Details about Fuwei Jiang

Access statistics for papers by Fuwei Jiang.

Last updated 2022-08-23. Update your information in the RePEc Author Service.

Short-id: pji222

Working Papers

2020

1. The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)

Journal Articles

2020

1. Dissecting the effectiveness of firm financial strength in predicting Chinese stock market
   Finance Research Letters, 2020, 32, (C) View citations (3)
2. Forecasting stock returns with model uncertainty and parameter instability
   Journal of Applied Econometrics, 2020, 35, (5), 629-644 View citations (8)

2019

3. Manager sentiment and stock returns
   Journal of Financial Economics, 2019, 132, (1), 126-149 View citations (170)
4. Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market
   International Review of Finance, 2019, 19, (1), 191-206 View citations (4)
5. The world predictive power of U.S. equity market skewness risk
   Journal of International Money and Finance, 2019, 96, (C), 210-227 View citations (10)

2018

6. Q-theory, mispricing, and profitability premium: Evidence from China
   Journal of Banking & Finance, 2018, 87, (C), 135-149 View citations (27)

2017

7. Economic policy uncertainty in China and stock market expected returns
   Accounting and Finance, 2017, 57, (5), 1265-1286 View citations (114)
8. Forecasting Chinese Stock Market Volatility With Economic Variables
   Emerging Markets Finance and Trade, 2017, 53, (3), 521-533 View citations (13)
9. International volatility risk and Chinese stock return predictability
   Journal of International Money and Finance, 2017, 70, (C), 183-203 View citations (25)

2016

10. Chinese stock market volatility and the role of U.S. economic variables
    Pacific-Basin Finance Journal, 2016, 39, (C), 70-83 View citations (26)

2015

11. Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
    The Review of Financial Studies, 2015, 28, (3), 791-837 View citations (456)

2013

12. Can US economic variables predict the Chinese stock market?
    Pacific-Basin Finance Journal, 2013, 22, (C), 69-87 View citations (34)