Haiqiang Chen : Citation Profile


Are you Haiqiang Chen?

Xiamen University

7

H index

6

i10 index

108

Citations

RESEARCH PRODUCTION:

13

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 8
   Journals where Haiqiang Chen has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (5.26 %)

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   Permalink: http://citec.repec.org/pch1534
   Updated: 2018-10-13    RAS profile:    
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Relations with other researchers


Works with:

CHONG, Terence Tai Leung (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Haiqiang Chen.

Is cited by:

CHONG, Terence Tai Leung (15)

Wong, Wing-Keung (4)

Chen, Nan-Kuang (4)

Leung, Charles (4)

Hall, Alastair (3)

Hou, Yang (3)

Boldea, Otilia (3)

Liew, Venus (2)

Poeschel, Friedrich (2)

Avdjiev, Stefan (2)

Lee, Chien-Chiang (2)

Cites to:

CHONG, Terence Tai Leung (12)

Karolyi, G. (12)

Easley, David (10)

Hansen, Bruce (8)

HE, QING (6)

Frankel, Jeffrey (6)

Engle, Robert (6)

Gonzalo, Jesus (5)

Stulz, René (5)

McInish, Thomas (5)

Bai, Jushan (5)

Main data


Where Haiqiang Chen has published?


Journals with more than one article published# docs
Quantitative Finance2
Econometric Theory2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Haiqiang Chen (2018 and 2017)


YearTitle of citing document
2017Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?. (2017). Arzandeh, Mehdi ; Frank, Julieta . In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:259344.

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2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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2017A Factor Analytical Approach to Price Discovery. (2017). , Joakimwesterlund ; Narayan, Paresh ; Reese, Simon ; Westerlund, Joakim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:366-394.

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2018Gold - Silver Nexus: A Threshold Cointegration Approach. (2018). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-28.

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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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2018Chinas regime-switching monetary policy. (2018). Klingelhöfer, Jan ; Sun, Rongrong ; Klingelhofer, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover. (2017). Yang, Dongxiao ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:13-26.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2018Who benefits from insider regulation?. (2018). Hauser, Florian ; Schredelseker, Klaus . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:203-210.

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2018Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Morshed, Alaa Abi ; Boldea, Otilia ; Andreou, Elena. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2017Oil Price and Economic Resilience. Romania’s Case. (2017). Dudian, Monica ; Birova, Stefanija ; Mosora, Cosmin . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:273-:d:90389.

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2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong. (2017). Wong, Wing-Keung ; CHONG, Terence Tai Leung. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:2:p:237-247.

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2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong. (2017). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Cao, Bingqing . In: MPRA Paper. RePEc:pra:mprapa:77147.

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2017Structural change in non-stationary AR(1) models. (2017). CHONG, Terence Tai Leung ; Liang, Yanling ; Zhang, Danna ; Pang, Tianxiao . In: MPRA Paper. RePEc:pra:mprapa:80510.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2018Evidence of Investor Sentiment Contagion across Asset Markets. (2018). Pan, Wei-Fong. In: MPRA Paper. RePEc:pra:mprapa:88561.

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2018Revisiting carbon Kuznets curves with endogenous breaks modeling: evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2018). Messinis, George ; liddle, brantley. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1209-y.

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2018MIP model and elitist strategy hybrid GA–SA algorithm for layout design. (2018). Leno, Jerin I ; Ponnambalam, S G ; Sankar, Saravana S. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:29:y:2018:i:2:d:10.1007_s10845-015-1113-x.

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2017How investor sentiments spillover from developed countries to developing countries?. (2017). Ur, Muhammad Zia ; McMillan, David ; Baig, Sajjad Ahmad ; Abbas, Zaheer ; Rizwan, Faisal ; Ul, Zain. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1309096.

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2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets. (2017). Duppati, Geeta ; Hadsell, Lester ; Scrimgeour, Frank ; Hou, Yang. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1389675.

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2017Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428.

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Works by Haiqiang Chen:


YearTitleTypeCited
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
[Citation analysis]
article7
2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
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paper18
2008Generic consistency of the break-point estimators under specification errors in a multiple-break model.(2008) In: Econometrics Journal.
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This paper has another version. Agregated cites: 18
article
2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
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paper4
2015ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES In: Econometric Theory.
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article3
2013Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines.(2013) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2015ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS In: Econometric Theory.
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article1
2013Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2013) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2002Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2002) In: WISE Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014Recent macroeconomic stability in China In: China Economic Review.
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article0
2007Ant colony optimization for solving an industrial layout problem In: European Journal of Operational Research.
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article4
2012Does information vault Niagara Falls? Cross-listed trading in New York and Toronto In: Journal of Empirical Finance.
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article14
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
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article12
2008American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management.
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article4
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
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paper5
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
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This paper has another version. Agregated cites: 5
article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
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paper11
2015Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper.
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paper0
2010An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics.
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article3
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
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article12
2013Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach In: Journal of Futures Markets.
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article10

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