Yi Xue : Citation Profile


Are you Yi Xue?

University of International Business and Economics (UIBE)

4

H index

0

i10 index

22

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 3
   Journals where Yi Xue has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu114
   Updated: 2017-04-22    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)

Reinhart, Carmen (1)

Bruzda, Joanna (1)

Rogoff, Kenneth (1)

Hollander, Hylton (1)

Michis, Antonis (1)

Giebe, Thomas (1)

Chen, Pei-Fen (1)

Liu, Guangling (1)

Cites to:

Bollerslev, Tim (5)

Brock, William (5)

Rogoff, Kenneth (4)

Reinhart, Carmen (4)

Engle, Robert (3)

Kittsteiner, Thomas (3)

Dooley, Michael (2)

Campbell, John (2)

Weber, Robert (2)

Hommes, Cars (2)

Duffie, Darrell (2)

Main data


Where Yi Xue has published?


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

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, Gonalo . 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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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). , Michiel ; Seeger, Norman J ; Lucas, Andre . 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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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.
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article1
2015A Note on PhD Population Growth in Biomedical Sciences In: Systems Research and Behavioral Science.
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article0
2009The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading In: Swiss Finance Institute Research Paper Series.
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paper0
2012Hierarchical information and the rate of information diffusion In: Journal of Economic Dynamics and Control.
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article1
2009Hierarchical Information and the Rate of Information Diffusion.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2014Bipower variation with jumps and correlated returns In: Economics Letters.
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article1
2012Butterfly effect: The US real estate market downturn and the Asian recession In: Finance Research Letters.
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article4
2012Trading frequency and volatility clustering In: Journal of Banking & Finance.
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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]
article5
2015Bogus Joint Liability Groups in Microfinance -- Theory and Evidence from China In: 2015 Meeting Papers.
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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.
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article1
2013Jump detection with wavelets for high-frequency financial time series In: Quantitative Finance.
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article5

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