Fuwei Jiang : Citation Profile


Are you Fuwei Jiang?

Central University of Finance and Economics (CUFE) (90% share)
Central University of Finance and Economics (CUFE) (10% share)

7

H index

7

i10 index

267

Citations

RESEARCH PRODUCTION:

12

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 38
   Journals where Fuwei Jiang has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 6 (2.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pji222
   Updated: 2021-03-27    RAS profile: 2021-02-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Fuwei Jiang.

Is cited by:

GUPTA, RANGAN (12)

Verona, Fabio (9)

Wang, Yudong (7)

Demirer, Riza (6)

Balcilar, Mehmet (5)

Belke, Ansgar (4)

Wohar, Mark (4)

Faria, Gonçalo (4)

Bonato, Matteo (4)

Pettenuzzo, Davide (4)

Ravazzolo, Francesco (3)

Cites to:

Campbell, John (29)

Zhou, Guofu (15)

Stambaugh, Robert (15)

French, Kenneth (14)

Harvey, Campbell (13)

West, Kenneth (13)

Cochrane, John (13)

Hirshleifer, David (10)

Shleifer, Andrei (10)

Inoue, Atsushi (9)

Clark, Todd (9)

Main data


Where Fuwei Jiang has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2
Journal of International Money and Finance2

Recent works citing Fuwei Jiang (2021 and 2020)


YearTitle of citing document
2020When to go abroad: economic policy uncertainty and Chinese firms’ overseas investment. (2020). Wu, Ji ; Kong, Dongmin ; Zhang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1435-1470.

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2020Economic policy uncertainty and corporate inventory holdings: evidence from China. (2020). He, Fan ; Zhong, Teng ; Zeng, Jianyu. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1727-1757.

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2020Does economic policy uncertainty raise corporate precautionary cash holdings? Evidence from China. (2020). Zhou, Shengshi ; Su, Xin ; Tian, Jinfang ; Xue, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4567-4592.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). Faff, Robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2020Corporates strategic responses to economic policy uncertainty in China. (2020). Ahsan, Tanveer ; Mirza, Sultan Sikandar. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:375-389.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2020The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/10.

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2020A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041.

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2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

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2021Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms. (2021). Guo, Jian Luan ; Yao, Xiao ; Wu, Dong Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:513-525.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293.

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2020Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133.

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2020Equity premium prediction and optimal portfolio decision with Bagging. (2020). Yin, Anwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301686.

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2020Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774.

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2020Rare disaster concerns and economic fluctuations. (2020). Zhu, Xiaoneng ; Su, Hao ; Hao, Yijun. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302810.

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2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Economic policy uncertainty and enterprise value: Evidence from Chinese listed enterprises. (2020). Xiang, Xinyu ; Sun, Yingnan ; Zhu, Yanli. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362520301497.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2020When is a MAX not the MAX? How news resolves information uncertainty. (2020). Bell, Adrian ; Brooks, Chris ; Tao, Ran. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:33-51.

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2020Industry equi-correlation: A powerful predictor of stock returns. (2020). Wu, Wenfeng ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

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2020Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage. (2020). Sun, Licheng ; Zhu, Zhaobo ; Yung, Kenneth. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919304284.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2020Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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2020Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179.

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2021Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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2021Adjusted dividend-price ratios and stock return predictability: Evidence from China. (2021). Nie, Jing ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302611.

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2020Understanding time-varying short-horizon predictability✰. (2020). Zhu, Jie ; Hammami, Yacine. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304264.

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2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

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2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; Olson, Eric ; Gupta, Rangan ; Kyei, Clement Kweku ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2020Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

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2021Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

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2020Forecasting global equity market volatilities. (2020). Liao, Yin ; Ma, Feng ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475.

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2020Beliefs-dependent utilities do influence firm-specific wealth (executives’ inside equity holdings). (2020). Alsheikh, Muna Ibrahim. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519301377.

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2020Time series momentum: Is it there?. (2020). Zhou, Guofu ; Wang, Liyao ; Li, Jiangyuan ; Huang, Dashan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:774-794.

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2020Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x.

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2020Aggregate profit instability and time variations in momentum returns: Evidence from China. (2020). Wei, YA ; Yin, Libo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303683.

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2020Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

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2020Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

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2020Can the relative price ratio of gold to platinum predict the Chinese stock market?. (2020). Tan, Yongxian ; Ruan, Xinfeng ; Han, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301104.

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2020Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x.

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2020Forecasting Chinas stock market variance. (2020). Shi, Yongdong ; Cheng, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x19304950.

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2020Investor sentiment and the economic policy uncertainty premium. (2020). Wu, Ji ; Bai, Hengyu ; Nartea, Gilbert V. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20300834.

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2020Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

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2020Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929.

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2020For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

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2020Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:267-287.

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2021New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2020Economic policy uncertainty and stock price crash risk. (2020). Luo, Yan ; Zhang, Chenyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919308128.

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2020Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307433.

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2020Uncertainty and R&D investment: Does product market competition matter?. (2020). Ullah, Irfan ; Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308773.

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2020Firms profit instability and the cross-section of stock returns: Evidence from China. (2020). Wei, YA ; Yin, Libo ; Han, Liyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308256.

