Peijie Wang : Citation Profile


Are you Peijie Wang?

Université Catholique de Lille

6

H index

3

i10 index

90

Citations

RESEARCH PRODUCTION:

32

Articles

7

Papers

RESEARCH ACTIVITY:

   22 years (1993 - 2015). See details.
   Cites by year: 4
   Journals where Peijie Wang has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (4.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa375
   Updated: 2017-11-18    RAS profile: 2016-01-26    
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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 Peijie Wang.

Is cited by:

www.s-e-i.ch, deactivated account (4)

Miller, Stephen (3)

Los, Cornelis (2)

GUPTA, RANGAN (2)

Managi, Shunsuke (2)

CHARLES, Amelie (2)

Canarella, Giorgio (2)

Boubaker, Adel (2)

Carrasco Gutierrez, Carlos Enrique (2)

Darné, Olivier (2)

makram, beljid (2)

Cites to:

Engle, Robert (11)

Johansen, Soren (10)

Campbell, John (8)

juselius, katarina (6)

Mankiw, N. Gregory (5)

Diebold, Francis (4)

McAleer, Michael (4)

Granger, Clive (4)

Chang, Chia-Lin (4)

Fleisher, Belton (4)

Su, Dongwei (4)

Main data


Where Peijie Wang has published?


Journals with more than one article published# docs
Applied Financial Economics3
Applied Economics3
Economics Letters3
Applied Economics Letters2
Journal of International Financial Markets, Institutions and Money2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / IESEG School of Management6

Recent works citing Peijie Wang (2017 and 2016)


YearTitle of citing document
2016The puzzle that just isnt. (2016). www.s-e-i.ch, deactivated account ; Mueller-Kademann, Christian . In: Papers. RePEc:arx:papers:1604.08895.

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2017Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017The effect of a Chinese slowdown on inflation in the euro area and the United States. (2017). Natoli, Filippo ; Metelli, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:16-22.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahbaz, Muhammad ; Mensi, Walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2017Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms. (2017). Tao, Fang ; Xia, Enjun ; Gao, Lan ; Liu, Xiaohui . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:189-202.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2016Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations. (2016). Neupane, Suman ; Thapa, Chandra ; Marshall, Andrew . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:46-64.

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2016How corporate derivatives use impact firm performance?. (2016). Lau, Chee Kwong . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:102-114.

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2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Bouri, Elie ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Chen, Qian . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Uluceviz, Erhan ; Schmidbauer, Harald ; Erkol, Narod ; Rosch, Angi . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

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2016The Asymmetric Momentum Effect in the Chinese Class A Share Market Amid Market Swings. (2016). Wu, Yuan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-016-9211-0.

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2016The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa. (2016). GUPTA, RANGAN ; Naik, Pramod Kumar ; Padhi, Puja . In: Working Papers. RePEc:pre:wpaper:201689.

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2016Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries. (2016). Sella, Lisa ; Ghil, Michael ; Groth, Andreas ; Vivaldo, Gianna . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0003-4.

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2017Poverty and Income Replacement Profile Among EPF Retiree in Malaysia. (2017). Vaghefi, Negin ; Talib, Muzalwana Abdul ; Kari, Fatimah . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:132:y:2017:i:3:d:10.1007_s11205-016-1326-1.

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Works by Peijie Wang:


YearTitleTypeCited
2010A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output In: Papers.
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paper0
2008A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output.(2008) In: Working Papers.
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paper
2007BUSINESS CYCLE TRENDS, CYCLES AND GROWTH REVISITED: WITH APPLICATIONS TO G7 ECONOMIES * In: Australian Economic Papers.
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article1
2014Retirement systems and pension reform: A Malaysian perspective In: International Labour Review.
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article1
2013BUSINESS CYCLE PHASES AND COHERENCE—A SPECTRAL ANALYSIS OF UK SECTORAL OUTPUT In: Manchester School.
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article1
2006Errors in Variables, Links between Variables and Recovery of Volatility Information in Appraisal-Based Real Estate Return Indexes In: Real Estate Economics.
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article2
2013Reverse shooting of exchange rates In: Economic Modelling.
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article1
2009Reverse Shooting of Exchange Rates.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014Return and volatility spillovers between china and world oil markets In: Economic Modelling.
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article6
2013A driver currency hypothesis In: Economics Letters.
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article0
1993Estimating daily seasonals in financial time series : The use of high-pass spectral filters In: Economics Letters.
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article1
2003The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets In: Economics Letters.
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article5
2015A new approach to estimating value–income ratios with income growth and time-varying yields In: European Journal of Operational Research.
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article0
2013Managing foreign exchange risk with derivatives in UK non-financial firms In: International Review of Financial Analysis.
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article2
2010Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan In: Global Finance Journal.
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article9
2004Return and risk interactions in Chinese stock markets In: Journal of International Financial Markets, Institutions and Money.
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article15
2005Erratum to Return and risk interactions in Chinese stock markets [J. Int. Financial Markets Inst. Money 14 (2004) 367-384] In: Journal of International Financial Markets, Institutions and Money.
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article0
2002Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments In: Journal of International Money and Finance.
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article10
2005Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions In: Statistics & Probability Letters.
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article0
2014Assessment on RMB valuation – a triangular analysis approach In: China Finance Review International.
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article0
2008International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7 economies In: Working Papers.
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paper0
2009A Financial Approach to the Balance of Payments In: Working Papers.
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paper0
2010A Triangular Analysis of Exchange Rate Determination and Adjustments - The case of RMB, the US dollar and the euro In: Working Papers.
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paper1
2010Assessment on Valuation of RMB – a triangular analysis approach In: Working Papers.
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paper0
2003Cycles and Common Cycles in Property and Related Sectors In: International Real Estate Review.
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article1
2003A Frequency Domain Analysis of Common Cycles in Property and Related Sectors In: Journal of Real Estate Research.
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article4
2000Market Efficiency and Rationality in Property Investment. In: The Journal of Real Estate Finance and Economics.
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article5
1994How do UK regional commercial rents move? In: Applied Economics Letters.
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article0
1995The implications of cointegration in financial markets In: Applied Economics Letters.
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article0
2001Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets In: Applied Financial Economics.
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article6
2005A different approach to estimating betas of securities subject to thin trading and serial correlation In: Applied Financial Economics.
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article2
2005A re-examination of the predicting power of forward premia In: Applied Financial Economics.
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article0
1999Relative price variability and inflation uncertainty - the UK case In: Applied Economics.
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article1
2001Property and the economy in the short-term and the long-run In: Applied Economics.
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article0
2010An examination of business cycle features in UK Sectoral Output In: Applied Economics.
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article1
1997Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance.
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article2
2005Stock return volatility and trading volume: evidence from the chinese stock market In: Journal of Chinese Economic and Business Studies.
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article10
2000Shock persistence in property and related markets In: Journal of Property Research.
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article1
2011Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets In: Quantitative Finance.
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article2

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