Chinese stock return predictability: A time–frequency and shrinkage modeling approach

Pacific-Basin Finance Journal 2026

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Authors: Jianhao Xue, Binjie Wang, Xin-Yu Peng, Chi Keung Lau

DOI: 10.1016/j.pacfin.2026.103201

Cited by: 1

References: 48

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Financial Markets and Investment Strategies

References 48