Haiqiang Chen : Citation Profile

Xiamen University

8

H index

7

i10 index

269

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 20
   Journals where Haiqiang Chen has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 6 (2.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1534
   Updated: 2025-12-13    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

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 (17)

Tourani-Rad, Alireza (6)

Boldea, Otilia (5)

SEO, MYUNG HWAN (4)

Chen, Nan-Kuang (4)

Leung, Charles (4)

Frijns, Bart (4)

Wong, Wing-Keung (4)

Hou, Yang (4)

Mighri, Zouheir (3)

Hall, Alastair (3)

Cites to:

Hansen, Bruce (15)

CHONG, Terence Tai Leung (13)

Karolyi, G. (13)

Easley, David (10)

Gonzalo, Jesus (8)

Stulz, René (7)

Engle, Robert (7)

Park, Joon (6)

Bai, Jushan (6)

Phillips, Peter (6)

Frankel, Jeffrey (6)

Main data

Where Haiqiang Chen has published?

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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk2

Recent works citing Haiqiang Chen (2025 and 2024)

YearTitle of citing document
2024Beyond the threshold: Unraveling the effects of economic policy uncertainty on agricultural growth in Nigeria. (2024). Kotur, Lydia N ; Ayoola, Josephine B ; Aye, Goodness C. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344261.

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2024Beyond the threshold: Unraveling the effects of economic policy uncertainty on agricultural growth in Nigeria. (2024). Ayoola, Josephine B ; Kotur, Lydia N ; Aye, Goodness C. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344261.

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2025The impact of climate policy uncertainty on financial market resilience: Evidence from China. (2025). Zhou, Wei-Xing ; Wei, Si-Yao. In: Papers. RePEc:arx:papers:2409.18422.

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2024Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Li, Jiaqi ; Ahn, Hee-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947.

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2024‘E’ of ESG and firm performance: Evidence from China. (2024). Tan, Yusen ; Poshakwale, Sunil ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006835.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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2025Unveiling investor sentiment, attention, and speed of price adjustment in Indian market. (2025). Bashir, Hajam Abid ; Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003521.

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2025The Paris Agreement and firms’ carbon information disclosure: Honesty or catering?. (2025). Wang, Daoping ; Zhou, Cier ; Shen, Xinyan ; Fan, Xiaoyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001510.

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2024Price deregulation and investors’ IPO speculation: Evidence from Chinese registration system reform. (2024). Tang, Siyuan ; Luo, Runmei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002861.

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2025A Generative Adversarial Network-Based Investor Sentiment Indicator: Superior Predictability for the Stock Market. (2025). Li, Zichao ; Zhang, Rong ; Wang, Yang ; Qiu, Shiqing ; Ouyang, Kaichen ; Ke, Zong ; Shen, Qinyan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1476-:d:1646503.

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2024Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm. (2024). Djeng, S K ; Law, M ; Leung, F. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00631-5.

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2025Weighted forecasts from SETARs with single- and multiple thresholds. (2025). Gooijer, Jan G. ; de Gooijer, Jan G ; Niglio, Marcella. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00799-9.

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2024Volatility Analysis of the Indian Stock Market: Insights from Bank Nifty Index and Futures Trading. (2024). Tetiana, Paientko ; Ravindra, Pundir Rashmi. In: Journal of Intercultural Management. RePEc:vrs:joinma:v:16:y:2024:i:4:p:5-41:n:1001.

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2024Investor trading behavior and asset prices: Evidence from quantile regression analysis. (2024). Lin, Weinan ; Zhou, Liyun ; Yang, Chunpeng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1722-1744.

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2024Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3487-3509.

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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]		paper24
2008Generic consistency of the break-point estimators under specification errors in a multiple-break model.(2008) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		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.
[Full Text][Citation analysis]		article2
2013Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS In: Econometric Theory.
[Full Text][Citation analysis]		article7
2002Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2013Robust estimation and inference for threshold models with integrated regressors.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Recent macroeconomic stability in China In: China Economic Review.
[Full Text][Citation analysis]		article4
2007Ant colony optimization for solving an industrial layout problem In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2012Does information vault Niagara Falls? Cross-listed trading in New York and Toronto In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article26
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2008American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article5
2013Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2013Robust Estimation and Inference for Threshold Models with Integrated Regressors In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
[Full Text][Citation analysis]		paper38
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]		paper25
2015Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article5
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
[Full Text][Citation analysis]		article50
2013Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article33

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