Yu Ren : Citation Profile

Are you Yu Ren?

Zhongnan University of Economics and Law

6

H index

3

i10 index

115

Citations

RESEARCH PRODUCTION:

15

Articles

3

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 9
   Journals where Yu Ren has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre297
   Updated: 2023-05-27    RAS profile: 2020-02-06    
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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 Yu Ren.

Is cited by:

Sarno, Lucio (5)

Rouillard, Jean-François (5)

Khan, Hashmat (5)

Deng, Yongheng (5)

Feng, Qu (4)

Leung, Charles (4)

Wu, Guiying (4)

Escanciano, Juan Carlos (3)

Lewbel, Arthur (3)

Wang, Yudong (3)

LINTON, OLIVER (3)

Cites to:

Campbell, John (33)

Shiller, Robert (16)

Bansal, Ravi (11)

Hansen, Lars (11)

Hercowitz, Zvi (10)

Barro, Robert (10)

Jagannathan, Ravi (10)

French, Kenneth (9)

Abel, Andrew (9)

Mayer, Christopher (8)

Wang, Zhenyu (8)

Main data

Where Yu Ren has published?

Journals with more than one article published# docs
Finance Research Letters2
Journal of Banking & Finance2
Economic Modelling2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2

Recent works citing Yu Ren (2022 and 2021)

YearTitle of citing document
2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2021Has Chinas Housing Production Peaked?. (2021). Rogoff, Kenneth ; Yang, Yuanchen. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:1-31.

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2021Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4.

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2021“I don’t have fur to protect me”: Children’s experience of pain as communicated in forensic interviews following parental physical abuse. (2021). Klebanov, Bella ; Katz, Carmit ; Tsur, Noga. In: Children and Youth Services Review. RePEc:eee:cysrev:v:120:y:2021:i:c:s0190740920308008.

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2022Post-Cold War civil conflict and the role of history and religion: A stochastic search variable selection approach. (2022). Ramirez-Hassan, Andres ; Parmeter, Christopher F ; Mahmood, Rafat ; Jetter, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001535.

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2022Empirical evidence of risk contagion across regional housing markets in China. (2022). Fan, Gang-Zhi ; Hu, Genhua. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001912.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2022Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence. (2022). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:114-133.

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2022Spurious functional-coefficient regression models and robust inference with marginal integration. (2022). Wang, Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:396-421.

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2022Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2022Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2021Household leverage and education expenditure: the role of household investment. (2021). Guo, Rui ; Wei, Huaying ; Wang, Nan ; Sun, Honghao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316512.

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2021Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443.

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2022Housing property rights, collateral, and entrepreneurship: Evidence from China. (2022). Zhang, Jian ; Li, Jiangyi ; Fan, Gang-Zhi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001844.

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2021Cost-effectiveness analysis of forest ecosystem services in mountain areas in Afghanistan. (2021). Roberts, Michaela ; Forrest, Alan ; Gouhari, Saeeda. In: Land Use Policy. RePEc:eee:lauspo:v:108:y:2021:i:c:s0264837721003938.

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2022Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior. (2022). Ausloos, Marcel ; Un, Kuok Sin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008433.

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2021.

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2022Impact of US monetary policy uncertainty on Asian exchange rates. (2022). PARK, DONGHYUN ; Tian, Shu ; Qureshi, Irfan ; Villaruel, Mai Lin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09307-3.

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2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. (2021). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9.

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2021Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690.

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2021Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8.

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2021Semiparametric estimation and variable selection for single?index copula models. (2021). Hafner, Christian ; Long, Wei ; Liu, Guannan ; Yang, Bingduo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:962-988.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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Works by Yu Ren:

YearTitleTypeCited
2015The Spirit of Capitalism and the Equity Premium In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article0
2015PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article6
2012House price bubbles in China In: China Economic Review.
[Full Text][Citation analysis]		article59
2013House Price Bubbles in China.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2016Durable consumption and asset returns: Cointegration analysis In: Economic Modelling.
[Full Text][Citation analysis]		article3
2016Uninsured expense shocks and equity premia In: Economic Modelling.
[Full Text][Citation analysis]		article0
2009Improvement in finite sample properties of the Hansen-Jagannathan distance test In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2007Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test.(2007) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2019Balanced predictive regressions In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2019Short-term exchange rate predictability In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2011Nonparametric estimation and testing of stochastic discount factor In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2014Human capital, household capital and asset returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2015A semiparametric conditional capital asset pricing model In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2014Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article9
2013Improvement in finite-sample properties of GMM-based Wald tests In: Computational Statistics.
[Full Text][Citation analysis]		article0
2013Specification tests of habit formation In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2019Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2013Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks In: Working Papers.
[Full Text][Citation analysis]		paper0

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