A5036726371- Financial Markets and Investment Strategies
- Market Dynamics and Volatility
- Corporate Finance and Governance
- Financial Risk and Volatility Modeling
- Insurance and Financial Risk Management
- Complex Systems and Time Series Analysis
- Regional Development and Environment
- Constructed Wetlands for Wastewater Treatment
- Safety and Risk Management
- Evaluation and Optimization Models
- Advanced Decision-Making Techniques
- Advanced Condensed Matter Physics
- Multi-Criteria Decision Making
- Municipal Solid Waste Management
- Magnetic and transport properties of perovskites and related materials
- Regional Economic and Spatial Analysis
- Regional Development and Management Studies
- Simulation and Modeling Applications
- Advanced Thermoelectric Materials and Devices
- COVID-19 Pandemic Impacts
- Force Microscopy Techniques and Applications
- Power Systems and Renewable Energy
- Forecasting Techniques and Applications
- Biosensors and Analytical Detection
- Environmental Policies and Emissions
Fudan University
2021-2024
Edinburgh Napier University
2022-2024
Shandong University of Finance and Economics
2023-2024
State Key Laboratory of Surface Physics
2024
Westlake University
2021
University of Bradford
2020-2021
Newcastle University
2018-2019
Academy of Military Transportation
2011-2013
Changzhou University
2013
Yunnan University
2006
While investor sentiment has been shown to have a robust, direct impact on stock returns, we know little about how it impacts returns through an indirect channel from conditional volatility. We conduct global study of across 40 international markets examine the via both and channels varies bull bear market regimes. Using turnover ratio as proxy applying GARCH-type models, confirm channels: In regimes, optimistic (pessimistic) shifts in would increase (decrease) while decrease (increase) returns.
This paper hypothesizes that the number of novel coronavirus disease (COVID-19) cases significantly influence stock returns in international financial markets. Our empirical evidence, based on panel Granger non-causality tests, strongly supports this hypothesis for Group Seven (G7) countries. also adds to growing literature impact non-economic variables markets, from perspective diseases.
Abstract Traditional finance theory posits a positive risk–return relation, but empirical evidence is inconclusive. Retail investor sentiment has long been viewed as distorting factor, while more recently institutional thought to play role. We examine the separate and joint impacts of retail sentiments on risk‐return relation. find, at both market firm levels, relation likely be distorted by two investor‐type jointly, rather than separately. further find cross‐sectional pattern, with being...
Some financial relations have been confirmed to be different overnight and intraday due clienteles. In this paper, we assess the impact of investor sentiment on stock market returns in 30 international markets intraday. At global level, empirical evidence reveals a negative sentiment-return relation both non-trading trading hours, is stronger than overnight, indicating that traders are more rational traders. The separation between developed emerging does not distort or individual results...
The ongoing COVID-19 pandemic caused by SARS-CoV-2 has significantly affected the world, creating a global health emergency. For controlling virus spread, effective and reliable diagnostic therapeutic measures are highly expected. Using proper biomedical materials to produce detection kits/devices personal protective equipment (PPE), such as swabs masks, become focus since they play critical roles in diagnostics prevention. Electrospun polymer composites have garnered substantial interest...
We developed a simple coordinate transformation method for quickly locating features of interest (FOIs) samples in transmission electron microscope (TEM). The is well suited conducting sample searches aberration-corrected scanning/transmission microscopes (S/TEM), where the survey can be very time-consuming because limited field view imposed by highly excited objective lens after fine-tuning aberration correctors. For implementation, digital image and TEM holder was captured using...
Introducing tensile strain into STO-based superlattices increases the ferroelectric transition temperature, leading to phonon softening at elevated temperatures, which in turn boosts their dimensionless figure of merit ( ZT ) 1.2.
The traditional financial framework theorizes a positive mean-variance relation, which, however, is not fully supported by empirical evidence. We provide new explanation for the weak relation separately testing overnight and intraday. Results at global level present but negative intraday, while results of individual markets reveal high degree heterogeneity. employ cultural dimensions, market integrity, development to examine drivers observed cross-market differences, showing that all three...
Action needs, cognitive needs and learning which reflected mechanism usability, were selected as characteristic variables of system. Universality, stability full-function factor variables. Absolute degree incidence matrixes for system established. Influences property parameters on usability determined according to the superior analytical principle. Example suggests that prey process can be a reasonable available method determine influence usability.
Extant literature shows the positive impact of institutional development on investor rationality and market efficiency. The authors extend this evidence by investigating performance-flow relationship in Chinese mutual fund before after enforcement revised Law People’s Republic China Securities Investment Fund. Empirical reveals that investors irrationally chase past star performers reform, but gradually become rational less obsessed with star-chasing behaviors reform. Moving one percentile...
Timeliness and reliability are important standards for emergency material distribution decision-making. In this study, system is analyzed, concept of method defined calculation it presented. On the basis that, decision model based on built up. This a new distribution.
We examine return predictability of trade- and text-based sentiment measures constructed via the bottom-up approach. Empirical results reveal that trade-based outperform counterparts for both in-sample out-of-sample predictions, implying noise associated with is due in part to measure construction approach but mainly noisy contents per se.