8
H index
7
i10 index
228
Citations
Xiamen University | 8 H index 7 i10 index 228 Citations RESEARCH PRODUCTION: 13 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Haiqiang Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Quantitative Finance | 2 |
Econometric Theory | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
MPRA Paper / University Library of Munich, Germany | 3 |
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 2 |
Year | Title of citing document |
---|---|
2022 | BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024. Full description at Econpapers || Download paper |
2021 | Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052. Full description at Econpapers || Download paper |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper |
2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper |
2022 | Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99. Full description at Econpapers || Download paper |
2022 | From Price to Gain: The Evolution of Household Income Volatility and Consumption Insurance in Urban China. (2022). Song, ZE ; Zou, Hong ; Guo, Jingyuan ; Zhao, DA. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:6:p:113-136. Full description at Econpapers || Download paper |
2021 | Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522. Full description at Econpapers || Download paper |
2021 | Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038. Full description at Econpapers || Download paper |
2021 | Empirical likelihood test for the application of swqmele in fitting an arma?garch model. (2021). Zhang, Rongmao ; Peng, Liang ; Zhou, MO. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:2:p:222-239. Full description at Econpapers || Download paper |
2021 | Threshold model with a time?varying threshold based on Fourier approximation. (2021). Chen, Ipo ; Lee, Chingnun ; Yang, Lixiong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:406-430. Full description at Econpapers || Download paper |
2022 | Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220. Full description at Econpapers || Download paper |
2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper |
2022 | Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361. Full description at Econpapers || Download paper |
2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper |
2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318. Full description at Econpapers || Download paper |
2021 | Individual stock sentiment beta and stock returns. (2021). Yang, Chunpeng ; Hu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301947. Full description at Econpapers || Download paper |
2021 | Stock Market’s responses to intraday investor sentiment. (2021). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340. Full description at Econpapers || Download paper |
2022 | Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882. Full description at Econpapers || Download paper |
2021 | Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056. Full description at Econpapers || Download paper |
2022 | Low liquidity beta anomaly in China. (2022). Li, Youwei ; Vigne, Samuel A ; Han, Xing ; Frommel, Michael. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406. Full description at Econpapers || Download paper |
2021 | Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x. Full description at Econpapers || Download paper |
2022 | Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. (2022). Wang, Jianqiong ; Xu, Yongan ; Yang, MO ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001338. Full description at Econpapers || Download paper |
2022 | Investor sentiment indices based on k-step PLS algorithm: A group of powerful predictors of stock market returns. (2022). Yu, Changrui ; Song, Ziyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002733. Full description at Econpapers || Download paper |
2023 | Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321. Full description at Econpapers || Download paper |
2022 | Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434. Full description at Econpapers || Download paper |
2023 | Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566. Full description at Econpapers || Download paper |
2022 | Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential. (2022). Wang, Zhiqin ; Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832100017x. Full description at Econpapers || Download paper |
2022 | The threshold effect of HDI on the relationship between financial development and oil revenues. (2022). Ajori, Amir Abbas ; Koshalshahi, Zeinab Shabani ; Naji, Ali Akbar ; Salari, Taghi Ebrahimi. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005444. Full description at Econpapers || Download paper |
2021 | Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402. Full description at Econpapers || Download paper |
2022 | Measuring news media sentiment using big data for Chinese stock markets. (2022). Gao, DA ; Shuai, Yulin ; Xia, LE ; Shen, Shulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001056. Full description at Econpapers || Download paper |
2023 | Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161. Full description at Econpapers || Download paper |
2021 | Index option trading and equity volatility: Evidence from the SSE 50 and CSI 500 stocks. (2021). Yang, MO ; Lung, Peter ; Sui, Cong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:60-75. Full description at Econpapers || Download paper |
2021 | Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129. Full description at Econpapers || Download paper |
2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper |
2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper |
2021 | Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. (2021). Ben Cheikh, Nidhaleddine ; Yousfi, Mohamed ; Bouzgarrou, Houssem ; ben Lahouel, Bechir ; ben Zaied, Younes . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001426. Full description at Econpapers || Download paper |
