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Macroeconomic attention and stock market return predictability

Citations

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Cited by:

  1. Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022. "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, vol. 83(C).
  2. Liu, Shan & Li, Ziwei, 2023. "Macroeconomic attention and oil futures volatility prediction," Finance Research Letters, Elsevier, vol. 57(C).
  3. Li, Dakai & Zhang, Fan & Li, Xuezhi, 2022. "Can U.S. trade policy uncertainty help in predicting stock market excess return?," Finance Research Letters, Elsevier, vol. 49(C).
  4. Shi, Chunpei & Wei, Yu & Li, Xiafei & Liu, Yuntong, 2023. "Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil," Energy Economics, Elsevier, vol. 126(C).
  5. Yaojie Zhang & Qingxiang Han & Mengxi He, 2024. "Forecasting stock market returns with a lottery index: Evidence from China," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1595-1606, August.
  6. Yaojie Zhang & Mengxi He & Zhikai Zhang, 2024. "Forecasting stock returns with industry volatility concentration," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2705-2730, November.
  7. Ma, Feng & Lu, Fei & Tao, Ying, 2022. "Geopolitical risk and excess stock returns predictability: New evidence from a century of data," Finance Research Letters, Elsevier, vol. 50(C).
  8. Wang, Jiqian & Li, Liang, 2023. "Climate risk and Chinese stock volatility forecasting: Evidence from ESG index," Finance Research Letters, Elsevier, vol. 55(PA).
  9. Zhang, Dan & Li, Biangxiang, 2022. "What can we learn from financial stress indicator?," Finance Research Letters, Elsevier, vol. 50(C).
  10. Zhang, Yaojie & He, Mengxi & Liao, Cunfei & Wang, Yudong, 2023. "Climate risk exposure and the cross-section of Chinese stock returns," Finance Research Letters, Elsevier, vol. 55(PB).
  11. Xu, Yongan & Duong, Duy & Xu, Hualong, 2023. "Attention! Predicting crude oil prices from the perspective of extreme weather," Finance Research Letters, Elsevier, vol. 57(C).
  12. Lv, Wendai & Li, Bin, 2023. "Climate policy uncertainty and stock market volatility: Evidence from different sectors," Finance Research Letters, Elsevier, vol. 51(C).
  13. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023. "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, vol. 65(C).
  14. Yao, Zhigang & Liu, Yao, 2023. "Crude oil volatility forecasting: New evidence from world uncertainty index," Finance Research Letters, Elsevier, vol. 58(PA).
  15. Naseer, Mirza Muhammad & Guo, Yongsheng & Bagh, Tanveer & Zhu, Xiaoxian, 2024. "Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  16. Barua, Ronil & Sharma, Anil K., 2023. "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, vol. 58(PC).
  17. Yang, Xin & Jin, Cheng & Huang, Chuangxia & Yang, Xiaoguang, 2023. "Network characteristics and stock liquidity:Evidence from the UK," Finance Research Letters, Elsevier, vol. 53(C).
  18. He, Mengxi & Zhang, Yaojie, 2022. "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  19. Huang, Chuangxia & Cai, Yaqian & Yang, Xiaoguang & Deng, Yanchen & Yang, Xin, 2023. "Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?," Economic Modelling, Elsevier, vol. 127(C).
  20. Zhang, Lili & Zhong, Juandan, 2024. "Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic," Finance Research Letters, Elsevier, vol. 60(C).
  21. Jixiang, Zhang & Feng, Ma, 2024. "Video apps user engagement and stock market volatility: Evidence from China," Finance Research Letters, Elsevier, vol. 64(C).
  22. Lu, Fei & Ma, Feng & Hu, Shiyang, 2024. "Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting," Energy Economics, Elsevier, vol. 129(C).
  23. Liang, Chao & Wang, Lu & Duong, Duy, 2024. "More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 1-19.
  24. Chen, Wang & Chevallier, Julien & Wang, Jiqian & Zhong, Juandan, 2022. "Stock market return predictability revisited: Evidence from a new index constructing the oil market," Finance Research Letters, Elsevier, vol. 49(C).
  25. Wang, Jiqian & Ma, Feng & Wang, Tianyang & Wu, Lan, 2023. "International stock volatility predictability: New evidence from uncertainties," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  26. Lu, Xinjie & Lang, Qiaoqi, 2023. "Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? Evidence from Chinese stock market," Finance Research Letters, Elsevier, vol. 55(PB).
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