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Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA

Citations

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Cited by:

  1. Wang, Jiangyuan & Gan, Jiawu & Li, Zhen, 2021. "Industrial policy, uncertainty, and analysts’ earnings forecast: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 249-258.
  2. Chen, Lin & Cheng, Chen, 2023. "Emigration and outward FDI in China: Key role of institutional quality," Finance Research Letters, Elsevier, vol. 51(C).
  3. Lu, Xinjie & Ma, Feng & Wang, Tianyang & Wen, Fenghua, 2023. "International stock market volatility: A data-rich environment based on oil shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 184-215.
  4. Yang, Baochen & Chen, Fengrui, 2023. "The financialization of nonfinancial companies in China: A macroeconomic perspective," Finance Research Letters, Elsevier, vol. 53(C).
  5. Min Liu & Chien‐Chiang Lee, 2026. "Capturing the Risk Dynamics of the A‐Share Market Based on the Markov Regime‐Switching Method," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(3), pages 3581-3606, July.
  6. Guo, Mengmeng & Wei, Mengxin & Huang, Lin, 2022. "Does air pollution influence investor trading behavior? Evidence from China," Emerging Markets Review, Elsevier, vol. 50(C).
  7. Mansoor Alam Khan & Riaz Ahmad & Dr. Muhammad Akram & Hafiz Muhammad Ishaq, 2021. "The Effect Of Macroeconomic Indicators On Stock Market: A Study On Asian Economies," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(1), pages 114-127, March.
  8. Zhang, Dan & Li, Biangxiang, 2022. "What can we learn from financial stress indicator?," Finance Research Letters, Elsevier, vol. 50(C).
  9. Guo, Xiaozhu & Huang, Dengshi & Li, Xiafei & Liang, Chao, 2023. "Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 672-693.
  10. Lin, Xiaowei & Ding, Zijun & Chen, Aihua & Shi, Huaizhi, 2022. "Internal whistleblowing and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 84(C).
  11. Gu, Leilei & Li, Xiaoyu & Peng, Yuchao & Zhou, Junnan, 2022. "Voluntary CEO turnover, online information, and idiosyncratic volatility," Finance Research Letters, Elsevier, vol. 49(C).
  12. Manqing Liu & Shiting Ding & Qintian Pan & Yanming Zhang & Jingru Zhang & Qiong Yang & Tongtong Fang, 2023. "Study on the linkage between macro policy and market effectiveness in China’s stock market: Based on run test of China’s stock market index," PLOS ONE, Public Library of Science, vol. 18(2), pages 1-14, February.
  13. Chang, Hao-Wen & Chang, Tsangyao & Ling, Yuan Hung & Yang, Yung-Lieh, 2023. "Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach," Finance Research Letters, Elsevier, vol. 54(C).
  14. Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023. "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 369-381.
  15. Sukhmani Kaur & Shalini Aggarwal & Vikas Arora, 2025. "Co Movement of Stock Market of BRICS with G7 Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 327-356, June.
  16. Kong, Dongmin & Xiong, Mengxu & Xiang, Junyi, 2021. "Terrorist attacks and energy firms' crash risk in stock markets: Evidence from China," Energy Economics, Elsevier, vol. 102(C).
  17. Pham, Duong Phuong Thao & Huynh, Ngoc Quang Anh & Duong, Duy, 2022. "The impact of US presidents on market returns: Evidence from Trump's tweets," Research in International Business and Finance, Elsevier, vol. 62(C).
  18. Bao, Hong & Li, Jianjun & Peng, Yuchao & Qu, Qiang, 2022. "Can Bitcoin help money cross the border: International evidence," Finance Research Letters, Elsevier, vol. 49(C).
  19. Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020. "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 1-24.
  20. Diaz, Juan & Duarte, Diogo & Galindo, Hamilton & Montecinos, Alexis & Truffa, Santiago, 2021. "The importance of large shocks to return predictability," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  21. Ye, Cheng & Ou, HongJing & Chen, Qianyi, 2026. "Volatility prediction model based on EPU-GPR-VIX multidimensional portfolio," Research in International Business and Finance, Elsevier, vol. 88(C).
  22. Cezary Bolek & Monika Bolek & Burcu Zengin, 2026. "Capital Flows and Market Resilience: a Comparative Study of Turkey and Poland During the Global Health Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(3), pages 1345-1365, September.
  23. Liu, Jing & Chen, Zhonglu, 2023. "How do stock prices respond to the leading economic indicators? Analysis of large and small shocks," Finance Research Letters, Elsevier, vol. 51(C).
  24. Shunwei Zhu & Chunyang Zhou, 2026. "Systematic Risk Factors in China's Stock Market: A High‐Frequency PCA Approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 66(1), pages 602-620, March.
  25. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong, 2024. "Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  26. Ngo Thai HUNG, 2022. "Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 104-124, April.
  27. Humpe, Andreas & McMillan, David G. & Schöttl, Alfred, 2025. "Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS," Finance Research Letters, Elsevier, vol. 75(C).
  28. Liang, Dawei & Pan, Yukun & Du, Qianqian & Zhu, Ling, 2022. "The information content of analysts’ textual reports and stock returns: Evidence from China," Finance Research Letters, Elsevier, vol. 46(PB).
  29. Si, Deng-Kui & Wan, Shen & Li, Xiao-Lin & Kong, Dongmin, 2022. "Economic policy uncertainty and shadow banking: Firm-level evidence from China," Research in International Business and Finance, Elsevier, vol. 63(C).
  30. Dwita Sakuntala & M. Shabri Abd. Majid & Aliasuddin Aliasuddin & Suriani Suriani, 2022. "Causality between Green Stock Market with Monetary Policy, Global Uncertainty, and Environmental Damage in Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 12(6), pages 215-223, November.
  31. Kang, Haijun & Zong, Xiangyu & Wang, Jianyong & Chen, Haonan, 2023. "Binary gravity search algorithm and support vector machine for forecasting and trading stock indices," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 507-526.
  32. A. O. Volodina & M. B. Trachenko, 2026. "Taking into account the inflation factor when diversifying financial investments," RSUH/RGGU BULLETIN. Series Economics. Management. Law, Russian State University for the Humanities (RSUH), issue 1.
  33. Ahmed, Shamima & Banerjee, Ameet Kumar & James, Wendy & Moussa, Faten, 2024. "Is the Evergrande crisis spilling beyond China?," Research in International Business and Finance, Elsevier, vol. 67(PB).
  34. Lee Kersting & Jang-Chul Kim & Qing Su, 2025. "Liquidity Challenges in Non-US Energy Stocks: Assessing the Impact of Terrorism and Geopolitical Risks," The Energy Journal, , vol. 46(3), pages 195-215, May.
  35. Fang, Che & Xu, Runguo, 2026. "Exploring the impact of US-China tensions on innovation outputs: The moderating role of the financial sectors in both countries," Technology in Society, Elsevier, vol. 84(C).
  36. Shen, Lihua & Lu, Xinjie & Luu Duc Huynh, Toan & Liang, Chao, 2023. "Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 224-239.
  37. Huang, Wenli & Liu, Wenqiong & Lu, Lei & Mu, Congming, 2023. "Hedge funds trading strategies and leverage," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
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