 109, 页码: 18
Authors:  Feng, Pingping;  Zhou, Xiaoyang;  Zhang, Ding;  Chen, Zhaobo;  Wang, Shouyang
Favorite  |  View/Download:25/0  |  Submit date:2023/02/07
Inter-chain competition  Trade policy  Product-market chain  Cournot-Nash equilibrium  
Joint promotion of cross-market retailers: models and analysis 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2021, 页码: 22
Authors:  Yan, Ke;  Hua, Guowei;  Cheng, T. C. E.;  Wang, Shouyang;  Dong, Jing-Xin
Favorite  |  View/Download:82/0  |  Submit date:2021/10/26
Retailing  joint promotion  cross market  game theory  coupon  
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
Authors:  Bhowmik, Roni;  Wang, Shouyang
Favorite  |  View/Download:107/0  |  Submit date:2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
Spatial differentiation and network externality in pricing mechanism of online car hailing platform 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2020, 卷号: 219, 页码: 275-283
Authors:  Wu, Tian;  Zhang, Mengbo;  Tian, Xin;  Wang, Shouyang;  Hua, Guowei
Favorite  |  View/Download:153/0  |  Submit date:2020/05/24
Online car hailing platform  Pricing mechanism  Spatial differentiation  Network externality  Transport service market  
跨部门金融机构系统重要性和共振效应的动态演化研究——基于中国A股市场的实证 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 004, 页码: 36-47
Authors:  陈暮紫;  赵婷婷;  刘承林;  陈敏
Favorite  |  View/Download:119/0  |  Submit date:2021/01/14
跨部门  Granger因果网络  中心性  动态关联度  系统重要性  
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
Authors:  Zhou, Qi;  Sun, Shaolong;  Liu, Qian
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Epidemic model  Fund contagion  Herd behaviour  Parameter inversion  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
Authors:  Zhang, Xinyu;  Yu, Jihai
Favorite  |  View/Download:106/0  |  Submit date:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
How long the singular value decomposed entropy predicts the stock market? - Evidence from the Dow Jones Industrial Average Index 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2016, 卷号: 453, 页码: 150-161
Authors:  Gu, Rongbao;  Shao, Yanmin
Favorite  |  View/Download:69/0  |  Submit date:2018/07/30
Stock market  Prediction  DCCA  Entropy  
anewinvestorsentimentindicatorbasedonreturndecomposition 期刊论文
journalofsystemsscienceandinformation, 2016, 卷号: 4, 期号: 2, 页码: 121
Authors:  Liu Yuan;  Shang Yan;  Shi Jianming;  Wang Shouyang
Favorite  |  View/Download:127/0  |  Submit date:2020/01/10