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Volatility Risk Premium, Return Predictability, and ESG Sentiment: Evidence from China's Spots and Options' Markets.

Zhaohua LiuSusheng WangSiyi LiuHaixu YuHe Wang
Published in: Complex. (2022)
Keyphrases
  • investment strategies
  • financial markets
  • sentiment analysis
  • chinese stock market
  • stock market
  • stock price
  • exchange rate
  • risk aversion
  • international trade
  • sentiment classification
  • garch model
  • decision making