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... [21]
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期刊论文 [36]
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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
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
;
Li, Jingyu
  |  
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2023/02/22
COVID-19
Risk spillovers
Generalized forecast error variance
decompositions
Wavelet coherence analysis
China?s financial markets
National development banks and loan contract terms: Evidence from syndicated loans
期刊论文
OAI收割
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 卷号: 130, 页码: 24
作者:
Gong, Di
;
Xu, Jiajun
;
Yan, Jianye
  |  
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
National development banks
Syndicated loans
Contract terms
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
OAI收割
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
  |  
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
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:19/0
  |  
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:28/0
  |  
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
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19
期刊论文
OAI收割
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:
Guo, Xiaochun
;
Lu, Fengbin
;
Wei, Yunjie
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2022/04/02
Bitcoin
COVID-19
Contagion
DAG
Financial market risk
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy
期刊论文
OAI收割
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:
Zhan, Baoqiang
;
Zhang, Shu
;
Du, Helen S.
;
Yang, Xiaoguang
  |  
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2022/04/02
Statistical arbitrage
Cointegration
Machine learning
Opportunities exploration
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:25/0
  |  
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