Citation profile for Shanglin Lu

Shanglin Lu : Citation Profile

University of International Business and Economics (UIBE)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2020 - 2024). See details.
   Cites by year: 2
   Journals where Shanglin Lu has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu444
   Updated: 2024-11-04    RAS profile: 2024-07-06
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Relations with other researchers

Works with:

Wang, Shixuan (4)

Boubaker, Sabri (3)

Horvath, Lajos (3)

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

Is cited by:

Wang, Shixuan (2)

Boubaker, Sabri (2)

Horvath, Lajos (1)

Lazar, Emese (1)

Muradoglu, Yaz (1)

Cites to:

Li, Youwei (7)

Pedersen, Lasse (5)

Phillips, Peter (4)

Ledoit, Olivier (4)

Schneider, Martin (4)

Wolf, Michael (4)

He, Xuezhong (Tony) (4)

Li, Kai (4)

Hassan, Tarek (3)

Mayer, Christopher (3)

Piazzesi, Monika (3)

Main data

Where Shanglin Lu has published?

Journals with more than one article published	# docs
International Review of Financial Analysis	2

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	5

Recent works citing Shanglin Lu (2024 and 2023)

Year	Title of citing document
2024	Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers \|\| Download paper
2024	Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers \|\| Download paper
2023	Revisiting time series momentum in Chinas commodity futures market: Evidence on sources of momentum profits. (2023). Dong, Minyi ; Song, Wuqi ; Ming, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003346. Full description at Econpapers \|\| Download paper
2023	Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers \|\| Download paper
2023	Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199. Full description at Econpapers \|\| Download paper

Works by Shanglin Lu:

Year	Title	Type	Cited
2020	Sequential Monitoring of Changes in Housing Prices In: Papers. [Full Text][Citation analysis]	paper	0
2022	SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET In: Econometric Theory. [Full Text][Citation analysis]	article	4
2021	Sequential monitoring of changes in dynamic linear models, applied to the US housing market.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4	paper
2021	SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4	paper
2023	Time series momentum and reversal: Intraday information from realized semivariance In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	2
2021	Asymmetry, tail risk and time series momentum In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	3
2021	Asymmetry, tail risk and time series momentum.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3	paper
2024	Local media sentiment towards pollution and its effect on corporate green innovation In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	0
2021	Trading signal, functional data analysis and time series momentum In: Finance Research Letters. [Full Text][Citation analysis]	article	2
2021	Trading signal, functional data analysis and time series momentum.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2021	Trading signal, functional data analysis and time series momentum.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2	paper