Academic Engagement (Representative) |
Publications |
[1] Chao Liang, Feng Ma, Lu Wang, et al. The Information Content of Uncertainty Indices for Natural Gas Futures Volatility Forecasting. Journal of Forecasting, 2021, 40(7): 1310-1324. [2] Yongan Xu, Jianqiong Wang, Zhonglu Chen, Chao Liang. Economic Policy Uncertainty and Stock Market Returns: New Evidence. The North American Journal of Economics and Finance, 2021, 58: 101525. [3] Chao Liang, Yan Li, Feng Ma, et al. Global Equity Market Volatilities Forecasting: A Comparison of Leverage Effects, Jumps, and Overnight Information. International Review of Financial Analysis, 2021, 75(8): 101750. [4] Chao Liang, Yu Wei, Likun Lei, Feng Ma. Global Equity Market Volatility Forecasting: New Evidence. International Journal of Finance&Economics, 2021, 27(1): 594-609. [5] eng Ma, Chao Liang, Qing Zeng, Haibo Li. Jumps and Oil Futures Volatility Forecasting: A New Insight. Quantitative Finance, 2021, 21(5): 853-863. [6] Jiqian Wang, Feng Ma, Chao Liang, et al. Volatility Forecasting Revisited Using Markov‐switching with Time‐varying Probability Transition. International Journal of Finance&Economics, 2021, 27(1): 1387-1400. [7] Yaojie Zhang, Feng Ma, Chao Liang, et al. Good Variance, Bad Variance, and Stock Return Predictability. International Journal of Finance&Economics, 2021, 26(3): 4410-4423. [8] Zhonglu Chen, Chao Liang, Muhammad Umar. Is Investor Sentiment Stronger Than VIX and Uncertainty Indices in Predicting Energy Volatility? Resources Policy, 2021, 74: 102391. [9] Yongan Xu, Jianqiong Wang, Zhonglu Chen, Chao Liang. Sentiment Indices and Stock Returns: Evidence from China. International Journal of Finance&Economics, 2021. [10] Chao Liang, Feng Ma, Ziyang Li, et al. Which Types of Commodity Price Information Are More Useful for Predicting US Stock Market Volatility? Economic Modelling, 2020, 93: 642-650. [11] Chao Liang, Yaojie Zhang, Xiafei Li, Feng Ma. Which Predictor Is More Predictive for Bitcoin Volatility? And Why? International Journal of Finance&Economics, 2020, 27(2): 1947-1961. [12] Feng Ma, Chao Liang, Yuanhui Ma, et al. Cryptocurrency Volatility Forecasting: A Markov Regime‐switching MIDAS Approach. Journal of Forecasting, 2020, 39(8): 1277-1290. [13] Yan Li, Chao Liang, Feng Ma, et al. The Role of the IDEMV in Predicting European Stock Market Volatility During the COVID-19 Pandemic. Finance research letters, 2020, 36: 101749. [14] Yan Li, Lian Luo, Chao Liang, Feng Ma. The Role of Model Bias in Predicting Volatility: Evidence from The US Equity Markets. China Finance Review International, 2020. |
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