Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market-Reference-Cited by-同舟云学术

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Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market

Published:2023 Issue: Volume: Page:1-13
ISSN:2329-924X
Container-title:IEEE Transactions on Computational Social Systems
language:
Short-container-title:IEEE Trans. Comput. Soc. Syst.

Author:

Wang Jia¹^ORCID,Chen Pu¹,Wang Jiacun²^ORCID,Guo Xiwang³,Wang Xu⁴^ORCID

Affiliation:

1. School of Business Administration, Northeastern University, Shenyang, China

2. Department of Computer Science and Software Engineering, Monmouth University, West Long Branch, NJ, USA

3. College of Computer and Communication Engineering, Liaoning Shihua University, Fushun, China

4. College of Economics, Hebei University of Environmental Engineering, Qinhuangdao, China

Funder

Fundamental Research Funds for the Central Universities

Hebei Province “Three Three Three Talent Project”

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Human-Computer Interaction,Social Sciences (miscellaneous),Modeling and Simulation

Link

http://xplorestaging.ieee.org/ielx7/6570650/6780646/10015663.pdf?arnumber=10015663

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models;IEEE Transactions on Computational Social Systems;2024-06

2. Jump volatility and firm‐specific investor sentiment;Journal of International Financial Management & Accounting;2024-05-10

3. A Novel and Effective Method for Quantifying the Performance of Time Series Volatility;IEEE Transactions on Industrial Informatics;2024-05

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