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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2020Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics. (2020). Yu, Conghui ; Shi, Jinyan ; Li, Yanxi ; Liu, Xiangkun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920302129.

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2020Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513.

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2020Leveraged Trading, Irrational Sentiment and Sustainability in the Stock Market: Evidence from China. (2020). Hu, Changsheng ; Peng, Zhen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1310-:d:319270.

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2020A New Index of Housing Sentiment. (2020). Pedersen, Thomas Q ; Moller, Stig V ; Bork, Lasse. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1563-1583.

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2020Information Aggregation and P-Hacking. (2020). Zhong, Xun ; Rytchkov, Oleg. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1605-1626.

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2020Investor Sentiment and the Return Rate of P2P Lending Platform. (2020). Shen, Dehua ; Wang, Pengfei ; Zhao, Yingxiu ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09284-2.

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2020Why does stock-market investor sentiment influence corporate investment?. (2020). Du, Ding ; Hu, OU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00823-6.

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2020Can mutual funds time investor sentiment?. (2020). Zheng, Yao ; Osmer, Eric. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00831-6.

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2020Nexus between Remittance, Nonperforming Loan, Money Supply, and Financial Volatility: An Application of ARDL. (2020). Bardhan, Ananda ; Qamruzzaman, MD ; Nasya, Summatun. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:11-29.

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2020A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00151-8.

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2020Can fund sentiment beta predict future performance?. (2020). Stalebrink, Odd J ; Bu, Qiang. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00182-1.

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2020Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. (2020). Ye, Zhiwei ; Ullah, Farid ; Shahab, Yasir ; Ahmed, Danish . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-020-00160-z.

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2020Leverage structure and stock price synchronicity: Evidence from China. (2020). Zhou, Han ; Zhang, Xiang. In: PLOS ONE. RePEc:plo:pone00:0235349.

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2021Economic policy uncertainty: are there regional and country correlation?. (2021). Ozili, Peterson Kitakogelu. In: MPRA Paper. RePEc:pra:mprapa:105636.

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2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach. (2020). Kyei, Clement ; GUPTA, RANGAN ; Olson, Eric ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202008.

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2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118.

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2020An empirical examination of investor sentiment and stock market volatility: evidence from India. (2020). Rishad, Abdul. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00198-x.

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2020Stock returns and investor sentiment: textual analysis and social media. (2020). Hall, Joshua ; Nowak, Adam ; McGurk, Zachary. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09494-4.

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2020Sentiment Risk Premia In The Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:13.

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2020Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case. (2020). Saffet, Akdag ; Omer, Skenderoglu. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:15:y:2020:i:1:p:105-121:n:9.

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2020Express Yourself: Why Managers Disclosure Tone Varies Across Time and What Investors Learn From It. (2020). Campbell, John L ; Steele, Logan B ; Lu, Hsinmin ; Grace, Hye Seung. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:2:p:1140-1171.

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2021Forecasting the volatility of Chinese stock market: An international volatility index. (2021). Zhang, Yaojie ; Lei, Likun ; Wei, YU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1336-1350.

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2021Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Shubita, Moade ; Mai, Trinh Thi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1435-1458.

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2020Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods. (2020). Tang, Xiaobo ; Shi, Wenxuan ; Li, Shixuan. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:769-787.

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2021Market timing using combined forecasts and machine learning. (2021). Fabozzi, Frank J ; Mascio, David A ; Zumwalt, Kenton J. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:1-16.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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2021Are industry?level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Bai, Lan ; Wei, YU ; Yang, Kun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39.

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2020Volatility and jump risk in option returns. (2020). Lin, Hai ; Guo, Biao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1767-1792.

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2020Bid and ask prices of index put options: Which predicts the underlying stock returns?. (2020). Chen, Jian ; Liu, Yangshu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1337-1353.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020.

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Works by Fuwei Jiang:


YearTitleTypeCited
2017Economic policy uncertainty in China and stock market expected returns In: Accounting and Finance.
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article35
2019Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market In: International Review of Finance.
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article1
2020The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning In: Swiss Finance Institute Research Paper Series.
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2020Dissecting the effectiveness of firm financial strength in predicting Chinese stock market In: Finance Research Letters.
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article0
2018Q-theory, mispricing, and profitability premium: Evidence from China In: Journal of Banking & Finance.
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article4
2019Manager sentiment and stock returns In: Journal of Financial Economics.
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article28
2017International volatility risk and Chinese stock return predictability In: Journal of International Money and Finance.
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article15
2019The world predictive power of U.S. equity market skewness risk In: Journal of International Money and Finance.
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article2
2013Can US economic variables predict the Chinese stock market? In: Pacific-Basin Finance Journal.
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article16
2016Chinese stock market volatility and the role of U.S. economic variables In: Pacific-Basin Finance Journal.
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article12
2017Forecasting Chinese Stock Market Volatility With Economic Variables In: Emerging Markets Finance and Trade.
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article11
2015Investor Sentiment Aligned: A Powerful Predictor of Stock Returns In: Review of Financial Studies.
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article143
2020Forecasting stock returns with model uncertainty and parameter instability In: Journal of Applied Econometrics.
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