10
H index
10
i10 index
1035
Citations
Central University of Finance and Economics (CUFE) (90% share) | 10 H index 10 i10 index 1035 Citations RESEARCH PRODUCTION: 12 Articles 1 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
| Journals with more than one article published | # docs |
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| Pacific-Basin Finance Journal | 2 |
| Journal of International Money and Finance | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2024 | The Surprising Robustness of Partial Least Squares. (2024). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2409.05713. Full description at Econpapers || Download paper | |
| 2025 | ChatGPT and Corporate Policies. (2025). Weber, Michael ; Yang, Baozhong ; Qian, Jialin ; Jha, Manish. In: Papers. RePEc:arx:papers:2409.17933. Full description at Econpapers || Download paper | |
| 2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726. Full description at Econpapers || Download paper | |
| 2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
| 2024 | Do Activists Align with Larger Mutual Funds?. (2024). Jha, Manish. In: Papers. RePEc:arx:papers:2411.16553. Full description at Econpapers || Download paper | |
| 2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
| 2025 | Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477. Full description at Econpapers || Download paper | |
| 2024 | Economic Policy Uncertainty and Financial Markets in the United State.. (2024). Olawoyin, Olayinka ; Adeloye, Fadekemi Chidinma ; Daniel, Chinaemerem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:998-1016. Full description at Econpapers || Download paper | |
| 2024 | Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Liu, Yun ; Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472. Full description at Econpapers || Download paper | |
| 2024 | Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485. Full description at Econpapers || Download paper | |
| 2024 | Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80. Full description at Econpapers || Download paper | |
| 2024 | First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers || Download paper | |
| 2025 | A New Four-factor Model for the Chinese Stock Market. (2025). Zhang, Haitao ; Tang, Chao ; Cao, Jianhui ; Xiong, Heping. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:xiongtangcaozhang. Full description at Econpapers || Download paper | |
| 2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper | |
| 2024 | Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models. (2024). Byun, Suk-Joon ; Cho, Sangheum ; Kim, Da-Hea. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000953. Full description at Econpapers || Download paper | |
| 2024 | Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728. Full description at Econpapers || Download paper | |
| 2024 | Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765. Full description at Econpapers || Download paper | |
| 2024 | When a gift resembles a trojan horse: CEO stock gift and stock price crash risk. (2024). Ha, Thu ; Pham, Man Duy. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:4:s0890838923000823. Full description at Econpapers || Download paper | |
| 2024 | Manager sentiment, deal characteristics, and takeover performance. (2024). Wu, Kai ; Tan, Xiaofen ; Liu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001136. Full description at Econpapers || Download paper | |
| 2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper | |
| 2025 | Financial market responses to the policy language of forward guidance: Evidence from China. (2025). Wang, Yulong ; Nie, LI ; Shi, Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:317-335. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277. Full description at Econpapers || Download paper | |
| 2025 | Manager sentiment and its effect on corporate innovation. (2025). Zhao, Long ; Xiong, Xun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003250. Full description at Econpapers || Download paper | |
| 2025 | Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720. Full description at Econpapers || Download paper | |
| 2024 | Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638. Full description at Econpapers || Download paper | |
| 2024 | The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081. Full description at Econpapers || Download paper | |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
| 2024 | Do enterprises adopting digital finance exhibit higher values? Based on textual analysis. (2024). Yue, Sishi ; Yang, MO ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001062. Full description at Econpapers || Download paper | |
| 2024 | Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475. Full description at Econpapers || Download paper | |
| 2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper | |
| 2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584. Full description at Econpapers || Download paper | |
| 2025 | Managerial integrity and stock returns. (2025). Gong, Hao ; Meng, Yifan ; Cao, Jiawei ; Yang, MO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000762. Full description at Econpapers || Download paper | |
| 2024 | Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Ghazi, Soroush ; Schneider, Mark. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022. Full description at Econpapers || Download paper | |
| 2025 | Spatial spillovers of media sentiment divergence in the stock market: A dynamic spatial Durbin approach. (2025). Zhang, Manling ; Chen, Jing. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001430. Full description at Econpapers || Download paper | |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. Full description at Econpapers || Download paper | |
| 2024 | Making differences work: Financial fraud detection based on multi-subject perceptions. (2024). Feng, Yuyao ; Wang, Shuai ; Li, Guowen. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000293. Full description at Econpapers || Download paper | |
