Search Results - Liao, Cunfei

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  1. 1
    From fundamental signals to stock volatility: A machine learning approach

    From fundamental signals to stock volatility: A machine learning approach by Liao, Cunfei, Ma, Tian

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  2. 2
    Factor momentum in the Chinese stock market

    Factor momentum in the Chinese stock market by Ma, Tian, Liao, Cunfei, Jiang, Fuwei

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  3. 3
    Smart money or chasing stars: Evidence from northbound trading in China

    Smart money or chasing stars: Evidence from northbound trading in China by Liao, Cunfei, Tang, Guohao, Xu, Xiaoying

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  4. 4
    Aggregate liquidity premium and cross-sectional returns: Evidence from China

    Aggregate liquidity premium and cross-sectional returns: Evidence from China by Liao, Cunfei, Luo, Qianlin, Tang, Guohao

    Published in Economic modelling
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  5. 5
    Climate risk exposure and the cross-section of Chinese stock returns

    Climate risk exposure and the cross-section of Chinese stock returns by Zhang, Yaojie, He, Mengxi, Liao, Cunfei, Wang, Yudong

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  6. 6
    Timing the factor zoo via deep learning: Evidence from China

    Timing the factor zoo via deep learning: Evidence from China by Ma, Tian, Liao, Cunfei, Jiang, Fuwei

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  7. 7
    Weather Sentiment Index and Stock Return Predictability: Evidence from China

    Weather Sentiment Index and Stock Return Predictability: Evidence from China by Ma, Tian, Liao, Cunfei, Jiang, Fuwei

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  8. 8
    Global, Developed and Emerging Stock Market: Which Characteristic Matters?

    Global, Developed and Emerging Stock Market: Which Characteristic Matters? by Ma, Tian, Liao, Cunfei, Jiang, Fuwei

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