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Diamond Cuts Diamond: News Co-mention Momentum Spillover Prevails in China
Shuyi Ge;
Shaoran Li;
Hanyu Zheng;
Impact of Coronavirus Pandemic on Stock Index: A Polynomial Regression with Time Delay
Dong Bowen;
Monetary Policy and the Long-Run Trend of Treasury Yields
李泽昊;
Treasury Bond Pricing Via No Arbitrage Arguments and Machine Learning: Evidence from China
Weiping Zhang;
Qing Yang;
Tingting Ye;
Ruyan Tian;
Weiliang Yao;
Liquidity, Volatility, and Their Spillover in Stock Market
Wuyi Ye;
Keli Wang;
Xiaoquan Liu;
Investor Sentiment Index Based on Prospect Theory: Evidence from China
Xueyan Hu;
Hongyu Li;
Linghao Zhang;
High-Low Volatility Spillover Network in Chinese Financial Market from a Multiscale Perspective
Youtao Xiang;
Sumuya Borjigin;
Geopolitical Risks, Investor Sentiment and Industry Stock Market Volatility in China: Evidence from a Quantile Regression Approach
Peng Guo;
Jing Shi;
Forecasting Stock Market Volatility with Realized Volatility, Volatility Components and Jump Dynamics
Xuebao Yin;
Xinyu Wu;
Xiaomeng Mao;
Factors in the Cross-Section of Chinese Corporate Bonds: Evidence from a Reduced-Rank Analysis
Tao Zeng;
Xuejun Jin;
Yifan Chen;
Xiaobin Liu;
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