Yi Xue : Citation Profile

Are you Yi Xue?

University of International Business and Economics (UIBE)

4

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 4
   Journals where Yi Xue has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 1 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu114
   Updated: 2017-06-10    RAS profile: 2016-07-20    
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Relations with other researchers

Works with:

Gencay, Ramazan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yi Xue.

Is cited by:

Verona, Fabio (3)

Masih, Abul (2)

Martínez, Constanza (1)

Michis, Antonis (1)

Hollander, Hylton (1)

Chen, Pei-Fen (1)

Faria, Gonçalo (1)

Rogoff, Kenneth (1)

Liu, Guangling (1)

Lucas, André (1)

Aitken, Michael (1)

Cites to:

Bollerslev, Tim (5)

Brock, William (5)

Reinhart, Carmen (4)

Rogoff, Kenneth (4)

Kittsteiner, Thomas (3)

Engle, Robert (3)

Shleifer, Andrei (2)

Che, Yeon-Koo (2)

Timmermann, Allan (2)

Frazzini, Andrea (2)

Wagener, Florian (2)

Main data

Where Yi Xue has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Systems Research and Behavioral Science2

Working Papers Series with more than one paper published# docs
Working Paper Series / The Rimini Centre for Economic Analysis2

Recent works citing Yi Xue (2017 and 2016)

YearTitle of citing document
2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2016Testing the Q theory of investment in the frequency domain. (2016). Verona, Fabio ; Kilponen, Juha . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_032.

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2017Financial distress and customer-supplier relationships. (2017). Lian, Yili . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:397-406.

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2016Is it Brownian or fractional Brownian motion?. (2016). Genay, Ramazan ; Xue, YI ; Li, Meiyu . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:52-55.

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2017Work-education mismatch: An endogenous theory of professionalization. (2017). Ghaffarzadegan, Navid ; Larson, Richard C ; Xue, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1085-1097.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets. (2017). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:217-222.

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2016The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?. (2016). Martínez, Constanza ; Martinez, Constanza ; Leon, Carlos . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:193-205.

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2016Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession. (2016). Liu, Guangling ; Hollander, Hylton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:37-52.

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2017Network, market, and book-based systemic risk rankings. (2017). Lucas, André ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2017Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76.

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2016Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:363-377.

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2016Too many PhDs? An invalid argument for countries developing their scientific and academic systems: The case of Portugal. (2016). Horta, Hugo ; Santos, Joo M ; Heitor, Manuel . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:113:y:2016:i:pb:p:352-362.

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2017Industry Interdependency Dynamics in a Network Context. (2017). Qian, YA ; Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-012.

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2017Testing the Q theory of investment in the frequency domain. (2017). Verona, Fabio ; Kilponen, Juha . In: CEF.UP Working Papers. RePEc:por:cetedp:1701.

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Works by Yi Xue:

YearTitleTypeCited
2014Too Many PhD Graduates or Too Few Academic Job Openings: The Basic Reproductive Number R 0 in Academia In: Systems Research and Behavioral Science.
[Full Text][Citation analysis]		article2
2015A Note on PhD Population Growth in Biomedical Sciences In: Systems Research and Behavioral Science.
[Full Text][Citation analysis]		article1
2009The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Hierarchical information and the rate of information diffusion In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2009Hierarchical Information and the Rate of Information Diffusion.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Bipower variation with jumps and correlated returns In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Butterfly effect: The US real estate market downturn and the Asian recession In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2012Trading frequency and volatility clustering In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2009Trading Frequency and Volatility Clustering.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2015Economic links and credit spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2015Bogus Joint Liability Groups in Microfinance -- Theory and Evidence from China In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015Effect of damage evolution of coal on permeability variation and analysis of gas outburst hazard with coal mining In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]		article0
2013Partnership dissolution and proprietary information In: Social Choice and Welfare.
[Full Text][Citation analysis]		article1
2013Jump detection with wavelets for high-frequency financial time series In: Quantitative Finance.
[Full Text][Citation analysis]		article5

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