| 2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper | |
| 2025 | Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298. Full description at Econpapers || Download paper | |
| 2025 | Do management climate change concerns mitigate greenwashing? Evidence from China. (2025). Yang, Jinyu ; Cao, Jiawei ; Yue, Sishi. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000573. Full description at Econpapers || Download paper | |
| 2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper | |
| 2024 | A portfolio-level, sum-of-the-parts approach to return predictability. (2024). Katselas, Dean ; Xu, Hongyi ; Drienko, JO. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000604. Full description at Econpapers || Download paper | |
| 2024 | Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720. Full description at Econpapers || Download paper | |
| 2024 | Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732. Full description at Econpapers || Download paper | |
| 2024 | Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902. Full description at Econpapers || Download paper | |
| 2025 | Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179. Full description at Econpapers || Download paper | |
| 2025 | Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209. Full description at Econpapers || Download paper | |
| 2024 | Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850. Full description at Econpapers || Download paper | |
| 2024 | Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661. Full description at Econpapers || Download paper | |
| 2024 | Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457. Full description at Econpapers || Download paper | |
| 2024 | Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141. Full description at Econpapers || Download paper | |
| 2024 | Coal price shocks, investor sentiment, and stock market returns. (2024). Ding, Zhihua ; Liu, Zhenhua ; Chen, Shumin ; Zhong, Hongyu. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s014098832400327x. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759. Full description at Econpapers || Download paper | |
| 2024 | Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704. Full description at Econpapers || Download paper | |
| 2024 | Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper | |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper | |
| 2025 | Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312. Full description at Econpapers || Download paper | |
| 2025 | Enhancing carbon price robust forecasting: A text-driven method utilizing weighted interval-joint quadratic support vector regression. (2025). Luo, Rui ; Liu, Jinpei ; Chen, Peipei. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004098. Full description at Econpapers || Download paper | |
| 2024 | Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400. Full description at Econpapers || Download paper | |
| 2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty, coal price, and industrial output: Evidence from China. (2025). Lin, Boqiang ; Wang, Zhijun. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028403. Full description at Econpapers || Download paper | |
| 2025 | Opportunism in crisis: Big baths and COVID-19 disclosure. (2025). Guo, Meng ; Liu, Chen ; Luo, Danglun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002212. Full description at Econpapers || Download paper | |
| 2025 | Unveiling themes in 10-K disclosures: A new topic modeling perspective. (2025). Fengler, Matthias ; Phan, Tri Minh. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s105752192500208x. Full description at Econpapers || Download paper | |
| 2025 | Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539. Full description at Econpapers || Download paper | |
| 2025 | Export control and earnings management: Evidence from China. (2025). Huang, Hengxuan ; Liu, Suyi ; Gong, Yuan ; Yan, Zehao ; Ge, Zhixiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925004284. Full description at Econpapers || Download paper | |
| 2025 | Empty pledges and powerless conventions: How transition climate risks are disrupting financial markets?. (2025). Fahmy, Hany. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004715. Full description at Econpapers || Download paper | |
| 2025 | Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459. Full description at Econpapers || Download paper | |
| 2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper | |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper | |
| 2024 | Abnormal temperature and the cross-section of stock returns in China. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Song, Bingheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060. Full description at Econpapers || Download paper | |
| 2024 | Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective. (2024). Yi, Xingjian ; Chen, Jia ; Liu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002308. Full description at Econpapers || Download paper | |
| 2024 | Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market. (2024). He, YU ; Li, Yaokuang ; Zhang, Shengpeng ; Liang, Ruixin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002394. Full description at Econpapers || Download paper | |
| 2024 | Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643. Full description at Econpapers || Download paper | |
| 2024 | Biodiversity and stock returns. (2024). Zeng, Qing ; Wu, Hanlin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003181. Full description at Econpapers || Download paper | |
| 2024 | From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x. Full description at Econpapers || Download paper | |
| 2024 | The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496. Full description at Econpapers || Download paper | |
