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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:19/0  |  提交时间:2022/04/29
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:62/0  |  提交时间:2020/11/18
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
收藏  |  浏览/下载:7/0  |  提交时间:2021/01/14
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:18/0  |  提交时间:2020/09/23
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载:23/0  |  提交时间:2021/01/16
The time-frequency impacts of natural gas prices on US economic activity 期刊论文
ENERGY, 2020, 卷号: 205
作者:  Geng, Jiang-Bo;  Xu, Xiao-Yue;  Ji, Qiang
收藏  |  浏览/下载:2/0  |  提交时间:2021/01/16
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载:13/0  |  提交时间:2020/05/24
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:18/0  |  提交时间:2020/01/10
Private information advantage or overconfidence? Performance of intraday arbitrage speculators in the Chinese stock market 期刊论文
Pacific-Basin Finance Journal, 2019, 页码: 101215
作者:  Xiaotao Zhang;  Junpeng Liang;  Feng He
收藏  |  浏览/下载:8/0  |  提交时间:2019/11/21
An Empirical Study of Public Investors'Financial Information Seeking Behavior in the Stock Market 会议论文
中国重庆, 2018-11-23
作者:  Lin Wang;  Baoling Ding;  Wei Liu
收藏  |  浏览/下载:16/0  |  提交时间:2022/03/10


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