Fujing Jin

Beijing Jiaotong University, School of Economics and Management

China

  • Beijing Jiaotong University, School of Economics and Management

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Intangible Assets Aligned: In Search of Return Predictability

Number of pages: 90 Posted: 29 Sep 2020 Last Revised: 12 Jun 2023
Cunfei Liao, Fuwei Jiang, Fujing Jin and Guohao Tang
Nanjing University of Science and Technology - School of Economics and Management, Xiamen University, Beijing Jiaotong University, School of Economics and Management and Hunan University - College of Finance and Statistics
Downloads 331 (176,064)

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Intangible assets, I-SCORE, Partial least squares, Risk-based theory, Sentiment

2.

Business Condition Expectations and Stock Return Predictability: International Evidence

Number of pages: 45 Posted: 28 Apr 2023 Last Revised: 21 Sep 2023
Fuwei Jiang, Fujing Jin, Hongkui Liu and Jiasheng Yu
Xiamen University, Beijing Jiaotong University, School of Economics and Management, Chinese Academy of Social Sciences (CASS) - Institute of Economics and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 316 (184,863)

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Global business condition expectation, International stock markets, Return predictability, Out-of-sample forecast

3.

From Macro to Micro: Sparse Macroeconomic Risks and the Cross-section of Stock Returns

Number of pages: 60 Posted: 13 May 2023 Last Revised: 22 Apr 2024
Lin Zhu, Fuwei Jiang, Guohao Tang and Fujing Jin
Hunan University - School of Finance and Statistics, Xiamen University, Hunan University - College of Finance and Statistics and Beijing Jiaotong University, School of Economics and Management
Downloads 143 (387,676)

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Sparse Macroeconomic Risks; Cross-sectional stock returns; Sparse PCA; Mispricing

4.

Granular Narratives

Number of pages: 37 Posted: 12 Jul 2024
Fuwei Jiang, Fujing Jin and Tian Ma
Xiamen University, Beijing Jiaotong University, School of Economics and Management and School of Economics, Minzu University of China
Downloads 41 (797,622)

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