Work

How do stock prices respond to the leading economic indicators? Analysis of large and small shocks

Year: 2022

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2022.103430

Authors: Jing Liu, Zhonglu Chen

Institutions: Sichuan University, Sichuan Tourism University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, China Postdoctoral Science Foundation, Sichuan University, National University's Basic Research Foundation of China, Fundamental Research Funds for the Central Universities, Chengdu Office of Philosophy and Social Science

Awards: 基于深度学习的中国原油期货价格波动预测研究, G1586616769, G2365946590, G4414884333, G6487182658, G8222062717

OpenAlex ID: W4306932550

FWCI: 1.497

Cites: 36

Cited by: 10

Related to: 10