422 Siming Nan Road
Xiamen, Fujian 361005
China
Xiamen University - School of Economics
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Investor Attention, Stock Return Predictability, Partial Least Square (PLS), Principal Component Analysis (PCA), Out-of-sample Forecast
Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market
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Return predictability, Economic policy uncertainty, Out‐of‐sample forecasting, Asset allocation, Chinese stock market
Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation
Return Predictability, International Stock Markets, Skewness, Market Crash
Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock
Rare Disaster, International Stock Markets, Global Disaster, Discount Rate Channel, Partial Least Square
Mean-variance-skewness, Asset allocation, Realized skewness, Skewness forecasting
Implied Volatility, Option Bid Price, Option Ask Price, Stock Return Predictability
Volatility Forecasting, U.S. Economic Variables, Out-of-sample Forecasting, Combination Forecast, Chinese Stock Market
Recursive utility, Fanning effect, Jump risk, Option smirk
Chinese Stock Market, Asset Allocation, Return Predictability, Combination Forecast