| 2024 | Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty and corporate green innovation. (2025). Wang, Jiancong ; Yang, Qiming ; Zhang, Liyuan ; Luo, Zhenqing ; Yu, Xiaoyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007294. Full description at Econpapers || Download paper | |
| 2025 | Climate change risk and bond risk premium. (2025). Guo, Yangli ; Peng, Pei ; Wang, Hui ; Huang, Dengshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008172. Full description at Econpapers || Download paper | |
| 2024 | The impact of economic policy uncertainty on IPO underpricing: Evidence from China. (2024). Liu, Yanliang ; Pan, Wanbin ; Tao, Libin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011820. Full description at Econpapers || Download paper | |
| 2024 | Price limits hitting effect and cross-sectional stock returns: Evidence from China. (2024). Tang, Guohao ; Zeng, Zhaoxiang ; Wang, Guojun. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011753. Full description at Econpapers || Download paper | |
| 2024 | Impact of geopolitical risk on target debt ratio. (2024). Shrestha, Keshab ; Suresh, Sheena Sara ; Khaw, Karren Lee-Hwei. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363. Full description at Econpapers || Download paper | |
| 2024 | Pricing stock index futures with sentiments. (2024). Xie, Yutang ; Feng, Ting ; Peng, Huan. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000102. Full description at Econpapers || Download paper | |
| 2024 | Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning. (2024). Vacca, Gianmarco ; Riso, Luigi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002083. Full description at Econpapers || Download paper | |
| 2024 | Energy-related uncertainty and Chinese stock market returns. (2024). Huang, Zhendong ; Wang, Yubao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002459. Full description at Econpapers || Download paper | |
| 2024 | Local officials’ sentiment and government financing cost: Evidence from Chengtou bonds in China. (2024). Ren, Zhaoyue ; Huang, Yongjian ; Xiong, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003908. Full description at Econpapers || Download paper | |
| 2024 | Exploring the investment value of retail sales growth: Evidence from the China Retailer Alliance. (2024). Su, Zhi ; Zhou, Zhenkun ; Ren, Tao ; Wu, Danni. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003945. Full description at Econpapers || Download paper | |
| 2024 | The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Du, Yuxuan ; Shi, Yan ; Xin, Jianxuan ; Sun, Fangfang ; Wang, Chunlan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550. Full description at Econpapers || Download paper | |
| 2024 | Ambiguous investor sentiment. (2024). Wei, Xiaopeng ; Wagner, Moritz. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008031. Full description at Econpapers || Download paper | |
| 2024 | The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231. Full description at Econpapers || Download paper | |
| 2024 | Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006. Full description at Econpapers || Download paper | |
| 2025 | Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630. Full description at Econpapers || Download paper | |
| 2025 | How does board gender diversity shape ESG performance?. (2025). Zhu, Yaqin ; Chen, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s154461232401746x. Full description at Econpapers || Download paper | |
| 2025 | Forecasting volatility in commodity markets with climate risk. (2025). Tang, Yusui ; Zhou, Ling ; Peng, Pei ; Guo, Yangli. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003575. Full description at Econpapers || Download paper | |
| 2025 | Attention to climate events and carbon price volatility. (2025). Zhang, Yaojie ; Ji, Shidong ; Gong, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005161. Full description at Econpapers || Download paper | |
| 2025 | Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317. Full description at Econpapers || Download paper | |
| 2025 | Is a picture really worth a thousand words? Investigating the impact of investor sentiment on sustainable stocks. (2025). Mokni, Khaled ; Nammouri, Hela ; Dhaoui, Chedia ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007792. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Economic policy uncertainty in China and stock market expected returns In: Accounting and Finance. [Full Text][Citation analysis] | article | 125 |
| 2019 | Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market In: International Review of Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Dissecting the effectiveness of firm financial strength in predicting Chinese stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | Q-theory, mispricing, and profitability premium: Evidence from China In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
| 2019 | Manager sentiment and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 247 |
| 2017 | International volatility risk and Chinese stock return predictability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 26 |
| 2019 | The world predictive power of U.S. equity market skewness risk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2013 | Can US economic variables predict the Chinese stock market? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 30 |
| 2016 | Chinese stock market volatility and the role of U.S. economic variables In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 27 |
| 2017 | Forecasting Chinese Stock Market Volatility With Economic Variables In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 14 |
| 2015 | Investor Sentiment Aligned: A Powerful Predictor of Stock Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 500 |
| 2020 | Forecasting stock returns with model uncertainty and parameter instability In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
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