2022 | Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic. (2022). Dang, Trung ; Mefteh-Wali, Salma ; Bouteska, Ahmed. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522005200. Full description at Econpapers || Download paper |
2023 | Threshold of the CAPB That Can Be Attributed to Fiscal Consolidation Episodes in South Africa. (2023). Nyatanga, Phocenah ; Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:6:p:152-:d:1153855. Full description at Econpapers || Download paper |
2021 | The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243. Full description at Econpapers || Download paper |
2021 | Empirical Evidence Regarding the Impact of Economic Growth and Inflation on Economic Sentiment and Household Consumption. (2021). Batrancea, Larissa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:336-:d:597494. Full description at Econpapers || Download paper |
2022 | Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021). (2022). giouvris, evangelos ; Zhang, Hang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:134-:d:769142. Full description at Econpapers || Download paper |
2022 | The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation. (2022). Wu, Kai ; Liu, YI ; Feng, Weiyang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:150-:d:778684. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2021 | Investor Sentiment and Price Discrepancies between Common and Preferred Stocks in Korea. (2021). Ryu, Doowon ; Yang, Hee Jin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5539-:d:555462. Full description at Econpapers || Download paper |
2021 | Threshold autoregressive model blind identification based on array clustering. (2021). le Caillec, Jean-Marc. In: Post-Print. RePEc:hal:journl:hal-03210735. Full description at Econpapers || Download paper |
2021 | Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange. (2021). van Vo, Dut ; Kim, Anh Thi ; Truong, Loc Dong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09325-1. Full description at Econpapers || Download paper |
2022 | Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. (2022). Zhang, Dabin ; Xia, Qiang ; Liang, Kun ; Zheng, Xiaobing. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10124-7. Full description at Econpapers || Download paper |
2022 | Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator. (2022). Kapopoulos, Panayotis ; Drakos, Konstantinos ; Anastasiou, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:113860. Full description at Econpapers || Download paper |
2022 | Behavior of Financial Markets Around News Announcements: A Review Based on Bibliometric Analysis of Scientific Fields. (2022). Nishad, Mohamed T. In: The Review of Finance and Banking. RePEc:rfb:journl:v:14:y:2022:i:2:p:143-172. Full description at Econpapers || Download paper |
2021 | Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency. (2021). Stnic, Nicolae Cristian ; Sarfraz, Muddassar ; Cioca, Lucian-Ionel ; Ivacu, Larisa ; Naseem, Sobia ; Mohsin, Muhammad. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:4:p:87-102. Full description at Econpapers || Download paper |
2023 | Does Sentiments Impact the Returns of Commodity Derivatives? An Evidence from Multi-commodity Exchange India. (2023). , Manu ; Simon, Aneeta Elsa. In: Vision. RePEc:sae:vision:v:27:y:2023:i:1:p:79-92. Full description at Econpapers || Download paper |
2022 | Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors. (2022). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02028-0. Full description at Econpapers || Download paper |
2023 | Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9. Full description at Econpapers || Download paper |
2021 | A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442. Full description at Econpapers || Download paper |
2023 | Investor sentiment and volatility of exchange?traded funds: Evidence from China. (2023). Chi, Jun ; Yang, Chunpeng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:668-680. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2011 | Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review. [Citation analysis] | article | 8 |
2004 | Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers. [Citation analysis] | paper | 23 |
2008 | Generic consistency of the break-point estimators under specification errors in a multiple-break model.(2008) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2005 | Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers. [Citation analysis] | paper | 4 |
2015 | ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2013 | Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2013 | Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2002 | Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2014 | Recent macroeconomic stability in China In: China Economic Review. [Full Text][Citation analysis] | article | 4 |
2007 | Ant colony optimization for solving an industrial layout problem In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2012 | Does information vault Niagara Falls? Cross-listed trading in New York and Toronto In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 26 |
2013 | How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 22 |
2008 | American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
2013 | A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 28 |
2014 | A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 20 |
2015 | Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2010 | An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 5 |
2010 | A principal-component approach to measuring investor sentiment In: Quantitative Finance. [Full Text][Citation analysis] | article | 37 |
2013 | Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 28 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team