6
H index
4
i10 index
372
Citations
Shih-Ti Yu : Citation Profile
National Tsing Hua University | RESEARCH PRODUCTION: 18 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1996 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shih-Ti Yu. | Is cited by:
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Main data
Where Shih-Ti Yu has published?
| Journals with more than one article published | # docs |
|---|---|
| Annals of Financial Economics (AFE) | 4 |
| Review of Quantitative Finance and Accounting | 3 |
Recent works citing Shih-Ti Yu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Heckman-Selection or Two-Part models for alcohol studies? Depends. (2021). Sundaram-Stukel, Reka. In: Papers. RePEc:arx:papers:2112.10542. Full description at Econpapers || Download paper |
| 2023 | Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274. Full description at Econpapers || Download paper |
| 2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper |
| 2023 | Bivariate symmetric Heckman models and their characterization. (2023). Leiva, Victor ; Cordeiro, Shayane S ; Vila, Roberto ; Saulo, Helton. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22000896. Full description at Econpapers || Download paper |
| 2023 | Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658. Full description at Econpapers || Download paper |
| 2023 | Comparisons of observed and unobserved parameter heterogeneity in modeling vehicle-miles driven. (2023). Mokhtarian, Patricia ; Kim, Sung Hoo. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:172:y:2023:i:c:s0965856423000344. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Fertility cost, grandparental childcare, and female employment. (2023). Kang, Shulong ; Cao, Jin ; Yu, Haiyue. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02280-y. Full description at Econpapers || Download paper |
| 2023 | Intelligent option portfolio model with perspective of shadow price and risk-free profit. (2023). Ma, Jieao ; Xu, Fengmin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00488-0. Full description at Econpapers || Download paper |
| 2023 | Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57. Full description at Econpapers || Download paper |
Works by Shih-Ti Yu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China In: The Empirical Econometrics and Quantitative Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | The non-uniform pricing effect of employee stock options using quantile regression In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 1996 | On the choice between sample selection and two-part models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 265 |
| 2013 | Does crude oil price play an important role in explaining stock return behavior? In: Energy Economics. [Full Text][Citation analysis] | article | 49 |
| 2012 | Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions In: Japan and the World Economy. [Full Text][Citation analysis] | article | 6 |
| 2015 | Robust hedging performance and volatility risk in option markets: Application to Standard and Poors 500 and Taiwan index options In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Remuneration Committee, Board Independence and Top Executive Compensation In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2000 | Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies In: Computational Economics. [Full Text][Citation analysis] | article | 26 |
| 2013 | Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2016 | Investor perception of managerial discretion in valuing stock options: an empirical examination In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2020 | Adoption of performance-vested equity incentives under investor pressure: window dressing or taking the window of opportunity? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Trickle-Down Technology and Screening of a Durable Goods Monopolist In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Recent Developments in Quantitative Finance: An Overview In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW.(2014) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2001 | The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2017 | An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2014 | THE EFFECTS OF FIRM CHARACTERISTICS AND RECOGNITION POLICY ON EMPLOYEE STOCK OPTIONS PRICES AFTER CONTROLLING FOR SELF-SELECTION In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2014 | USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team