Predictability of large future changes in major financial indices

von Sornette, Didier
Veröffentlicht in International journal of forecasting (2006)

Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data

von Zhou, Wei-Xing
Veröffentlicht in Journal of macroeconomics (2006)

Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market

von Shi, Huai-Long
Veröffentlicht in The North American journal of economics and finance (2021)

A weekly sentiment index and the cross-section of stock returns

von Xu, Hai-Chuan
Veröffentlicht in Finance research letters (2018)

Factor volatility spillover and its implications on factor premia

von Shi, Huai-Long
Veröffentlicht in Journal of international financial markets, institutions & money (2022)

Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach

von Wen, Fenghua
Veröffentlicht in Risk management (2020)

Special issue: Financial econometrics and risk management

Veröffentlicht 2023

A global economic policy uncertainty index from principal component analysis

von Dai, Peng-Fei
Veröffentlicht in Finance research letters (2021)

Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates

von Xu, Hai-Chuan
Veröffentlicht in Journal of international financial markets, institutions & money (2017)

Order imbalances and market efficiency : new evidence from the Chinese stock market

von Zhang, Ting
Veröffentlicht in Emerging markets review (2019)

Comments on "Non-parametric determination of real-time lag structure between two time series: The 'Optimal thermal causal path' method with applications to economic data"

von Andersen, Jørgen Vitting
Veröffentlicht in Journal of macroeconomics (2006)

Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets

von Dai, Yun-Shi
Veröffentlicht in Journal of international financial markets, institutions & money (2023)

Learning representation of stock traders and immediate price impacts

von Xie, Wen-Jie
Veröffentlicht in Emerging markets review (2021)

News coverage and portfolio returns : evidence from China

von Li, Cong-Cong
Veröffentlicht in Pacific-Basin finance journal (2020)

Extreme value statistics and recurrence intervals of NYMEX energy futures volatility

von Xie, Wen-jie
Veröffentlicht in Economic modelling (2014)

Investment strategies used as spectroscopy of financial markets reveal new stylized facts

Veröffentlicht in Inventi impact: emerging economies (2011)

Hierarchical contagions in the interdependent financial network

von Barnett, William A.
Veröffentlicht in Journal of financial stability (2022)

Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles

Veröffentlicht in Journal of economic behavior & organization (2010)

The double-edged role of social learning : flash crash and lower total volatility

von Xu, Hai-Chuan
Veröffentlicht in Journal of economic behavior & organization (2021)

Identifying states of global financial market based on information flow network motifs

von Xie, Wen-Jie
Veröffentlicht in The North American journal of economics and finance (2021)