2 papers
econ.GN2018
Does the price of strategic commodities respond to U.S. Partisan Conflict?
Yong Jiang, Yi-Shuai Ren, Chao-Qun Ma +2
A noteworthy feature of U.S. politics in recent years is serious partisan conflict, which has led to intensifying polarization and exacerbating high policy uncertainty. The US is a…
econ.EM2018
Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain
Yong Jiang, Zhongbao Zhou
Behavioral theories posit that investor sentiment exhibits predictive power for stock returns, whereas there is little study have investigated the relationship between the time hor…