422 Siming Nan Road
Xiamen, Fujian 361005
China
Xiamen University - School of Economics
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
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
Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation
Rare Disaster, International Stock Markets, Global Disaster, Discount Rate Channel, Partial Least Square
Return Predictability, International Stock Markets, Skewness, Market Crash
Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock
Implied Volatility, Option Bid Price, Option Ask Price, Stock Return Predictability
Mean-variance-skewness, Asset allocation, Realized skewness, Skewness forecasting
Labor flow, Labor friction, Hiring rate, Stock market, Return predictability
Volatility Forecasting, U.S. Economic Variables, Out-of-sample Forecasting, Combination Forecast, Chinese Stock Market
Macro Tail Risk, Return Predictability, Risk Premium, Partial Least Squares (PLS)
Recursive utility, Fanning effect, Jump risk, Option smirk
Chinese Stock Market, Asset Allocation, Return Predictability, Combination Forecast
