Predictive power of ARIMA models in forecasting equity returns: a sliding window method
Dong, Huijian, Guo, Xiaomin, Reichgelt, Han, Hu, Ruizhi
Published in Journal of asset management (01.10.2020)
Published in Journal of asset management (01.10.2020)
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Journal Article
Ethical Fund Volatility and Inconsistency of Investor Sentiment
Patterson, Gary A, Guan, Wei, Dong, Huijian
Published in Journal of Business and Management (01.03.2022)
Published in Journal of Business and Management (01.03.2022)
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Journal Article
Evidence on the Efficient Market Hypothesis from 44 Global Financial Market Indexes
Dong, Huijian, Latham, William R., Bowers, Helen M.
Published in Economics research international (01.01.2013)
Published in Economics research international (01.01.2013)
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Journal Article
Are Extreme Negative Return Events Independent of the Market?
Dong, Huijian, Guo, Xiaomin, Reichgelt, Han
Published in The journal of wealth management (01.07.2020)
Published in The journal of wealth management (01.07.2020)
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Journal Article
Is Skewness Simply Sufficient?: Evidence from Monte Carlo Simulation on Asymmetric Asset Returns
Dong, Huijian, Swayngim, Wyatt J
Published in Journal of Finance and Investment Analysis (01.01.2015)
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Published in Journal of Finance and Investment Analysis (01.01.2015)
Journal Article