Wing Hong Chan : Citation Profile


Are you Wing Hong Chan?

Wilfrid Laurier University

8

H index

7

i10 index

335

Citations

RESEARCH PRODUCTION:

19

Articles

9

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 18
   Journals where Wing Hong Chan has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 5 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch102
   Updated: 2019-09-14    RAS profile: 2019-07-17    
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Relations with other researchers


Works with:

CHONG, Terence Tai Leung (7)

Wu, Yan Wendy (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wing Hong Chan.

Is cited by:

Gronwald, Marc (24)

Ketterer, Janina (12)

Bollerslev, Tim (5)

Santucci de Magistris, Paolo (5)

Andersen, Torben (5)

Caporin, Massimiliano (5)

Rossi, Eduardo (5)

McCurdy, Tom (4)

lucey, brian (4)

Kilian, Lutz (4)

Maheu, John (4)

Cites to:

Bollerslev, Tim (12)

Andersen, Torben (7)

CHONG, Terence Tai Leung (6)

Reinhart, Carmen (5)

Crato, Nuno (5)

Belke, Ansgar (5)

Diebold, Francis (5)

Maheu, John (4)

Kim, Kenneth (4)

Chen, Zhiwu (3)

Volz, Ulrich (3)

Main data


Where Wing Hong Chan has published?


Journals with more than one article published# docs
Journal of Futures Markets4
Economics Letters2
Empirical Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Working Papers / Wilfrid Laurier University, Department of Economics2

Recent works citing Wing Hong Chan (2019 and 2018)


YearTitle of citing document
2018Does Municipal Development Policy Affect Property Values: A Quasi-Experimental Hedonic Model Approach in Alberta, Canada. (2018). Cao, Y ; Qiu, F ; Swallow, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277044.

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2018Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Papers. RePEc:arx:papers:1708.09520.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Staff Working Papers. RePEc:bca:bocawp:18-56.

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2018The impact of structural adjustment on housing prices in China. (2018). Zhang, Haiyong ; Wang, Xinyu. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:1:p:108-119.

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2019WHO WINS IN AN ENERGY BOOM? EVIDENCE FROM WAGE RATES AND HOUSING. (2019). Jacobsen, Grant D. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:9-32.

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2017High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12845.

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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

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2018The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market. (2018). della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:15-28.

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2019External financial liabilities and real exchange rate jumps. (2019). Zhu, Jiaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:202-220.

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2017Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145.

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2019Dynamic portfolio allocation with time-varying jump risk. (2019). Wang, Yudong ; Wu, Chongfeng ; Zhou, Chunyang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:113-124.

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2018Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

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2019Public opinion toward hydraulic fracturing: The effect of beyond compliance and voluntary third-party certification. (2019). Rupp, John ; Clark, Ashley ; Le, Michel ; Graham, John D ; Wietelman, Derek C. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:306-315.

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2017Impact of oil price uncertainty on Middle East and African stock markets. (2017). Dutta, Anupam ; Rothovius, Timo ; Nikkinen, Jussi . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:189-197.

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2017Time-varying conditional discrete jumps in emerging African equity markets. (2017). Kuttu, Saint. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:35-54.

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2019The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds. (2019). Shin, Yoon S ; Pagano, Michael S ; Han, Seung Hun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:162-183.

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2018Impacts of oil volatility shocks on metal markets: A research note. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:9-19.

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2017Introducing Hurst exponent in pair trading. (2017). Ramos-Requena, J P ; Sanchez-Granero, M A ; Trinidad-Segovia, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45.

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2019A model-free, non-parametric method for density determination, with application to asset returns. (2019). Gzyl, Henryk ; Molina, German ; Horst, Enrique Ter. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:210-221.

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2018Induced earthquakes and housing markets: Evidence from Oklahoma. (2018). Whitaker, Stephan ; Wetherell, Daniel ; Cheung, Ron . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:153-166.

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2018Local labor market shocks and residential mortgage payments: Evidence from shale oil and gas booms. (2018). McCollum, Meagan ; Upton, Gregory B. In: Resource and Energy Economics. RePEc:eee:resene:v:53:y:2018:i:c:p:162-197.

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2019Uncertainty, learning, and local opposition to hydraulic fracturing. (2019). Manning, Dale ; Hess, Joshua ; Cutler, Harvey ; Iverson, Terry. In: Resource and Energy Economics. RePEc:eee:resene:v:55:y:2019:i:c:p:102-123.

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2018Dynamic hedging performance and downside risk: Evidence from Nikkei index futures. (2018). Ubukata, Masato. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:270-281.

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2018Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets. (2018). Kuttu, Saint ; Bokpin, Godfred A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:211-226.

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2019Heavy Metals: Might as Well Jump. (2019). Wilmot, Neil. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:33-:d:240663.

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2018Spatial Analysis of Accidental Oil Spills Using Heterogeneous Data: A Case Study from the North-Eastern Ecuadorian Amazon. (2018). Durango-Cordero, Juan ; Elger, Arnaud ; Locquet, Marine ; Laplanche, Christophe ; Saqalli, Mehdi . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4719-:d:189718.

