Haiqiang Chen : Citation Profile


Are you Haiqiang Chen?

Xiamen University

8

H index

6

i10 index

146

Citations

RESEARCH PRODUCTION:

13

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 11
   Journals where Haiqiang Chen has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 6 (3.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1534
   Updated: 2020-08-09    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)

Chen, Nan-Kuang (4)

Hou, Yang (4)

Wong, Wing-Keung (4)

Leung, Charles (4)

Boldea, Otilia (4)

Frijns, Bart (3)

Hall, Alastair (3)

Mighri, Zouheir Ahmed (3)

Carvalho, Carlos (2)

Kohonen, Anssi (2)

Cites to:

CHONG, Terence Tai Leung (12)

Karolyi, G. (11)

Easley, David (8)

Hansen, Bruce (8)

Frankel, Jeffrey (6)

HE, QING (6)

Engle, Robert (6)

McInish, Thomas (5)

Bai, Jushan (5)

Stulz, René (5)

Gonzalo, Jesus (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). Frank, Julieta ; Arzandeh, Mehdi . In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:259344.

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2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

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2018Panel Models with Two Threshold Variables: The Case of Financial Constraints. (2018). Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R ; Lamadrid-Contreras, Arturo. In: Working Papers. RePEc:apc:wpaper:128.

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2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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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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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2020Does equity market timing have a persistent impact on capital structure? Evidence from China. (2020). Yu, Min-Teh ; Lee, Cheng-Few ; Zhao, Yang. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838919300642.

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

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

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2020Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

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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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2019Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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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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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019The effects of petroleum product price regulation on macroeconomic stability in China. (2019). Luo, Junwen ; Wei, Wei ; Wang, Zanxin ; Calderon, Margaret. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:96-105.

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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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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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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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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2019Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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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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2019Do car restriction policies effectively promote the development of public transport?. (2019). Chen, Hong ; Long, Ruyin ; Zhang, Linling. In: World Development. RePEc:eee:wdevel:v:119:y:2019:i:c:p:100-110.

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

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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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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2019Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid-Ask Spread?. (2019). Frank, Julieta ; Arzandeh, Mehdi. In: American Journal of Agricultural Economics. RePEc:oup:ajagec:v:101:y:2019:i:5:p:1482-1498..

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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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2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

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2018The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment. (2018). Meng, Jiayin ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:94838.

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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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2020Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns. (2020). Yang, Chunpeng ; Zhou, Liyun. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01630-7.

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2020A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies. (2020). Huang, Meichi. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01679-4.

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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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2020A methodology for solving facility layout problem considering barriers: genetic algorithm coupled with A* search. (2020). Haddar, Mohamed ; Masmoudi, Faouzi ; Affonso, Roberta Costa ; Zolghadri, Marc ; Besbes, Mariem. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:31:y:2020:i:3:d:10.1007_s10845-019-01468-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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2018Policy impact on volatility dynamics in commodity futures markets: Evidence from China. (2018). Scheffel, Eric ; Zhang, Yongmin ; Ding, Shusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1227-1245.

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2018Equity index futures trading and stock price crash risk: Evidence from Chinese markets. (2018). Zhong, Rui ; Liu, Jinyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:11:p:1313-1333.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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Works by Haiqiang Chen:


YearTitleTypeCited
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
[Citation analysis]
article8
2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
[Citation analysis]
paper19
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: 19
article
2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
[Citation analysis]
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: 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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article1
2007Ant colony optimization for solving an industrial layout problem In: European Journal of Operational Research.
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article6
2012Does information vault Niagara Falls? Cross-listed trading in New York and Toronto In: Journal of Empirical Finance.
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article17
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
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article17
2008American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management.
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article5
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
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paper9
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
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paper12
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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article4
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
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article20
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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article20

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