1. Forecasting the Volatility of US Oil and Gas Firms With Machine Learning. (2025). Hansen, Erwin ; Cabrera, Gabriel ; Daz, Juan D.
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2. Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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3. Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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4. The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns. (2024). Zhang, Yaojie ; Wang, Yudong.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584.

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5. Forecasting stock volatility using pseudo-out-of-sample information. (2024). Gong, Xue ; Li, Xiaodan ; Huang, Jingjing ; Ge, Futing.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

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6. The impact of presidential economic approval rating on stock volatility: An industrial perspective. (2024). Gong, Xue ; Li, Xiaodan ; Xing, LU.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003568.

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7. Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Kamran ; Teng, Jianzhou.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

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8. Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Wang, Yudong ; Zeng, Qing ; He, Mengxi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095.

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9. Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Song, Ziyu ; Gong, Xiaomin ; Zhang, Cheng ; Yu, Changrui.
   In: International Review of Economics & Finance.
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10. Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Dai, Zhifeng ; Zhang, Xiaotong ; Li, Tingyu.
    In: The North American Journal of Economics and Finance.
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11. Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan.
    In: Journal of Forecasting.
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12. Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Guo, Qiang ; Ghani, Maria ; Ma, Feng.
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    RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189.

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13. Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui.
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    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624.

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14. Evaluating the performance of futures hedging using factors-driven realized volatility. (2022). Li, Yanyan ; Gong, Xue ; Yu, Xing ; Zhang, Nan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003623.

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15. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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16. Investor sentiment and stock volatility: New evidence. (2022). Gong, Xue ; Zhang, Weiguo ; Wang, Junbo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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17. Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng.
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18. Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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19. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar.
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    RePEc:cth:wpaper:gru_2021_017.

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   In: Working Paper Series.
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2. Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Niu, Zibo ; Liu, Yuanyuan ; Suleman, Muhammad Tahir ; Yin, Libo ; Zhang, Hongwei.
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4. Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Zhang, Wei ; Yan, Kai.
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6. Cryptocurrency price volatility and investor attention. (2021). al Guindy, Mohamed.
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7. Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
   In: The Quarterly Review of Economics and Finance.
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8. Does investor attention increase stock market volatility during the COVID-19 pandemic?. (2021). Sharma, Susan Sunila ; Xu, Liao ; Wang, Hua.
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10. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas Nygaard ; Bodilsen, Simon ; Gronborg, Niels S.
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11. Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Tsionas, Mike ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin.
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14. Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Fang, Zhenming ; Yao, Shouyu ; Cheng, Feiyang ; Wang, Chunfeng ; Chiao, Chaoshin.
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15. Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Arnold, Marc ; Schuette, Dustin.
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16. Asymmetric Impact of COVID-19 on Chinas Stock Market Volatility - Media Effect or Fact?. (2021). Li, Xin.
    In: Asian Economics Letters.
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17. Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective. (2020). Graham, Michael ; Nikkinen, Jussi ; Peltomki, Jarkko.
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18. Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng.
    In: Working Papers.
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19. Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios.
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20. Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Ashraf, Badar Nadeem ; Sadaqat, Mohsin ; Shear, Falik.
    In: Risks.
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21. Attention and biases: evidence from tax-inattentive investors. (2020). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Birru, Justin.
    In: Textos para discussão.
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22. Annual report disclosure timing and stock price crash risk. (2020). Liu, Zhuo ; Cai, Wenwu ; Xiang, Cheng.
    In: Pacific-Basin Finance Journal.
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23. The impact of sentiment and attention measures on stock market volatility. (2020). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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24. Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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25. Media attention and the volatility effect. (2020). Swinkels, Laurens ; Huisman, Rob ; van Vliet, Pim ; Blitz, David.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930409x.

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26. Institutional investor inattention and stock price crash risk. (2020). Wang, Qian ; Chen, Fengwen ; Xiang, Cheng.
    In: Finance Research Letters.
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27. Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Yuan, Ying ; Wu, XI ; Zhang, Tonghui.
    In: Finance Research Letters.
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28. Company visits and stock price crash risk: Evidence from China. (2020). Lu, Jing ; Yang, Jun ; Xiang, Cheng.
    In: Emerging Markets Review.
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29. Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro.
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30. The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed.
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31. Attention and Biases: Evidence from Tax-Inattentive Investors. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Fernando, Rodrigo De-Losso ; Birru, Justin.
    In: Working Papers, Department of Economics.
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32. Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. (2019). Kurov, Alexander ; Basistha, Arabinda ; Wolfe, Marketa Halova.
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33. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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34. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
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35. Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth.
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36. Financial attention and the demand for information. (2019). Qadan, Mahmoud ; Zouabi, Maher.
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37. Should investors learn about the timing of equity risk?. (2019). Marfe, Roberto ; Hasler, Michael ; Khapko, Mariana.
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38. Trade-size clustering and price efficiency. (2019). Chen, Tao.
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39. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
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40. Investor attention to market categories and market volatility: The case of emerging markets. (2018). Graham, Michael ; Peltomaki, Jarkko ; Hasselgren, Anton.
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41. Fluctuating attention and financial contagion. (2018). Hasler, Michael ; Ornthanalai, Chayawat.
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42. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
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43. Media censorship and stock price: Evidence from the foreign share discount in China. (2018). Hou, Wenxuan ; Liu, Yue ; Ding, Rong ; Zhang, John Ziyang.
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44. Asymmetric attention and volatility asymmetry. (2018). Dzieliński, Michał ; Talpsepp, Tnn ; Dzieliski, Micha ; Rieger, Marc Oliver.
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45. Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C.
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46. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
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47. How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Yao, Ting ; Ma, Chao-Qun.
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48. Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Rubin, Amir ; Vedrashko, Alexander.
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49. Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jine.
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50. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
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