Tian Xie : Citation Profile

Are you Tian Xie?

Shanghai University of Finance and Economics

5

H index

0

i10 index

48

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 4
   Journals where Tian Xie has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 9 (15.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi225
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Qiu, Yue (5)

Yu, Jun (4)

Lehrer, Steven (4)

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

Is cited by:

Qiu, Yue (4)

Lehrer, Steven (3)

Lahiri, Kajal (2)

Huber, Martin (1)

Bachmann, Ruediger (1)

Boudt, Kris (1)

Shi, Shuping (1)

Vasnev, Andrey (1)

Carstensen, Kai (1)

Zhang, Xiaoyu (1)

Corbet, Shaen (1)

Cites to:

Hansen, Bruce (16)

Bollerslev, Tim (11)

Diebold, Francis (10)

Corsi, Fulvio (9)

Andersen, Torben (9)

Lehrer, Steven (7)

OOSTERLINCK, Kim (6)

Racine, Jeffrey (6)

Patton, Andrew (6)

Fan, Jianqing (6)

Wan, Alan (6)

Main data

Where Tian Xie has published?

Journals with more than one article published# docs
Economics Letters3

Working Papers Series with more than one paper published# docs
Economics and Statistics Working Papers / Singapore Management University, School of Economics4
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Paper / Economics Department, Queen's University2

Recent works citing Tian Xie (2023 and 2022)

YearTitle of citing document
2022Sample Fit Reliability. (2022). Younge, Kenneth A ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:2209.06631.

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2023Sequential 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.

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2023The 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.

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2023Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758.

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2023A 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.

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2023Correcting 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.

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2023Improving 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.

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2022Out-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.

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2023A 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.

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2023Research 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.

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2022Spillovers between Bitcoin and Meme stocks. (2022). Li, Shi. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004238.

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2022Boosting 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.

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2023Daily 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.

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2022Economic 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.

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2022Cryptocurrency 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.

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2022Framework 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.

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2023The 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.

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2022Does 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.

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2023Forecasting 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.

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2022Examining 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.

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2023.

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2022The 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.

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2023IP 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.

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2023Which 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.

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Works by Tian Xie:

YearTitleTypeCited
2022L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers.
[Full Text][Citation analysis]		paper1
2021Social media sentiment, model uncertainty, and volatility forecasting In: Economic Modelling.
[Full Text][Citation analysis]		article5
2015Prediction model averaging estimator In: Economics Letters.
[Full Text][Citation analysis]		article6
2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics In: Economics Letters.
[Full Text][Citation analysis]		article3
2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article4
2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2019Forecast Bitcoin Volatility with Least Squares Model Averaging In: Econometrics.
[Full Text][Citation analysis]		article2
2016Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2017Box 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
2018The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2020The 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
2019Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2012Least Squares Model Averaging By Prediction Criterion In: Working Paper.
[Full Text][Citation analysis]		paper0
2019Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2020Forecast combinations in machine learning In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2020Econometric 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]		paper0
2020Forecasting Singapore GDP using the SPF data In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2019Machine learning versus econometrics: prediction of box office In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2019Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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