27 Shanda Nanlu
South Rd.
Jinan, SD Shandong 250100
China
http://www.econ.sdu.edu.cn/info/1257/42629.htm
Shandong University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
return predictability, average skewness, idiosyncratic skewness
Rare Disaster, International Stock Markets, Global Disaster, Discount Rate Channel, Partial Least Square
Bayesian method, predictive variance, non-negative equity premium
Bond risk premia, Text-based sentiment, Return predictability
Systematic Risk, Skewness, Predictability, Trading Strategies
bond risk premium, demand shocks, oil prices, return predictability
Family Involvement; Political Connection; Institutional environment; IPO Underpricing
Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation
Insider trade; anchoring bias, 52-week high and 52-week low, private information
Bond risk premium, Text-based sentiment, Return predictability
higher moment preference, asset pricing, portfolio allocation, equilibrium
Index Futures Return Predictability, Commodity Sentiment, Textual Analysis
Momentum, Volume, Disagreement, Disposition, Behavioral Biases, Business Cycle JEL Classification: G12
Rare disasters, Oil predictability, Text analysis, Machine learning
Health, Regional Economics, Housing, Spatiotemporal Equilibrium Model, Migration
Health, Regional Economics, Housing And Rental Prices, Spatiotemporal Equilibrium Model, Migration
Index Futures Return Predictability, Commodity Sentiment, Machine learning, textual analysis
