Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Huijian Dong"'
Publikováno v:
American Business Review, Vol 27, Iss 1, Pp 207-220 (2024)
We define an extreme loss event as a daily return at the left tail of negative two standard deviations of all daily returns for a specific stock. Prior studies focus on the relationship between extreme losses and specific anticipated announcements. O
Externí odkaz:
https://doaj.org/article/449a264dc82c42d38fb2c81f9c80aaa1
Autor:
Huijian Dong, Xiaomin Guo
Publikováno v:
International Journal of Financial Studies, Vol 8, Iss 4, p 67 (2020)
Farmland valuation models usually incorporate local purchasing power as one of the pricing factors. A plausible rationale is that a larger population and higher income per capita imply increasing demand for agricultural products and farmland. In this
Externí odkaz:
https://doaj.org/article/1ffb854d5e2941198f384cd40df49773
Autor:
Huijian Dong, Xiaomin Guo
Publikováno v:
Model Assisted Statistics and Applications. 17:285-297
The current practice of option price forecast relies on the outputs of various option pricing models. The expected value of the current option price is widely regarded as the best forecast for the future price, assuming the option prices evolve with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02076180b493d8367094a09fdeb69bbd
https://doi.org/10.3233/mas-220410
https://doi.org/10.3233/mas-220410
Autor:
Huijian Dong
Publikováno v:
Cryptocurrency Concepts, Technology, and Applications ISBN: 9781003315049
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fadfd97b43c68990637df921ce9ba4d
https://doi.org/10.1201/9781003315049-1
https://doi.org/10.1201/9781003315049-1
We filter the risk disclosure statements that include climate change discussions from the recent 10 years of 10-K forms filed by all the public companies in the U.S. With this novel data, we conduct the Latent Dirichlet Allocation (LDA) analysis to i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ece3c16999f0b35498dbce662b895c64
https://doi.org/10.21203/rs.3.rs-2423442/v1
https://doi.org/10.21203/rs.3.rs-2423442/v1
Publikováno v:
Academy of Management Proceedings. 2022
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea14aed97d2290428a394bec689fff7e
https://doi.org/10.5465/ambpp.2022.11532abstract
https://doi.org/10.5465/ambpp.2022.11532abstract
Autor:
Huijian Dong1 dongh@usf.edu, Xiaomin Guo1 guox@usf.edu
Publikováno v:
International Journal of Business & Economics. May2020, Vol. 5 Issue 1, p9-21. 13p.
Publikováno v:
Journal of Asset Management. 21:549-566
The ARIMA model is widely adopted by the financial industry as the standard statistical instrument for forecasting asset returns. Numerous studies have compared the accuracy of the ARIMA model with other competing models. However, there are no studie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48c305b99a6d49584b0e1e9b87d0acff
https://doi.org/10.1057/s41260-020-00184-z
https://doi.org/10.1057/s41260-020-00184-z
Publikováno v:
The Journal of Wealth Management. 23:60-73
This study defines an extreme daily loss event as a daily return lower than 97.5% of their historical daily returns. We also define an extreme loss of an asset as forgivable if it happens during an extreme down market, and as unforgivable if the conc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec9741f9d738d8dc8d8d03df7c82f19a
https://doi.org/10.3905/jwm.2020.1.099
https://doi.org/10.3905/jwm.2020.1.099
Autor:
Xiaomin Guo, Huijian Dong
Publikováno v:
The Journal of Investing. 29:76-88
The authors explore the separate momentum effect in the positive and negative return environments at both the time domain and the frequency domain. Using the power spectrums and daily returns of sixteen representative exchange-traded funds (ETFs), th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc04bd2475cb2d4e7502ee06952d0588
https://doi.org/10.3905/joi.2020.1.118
https://doi.org/10.3905/joi.2020.1.118