主要论文
(1) Li, Y., Huo, J., Xu, Y., Liang, C., 2023. Belief-based momentum indicator and stock market return predictability.Research in International Business and Finance64, 101825
(2) Li, Y., Liang, C., Huynh, T.L.D., 2022. Forecasting US stock market returns by the aggressive stock-selection opportunity.Finance Research Letters50, 103323
(3) Li, Y., Liang, C., Huynh, T.L.D., He, Q., 2022. Price reversal and heterogeneous belief.International Review of Economics & Finance82, 104-119
(4) Li, Y., Liang, C., Huynh, T.L.D., 2022. A new momentum measurement in the Chinese stock market.Pacific-Basin Finance Journal73, 101759
(5) Li, Y., Li, W., 2021. Firm-specific investor sentiment for the Chinese stock market.Economic Modelling97, 231-246
(6) Li, Y., Li, W., 2021. Empirical Analysis of MSCI China A-Shares.Journal of Risk and Financial Management14
(7) Li, Y., Liang, C., Ma, F., Wang, J., 2020. The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic.Finance Research Letters36, 101749
(8) Li, Y., Luo, L., Liang, C., Ma, F., 2020. The role of model bias in predicting volatility: evidence from the US equity markets.China Finance Review Internationalahead-of-print
(9) Liu, J., He, Q.,Li, Y.*, Huynh, L.D.T., Liang, C., 2023. The change in stock-selection risk and stock market returns.International Review of Financial Analysis85, 102457
(10) Yang, M.,Li, Y., Dong, D., 2023. Strategic information disclosure and the cost of equity capital: Evidence from China.Finance Research Letters51, 103418
(11) Qiu, R., Liu, J.,Li, Y., 2023. Long-term adjusted volatility: Powerful capability in forecasting stock market returns.International Review of Financial Analysis86, 102530
(12) Liang, C.,Li, Y., Ma, F., Zhang, Y., 2022. Forecasting international equity market volatility: A new approach.Journal of Forecasting41, 1433-1457
(13) Mei, D., Zhao, C., Luo, Q.,Li, Y., 2022. Forecasting the Chinese low-carbon index volatility.Resources Policy77, 102732
(14) Xu, Y., Liang, C.,Li, Y., Huynh, T.L.D., 2022. News sentiment and stock return: Evidence from managers’ news coverages.Finance Research Letters, 102959
(15) Liang, C.,Li, Y., Ma, F., Wei, Y., 2021. Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information.International Review of Financial Analysis75, 101750
(16) Liang, C., Ma, F., Li, Z.,Li, Y., 2020. Which types of commodity price information are more useful for predicting US stock market volatility?Economic Modelling93, 642-650
(17) Liang, C., Tang, L.,Li, Y., Wei, Y., 2020. Which sentiment index is more informative to forecast stock market volatility? Evidence from China.International Review of Financial Analysis71, 101552
(18) Wei, Y., Liang, C.,Li, Y., Zhang, X., Wei, G., 2020. Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models.Finance Research Letters35, 101287
