Fuyu Yang : Citation Profile


Are you Fuyu Yang?

University of East Anglia

3

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 6
   Journals where Fuyu Yang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 3 (6.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya96
   Updated: 2020-08-01    RAS profile: 2019-02-11    
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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 Fuyu Yang.

Is cited by:

Reade, J (4)

Rambaccussing, Dooruj (4)

Rossi, Giambattista (4)

Weron, Rafał (3)

Cao, Shuo (3)

Shin, Minchul (3)

Laurini, Márcio (3)

Byrne, Joseph (3)

Korobilis, Dimitris (3)

Schienle, Melanie (2)

Hautsch, Nikolaus (2)

Cites to:

Wolfers, Justin (19)

Snowberg, Erik (15)

Diebold, Francis (7)

Rudebusch, Glenn (7)

Piazzesi, Monika (5)

Vaughan Williams, Leighton (5)

Martin, Gael (3)

Reade, J (3)

Paton, David (3)

Pope, Devin (3)

Mayer, Christopher (3)

Main data


Where Fuyu Yang has published?


Working Papers Series with more than one paper published# docs
University of East Anglia Applied and Financial Economics Working Paper Series / School of Economics, University of East Anglia, Norwich, UK.6
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Fuyu Yang (2019 and 2018)


YearTitle of citing document
2018Modeling Nelson-Siegel Yield Curve using Bayesian Approach. (2018). Das, Sourish. In: Papers. RePEc:arx:papers:1809.06077.

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2019Market Manipulation as a Security Problem. (2019). Mavroudis, Vasilios. In: Papers. RePEc:arx:papers:1903.12458.

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2019Libra: Fair Order-Matching for Electronic Financial Exchanges. (2019). Melton, Hayden ; Mavroudis, Vasilios. In: Papers. RePEc:arx:papers:1910.00321.

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2018FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES. (2018). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1748-1763.

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2017Price clustering in Bitcoin. (2017). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

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2018A natural experiment for efficient markets: Information quality and influential agents. (2018). Mills, Brian ; Salaga, Steven. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:23-39.

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2019Deep learning in exchange markets. (2019). Ribeiro, Vitor Miguel ; Gonalves, Rui ; Rocha, Ana Paula ; Pereira, Fernando Lobo. In: Information Economics and Policy. RePEc:eee:iepoli:v:47:y:2019:i:c:p:38-51.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2019Institutional investors’ cognitive constraints during initial public offerings. (2019). Ni, Chenkai ; Lu, Ruichang ; Gao, Shenghao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930202x.

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2019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:53-:d:219083.

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2019Beating the Odds: Black Jockeys in the Kentucky Derby, 1870-1911. (2019). Rockoff, Hugh ; Leeds, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:25461.

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2019 Does sentiment harm market efficiency? An empirical analysis using a betting exchange setting. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:381.

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Works by Fuyu Yang:


YearTitleTypeCited
2010Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2010Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model.(2010) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2012Bayesian inference in a Stochastic Volatility Nelson–Siegel model In: Computational Statistics & Data Analysis.
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article30
2010Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model.(2010) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 30
paper
2016Limited cognition and clustered asset prices: Evidence from betting markets In: Journal of Financial Markets.
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article3
2013Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets.(2013) In: University of East Anglia Applied and Financial Economics Working Paper Series.
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This paper has another version. Agregated cites: 3
paper
2019The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting In: International Journal of Forecasting.
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article1
2015Does society underestimate women? Evidence from the performance of female jockeys in horse racing In: Journal of Economic Behavior & Organization.
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article1
2017The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange In: Review of Finance.
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article7
2014The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange.(2014) In: University of East Anglia Applied and Financial Economics Working Paper Series.
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This paper has another version. Agregated cites: 7
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In: .
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article0
2014Have Betting Exchanges Corrupted Horse Racing?.(2014) In: University of East Anglia Applied and Financial Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2017Selection and incentives in contests: evidence from horse racing In: Applied Economics Letters.
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article0
2014Bayesian Inference and Forecasting in the Stationary Bilinear Model In: University of East Anglia Applied and Financial Economics Working Paper Series.
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2015Adverse Selection, Speed Bumps and Asset Market Quality In: University of East Anglia Applied and Financial Economics Working Paper Series.
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paper2
2015Salience and the Disposition Effect: Evidence from the Introduction of `Cash-Outs in Betting Markets In: University of East Anglia Applied and Financial Economics Working Paper Series.
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paper0
2017Salience and the Disposition Effect: Evidence from the Introduction of “Cash‐Outs” in Betting Markets.(2017) In: Southern Economic Journal.
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This paper has another version. Agregated cites: 0
article

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