1
H index
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i10 index
41
Citations
Yujia Hu : Citation Profile
Universität St. Gallen | RESEARCH PRODUCTION: 3 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2011 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yujia Hu. | Is cited by:
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Main data
Where Yujia Hu has published?
Recent works citing Yujia Hu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
| 2024 | Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069. Full description at Econpapers || Download paper |
| 2025 | Double edged coverage? The impact of the analyst coverage network on stock price volatility. (2025). Zhou, QI ; Wang, Lixiang ; Fang, Zhiyi ; Wen, Jia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000903. Full description at Econpapers || Download paper |
| 2024 | Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800. Full description at Econpapers || Download paper |
| 2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper |
| 2024 | Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets. (2024). Chen, Tingting ; Peng, Wenyan ; Ouyang, Fangyan. In: PLOS ONE. RePEc:plo:pone00:0315308. Full description at Econpapers || Download paper |
Works by Yujia Hu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Econometrics. [Full Text][Citation analysis] | article | 41 |
| 2011 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect.(2011) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2023 | A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Stock Price Limit and Its Predictability in the Chinese Stock Market In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team