8
H index
7
i10 index
256
Citations
Xiamen University | 8 H index 7 i10 index 256 Citations RESEARCH PRODUCTION: 13 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
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Quantitative Finance | 2 |
Econometric Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 3 |
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Ahn, Hee-Joon ; Li, Jiaqi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746. Full description at Econpapers || Download paper |
2024 | Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986. Full description at Econpapers || Download paper |
2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Bouri, Elie ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper |
2024 | ‘E’ of ESG and firm performance: Evidence from China. (2024). Tan, Yusen ; Poshakwale, Sunil ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006835. Full description at Econpapers || Download paper |
2024 | One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945. Full description at Econpapers || Download paper |
2024 | Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434. Full description at Econpapers || Download paper |
2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers || Download paper |
2024 | Price deregulation and investors’ IPO speculation: Evidence from Chinese registration system reform. (2024). Tang, Siyuan ; Luo, Runmei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002861. Full description at Econpapers || Download paper |
2024 | Investor trading behavior and asset prices: Evidence from quantile regression analysis. (2024). Yang, Chunpeng ; Lin, Weinan ; Zhou, Liyun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1722-1744. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 | 24 |
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 nother version. Agregated cites: 24 | 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 | 2 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
2015 | ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2002 | Robust Estimation and Inference for Threshold Models with Integrated Regressors.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother 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 | 23 |
2008 | American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
2013 | Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Robust Estimation and Inference for Threshold Models with Integrated Regressors In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 34 |
2014 | A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
2015 | Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
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 | 46 |
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 | 32 |
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