Time-varing effect of policy uncertainty on A-share industry returns— A novel Bayesian approach

• Tianxing Zhu,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Resources, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Jinan University-University of Birmingham Joint Institute, Jinan University, Guangzhou, China

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• Jinyang Liu ,

  Roles Conceptualization, Funding acquisition, Project administration, Supervision

  * E-mail: lista@cuit.edu.cn

  Affiliation School of Statistics, Chengdu University of Information Technology, Chengdu, China

  https://orcid.org/0009-0004-2047-3400

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• Daixing Zeng,

  Roles Writing – review & editing

  Affiliation School of Statistics, Chengdu University of Information Technology, Chengdu, China

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• Xuan Miao

  Roles Writing – review & editing

  Affiliation School of Statistics, Chengdu University of Information Technology, Chengdu, China

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