中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
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数学与系统科学研究... [35]
中国科学院大学 [13]
自动化研究所 [11]
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期刊论文 [74]
会议论文 [5]
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Physics [3]
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浏览/检索结果:
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COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis
期刊论文
OAI收割
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:
Xie, Qiwei
  |  
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2023/02/22
COVID-19
Risk spillovers
Generalized forecast error variance
decompositions
Wavelet coherence analysis
China?s financial markets
Machine Learning Approach to Sentiment Recognition from Periodic Reports
会议论文
OAI收割
2023 IEEE 3rd International Conference on Computer Communication and Artificial Intelligence, 不详, 2023
作者:
Zhu, Junfeng
;
Ren, Xiaopeng
  |  
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/09/25
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
期刊论文
OAI收割
APPLIED ECONOMICS, 2022, 页码: 17
作者:
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
  |  
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2023/02/07
Volatility risk
risk-neutral skewness
options
cross-sectional regression
asymmetry
Can financial crisis be detected? Laplacian energy measure
期刊论文
OAI收割
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xin
;
Yang, Xiaoguang
;
Cao, Jinde
  |  
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2023/02/07
Financial crisis
complex network
Laplacian energy
network structure
seasonal-trend decomposition procedure based on loess (STL)
Bank loan information and information asymmetry in the stock market: evidence from China
期刊论文
OAI收割
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:
Ye,Yanyi
;
Wang,Yun
;
Yang,Xiaoguang
  |  
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2022/06/21
Bank loan information
Information asymmetry
Corporate transparency
Loan default information
PIN
G12
G14
G21
Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions
期刊论文
OAI收割
INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19
作者:
Tian, Hu
;
Zheng, Xiaolong
;
Zhao, Kang
;
Liu, Maggie Wenjing
;
Zeng, Daniel Dajun
  |  
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2022/07/25
graph representation learning
deep learning
predictive models
business intelligence
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
OAI收割
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
  |  
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
Calendar anomalies in passion investments: Price patterns and profit opportunities
期刊论文
OAI收割
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 61
作者:
Plastun, Alex
;
Bouri, Elie
;
Havrylina, Ahniia
;
Ji, Qiang
  |  
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/05/30
Diamonds
Fine wine
Stamps
Fine art
Calendar anomalies
Trading strategies
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
OAI收割
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
  |  
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
Game Starts at GameStop: Characterizing the Collective Behaviors and Social Dynamics in the Short Squeeze Episode
期刊论文
OAI收割
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 14
作者:
Zheng, Xiaolong
;
Tian, Hu
;
Wan, Zhe
;
Wang, Xiao
;
Zeng, Daniel Dajun
  |  
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2022/01/27
Social networking (online)
Dictionaries
Stock markets
Investment
Games
Analytical models
Market research
Dynamic interaction network
financial market
GameStop
short squeeze
social network analysis