Dayong Lv

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

Qingsong Ruan, Shuhua Zhang, Dayong Lv et al. · Physica A Statistical Mechanics and its Applications · 2017 · 60 citations

Empirical Finance, International Finance, Financial Data +8

A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China

Qingsong Ruan, Zilin Wang, Yaping Zhou et al. · Economic Modelling · 2019 · 41 citations

Artificial Intelligence, Asset Pricing, Behavioral Finance +6

Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA

Qingsong Ruan, Haiquan Yang, Dayong Lv et al. · Physica A Statistical Mechanics and its Applications · 2018 · 32 citations

Empirical Finance, Asset Pricing, Accounting +5

Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction

Xiaokun Wei, Qingsong Ruan, Dayong Lv et al. · International Review of Economics & Finance · 2022 · 28 citations

Economics, International Finance, Credit Market +5

SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test

Qingsong Ruan, Manqian Zhang, Dayong Lv et al. · Physica A Statistical Mechanics and its Applications · 2018 · 20 citations

Empirical Finance, Granger Test, Economics +7