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Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng.
In: Working Papers.
RePEc:pre:wpaper:202090.

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  1. Forecasting the Volatility of US Oil and Gas Firms With Machine Learning. (2025). Hansen, Erwin ; Cabrera, Gabriel ; Daz, Juan D.
    In: Journal of Forecasting.
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  2. Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI.
    In: Journal of Multinational Financial Management.
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  3. Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping.
    In: Economic Modelling.
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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.
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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.
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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.
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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.
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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.
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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.
    In: International Review of Economics & Finance.
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  13. Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui.
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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.
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  15. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
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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.
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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.
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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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References cited by this document

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  45. Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2017:12.

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  46. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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  47. How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Yao, Ting ; Ma, Chao-Qun.
    In: Applied Energy.
    RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

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  48. Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Rubin, Amir ; Vedrashko, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:1:p:65-85.

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  49. Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jine.
    In: Economics Letters.
    RePEc:eee:ecolet:v:149:y:2016:i:c:p:125-130.

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  50. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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