NO.39 South College Road
Haidian District
Beijing, 100081
China
Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Common investor coverage, return comovement, excess comovement, Seeking Alpha, retail investor
electricity price volatility forecasting; forecast combination; GARCH models; Bayesian model averaging
Financial Econometrics, GARCH, High-Frequency Data, Data Filter
in-house meeting; information asymmetry; bid-ask spread.