| Geopolitical risk and excess stock returns predictability: New evidence from a century of data F Ma, F Lu, Y Tao Finance Research Letters 50, 103211, 2022 | 32 | 2022 |
| Natural gas volatility predictability in a data-rich world F Lu, F Ma, P Li, D Huang International Review of Financial Analysis 83, 102218, 2022 | 11 | 2022 |
| Less is more? New evidence from stock market volatility predictability F Lu, F Ma, Q Guo International Review of Financial Analysis 89, 102819, 2023 | 3 | 2023 |
| Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting F Lu, F Ma, S Hu Energy Economics 129, 107268, 2024 | 2 | 2024 |
| Cross-sectional uncertainty and stock market volatility: New evidence F Lu, F Ma Finance Research Letters 57, 104202, 2023 | 2 | 2023 |
| Carbon dioxide emissions and economic growth: New evidence from GDP forecasting F Lu, F Ma, L Feng Technological Forecasting and Social Change 205, 123464, 2024 | 1 | 2024 |
| Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting F Lu, F Ma, E Bouri, Y Liao International Review of Financial Analysis 94, 103262, 2024 | 1 | 2024 |
| 基于跳跃, 跳跃强度和机制转换的股票市场波动建模及其预测研究 马锋， 王继谦， 郭杨莉， 陆菲 系统工程理论与实践 43 (2), 371-382, 2023 | 1 | 2023 |