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2019A switching self-exciting jump diffusion process for stock prices. (2018). Hainaut, Donatien ; Moraux, Franck. In: Post-Print. RePEc:hal:journl:halshs-01909772.

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2018UNIVERSITIES’ EFFICIENCY AND REGIONAL ECONOMIC SHORT-RUN GROWTH: EMPIRICAL EVIDENCE FROM RUSSIA. (2018). Agasisti, Tommaso ; Leshukov, Oleg ; Zinchenko, Daria ; Egorov, Aleksei. In: HSE Working papers. RePEc:hig:wpaper:203/ec/2018.

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2019A switching self-exciting jump diffusion process for stock prices. (2019). Moraux, Franck ; Hainaut, Donatien. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:2:d:10.1007_s10436-018-0340-5.

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2017Dynamic asset price jumps and the performance of high frequency tests and measures. (2017). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-14.

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2018Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference. (2018). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-17.

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2019Spatial Spillovers in the Implicit Market Price of Soil Erosion: An Estimation using a Spatio-temporal Hedonic Model. (2019). Vásquez Lavín, Felipe ; Caffera, Marcelo ; Buonomo, Mariela ; Hernandez, Jose Ignacio ; Carrasco-Letelier, Leonidas ; Anza, Daniel Rodriguez. In: MPRA Paper. RePEc:pra:mprapa:93589.

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2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Liu, Ruipeng ; Marco, Chi Keng . In: Working Papers. RePEc:pre:wpaper:201727.

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2018Do price limits help control stock price volatility?. (2018). Daniolu, Seza ; Guner, Nuray Z. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2317-y.

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2018Integrating quality into the nonparametric analysis of efficiency: a simulation comparison of popular methods. (2018). Varabyova, Yauheniya ; Schreyogg, Jonas. In: Annals of Operations Research. RePEc:spr:annopr:v:261:y:2018:i:1:d:10.1007_s10479-017-2628-7.

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2019Price jumps in developed stock markets: the role of monetary policy committee meetings. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Liu, Ruipeng ; Marco, Chi Keng . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9444-z.

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2018Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3.

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2017On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure. (2017). Mwaniki, Ivivi J ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1358894.

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2018Investigating the Efficiency of Senior Secondary Schools: Evidence from Schools in the Greek region of Central Macedonia. (2018). Sotiriadis, Dimitrios ; Tsamadias, Constantinos ; Menexes, Georgios. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:11:y:2018:i:2:p:36-43.

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2019Circuit breakers as market stability levers: A survey of research, praxis, and challenges. (2019). Sifat, Imtiaz Mohammad ; Mohamad, Azhar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1130-1169.

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2018The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:606.

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2018Stochastic frontier analysis in higher education: A systematic review. (2018). Gralka, Sabine. In: CEPIE Working Papers. RePEc:zbw:tudcep:0518.

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Works by Wing Hong Chan:


YearTitleTypeCited
2009Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women In: American Journal of Public Health.
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article0
2002Conditional Jump Dynamics in Stock Market Returns. In: Journal of Business & Economic Statistics.
[Citation analysis]
article119
2009THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY In: Journal of Financial Research.
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article8
2006Occupational Labour Demand and the Sources of Non-neutral Technical Change In: Oxford Bulletin of Economics and Statistics.
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article1
2008Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps In: Studies in Nonlinear Dynamics & Econometrics.
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article6
2012Long-range dependence in the international diamond market In: Economics Letters.
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article2
2004Conditional correlated jump dynamics in foreign exchange In: Economics Letters.
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article9
2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin In: The Quarterly Review of Economics and Finance.
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article0
2005The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis In: Resource and Energy Economics.
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article61
2018Volatility Spillovers Arising from the Financialization of Commodities In: Journal of Risk and Financial Management.
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article0
2010Do Derivative Markets Contain Useful Information for Signaling Hot Money Flows? In: Working Papers.
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paper0
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
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paper3
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
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paper1
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
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This paper has another version. Agregated cites: 1
article
2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
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paper0
2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
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paper0
2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
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This paper has another version. Agregated cites: 0
article
2009A New Look at Copper Markets: A Regime-Switching Jump Model In: Working Papers.
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paper3
2000Invariance, price indices and estimation in almost ideal demand systems In: Empirical Economics.
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article13
2003A correlated bivariate Poisson jump model for foreign exchange In: Empirical Economics.
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article14
2006University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods In: Education Economics.
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article36
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
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paper0
2005The Impact of Oil and Natural Gas Facilities on Rural Residential Property In: Working Papers.
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paper26
2005University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods In: Working Papers.
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paper2
2006Jumping hedges: An examination of movements in copper spot and futures markets In: Journal of Futures Markets.
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article26
2010Forecasting volatility: Roles of sampling frequency and forecasting horizon In: Journal of Futures Markets.
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article0
2010Optimal hedge ratios in the presence of common jumps In: Journal of Futures Markets.
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article1
2012Time‐varying jump risk premia in stock index futures returns In: Journal of Futures Markets.
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article4

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