5
H index
0
i10 index
48
Citations
Shanghai University of Finance and Economics | 5 H index 0 i10 index 48 Citations RESEARCH PRODUCTION: 9 Articles 10 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 Tian Xie. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Economics Letters | 3 |
Working Papers Series with more than one paper published | # docs |
---|---|
Economics and Statistics Working Papers / Singapore Management University, School of Economics | 4 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Working Paper / Economics Department, Queen's University | 2 |
Year | Title of citing document |
---|---|
2022 | Sample Fit Reliability. (2022). Younge, Kenneth A ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:2209.06631. Full description at Econpapers || Download paper |
2023 | Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406. Full description at Econpapers || Download paper |
2023 | The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525. Full description at Econpapers || Download paper |
2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871. Full description at Econpapers || Download paper |
2023 | Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers || Download paper |
2022 | Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?. (2022). Zhang, Yaojie ; He, Mengxi ; Yi, Yongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200081x. Full description at Econpapers || Download paper |
2023 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers || Download paper |
2023 | Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930. Full description at Econpapers || Download paper |
2022 | Spillovers between Bitcoin and Meme stocks. (2022). Li, Shi. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004238. Full description at Econpapers || Download paper |
2022 | Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566. Full description at Econpapers || Download paper |
2023 | Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278. Full description at Econpapers || Download paper |
2022 | Economic uncertainty spillover and social networks. (2022). Xu, Bing ; Hui, Yarong ; Zhang, Chuan ; Ma, Dan. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:454-467. Full description at Econpapers || Download paper |
2022 | Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus. (2022). Zhang, Xiaoyu ; Qin, Cong ; Chen, Meichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000365. Full description at Econpapers || Download paper |
2022 | Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility. (2022). Kristjanpoller, Werner ; Tapia, Sebastian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008724. Full description at Econpapers || Download paper |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper |
2022 | Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data. (2022). Li, Pan ; Huang, Dengshi ; Xu, Weiju ; Wu, Lan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:299-306. Full description at Econpapers || Download paper |
2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095. Full description at Econpapers || Download paper |
2022 | Examining Factors That Affect Movie Gross Using Gaussian Copula Marginal Regression. (2022). Kim, Jong-Min ; Eklund, Joshua. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:37-698:d:868638. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success. (2022). Xie, Tian ; Lehrer, Steven F. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:189-210. Full description at Econpapers || Download paper |
2023 | IP assets and film finance - a primer on standard practices in the U.S.. (2023). Sahli, Matthias ; Oguguo, Prince C ; Muscarnera, Alessio ; Cuntz, Alexander. In: WIPO Economic Research Working Papers. RePEc:wip:wpaper:74. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2022 | L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Social media sentiment, model uncertainty, and volatility forecasting In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2015 | Prediction model averaging estimator In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2017 | Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
2019 | Forecast Bitcoin Volatility with Least Squares Model Averaging In: Econometrics. [Full Text][Citation analysis] | article | 2 |
2016 | Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2018 | The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Least Squares Model Averaging By Prediction Criterion In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecast combinations in machine learning In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting Singapore GDP using the SPF data In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Machine learning versus econometrics: prediction of box office In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2019 | Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team