Jian Chen

TL;DR: This paper investigated the impact of China's economic policy uncertainty on the time series variation of Chinese stock market expected returns and found that EPU predicts negatively future stock market return at various horizons.

TL;DR: This article investigated the impact of China's economic policy uncertainty (EPU) on the time series variation of Chinese stock market expected returns using the news-based measure of EPU, and found that EPU predicts negatively future stock market return at various horizons.

TL;DR: This paper investigated the predictive ability of international volatility risks for the daily Chinese stock market returns and found that international volatility risk is negatively associated with contemporaneous Chinese daily overnight stock returns, while positively forecast next-day Chinese daytime stock returns.

TL;DR: In this paper, the authors investigated the effects of U.S. economic variables on the time variation of Chinese stock market volatility and found that the forecasting power of these economic variables is incremental when comparing with the Chinese domestic economic variables.

TL;DR: In this paper, the authors investigated the effects of U.S. economic variables on the time variation of Chinese stock market volatility, and found that the predictability of these variables is statistically and economically significant.