Haiqiang Chen : Citation Profile

Are you Haiqiang Chen?

Xiamen University

8

H index

7

i10 index

251

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 19
   Journals where Haiqiang Chen has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 6 (2.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1534
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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Relations with other researchers

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:

CHONG, Terence Tai Leung (17)

Boldea, Otilia (5)

Tourani-Rad, Alireza (5)

SEO, MYUNG HWAN (4)

Leung, Charles (4)

Wong, Wing-Keung (4)

Chen, Nan-Kuang (4)

Frijns, Bart (4)

Hou, Yang (4)

Hall, Alastair (3)

Mighri, Zouheir (3)

Cites to:

Hansen, Bruce (15)

CHONG, Terence Tai Leung (13)

Karolyi, G. (13)

Easley, David (8)

Gonzalo, Jesus (8)

Engle, Robert (7)

Frankel, Jeffrey (6)

Bai, Jushan (6)

Stulz, René (6)

Park, Joon (6)

HE, QING (6)

Main data

Where Haiqiang Chen has published?

Journals with more than one article published# docs
Econometric Theory2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk2
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Haiqiang Chen (2024 and 2023)

YearTitle of citing document
2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Threshold 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.

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2023Derivatives Market: A Survey. (2023). Alalmai, Somaiyah. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-12.

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2023Is 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.

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2024Sensitivity 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.

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2023Great 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.

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2024Functional 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.

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2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

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2023Trading 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.

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2024Do 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.

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2023Financial 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.

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2023Do derivatives benefit shareholders? Evidence from India. (2023). Gupta, Aastha ; Chaudhry, Neeru. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003847.

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2023On the relationship between sentiment gap and A-share premium in China. (2023). Hua, Wei ; Fu, Hsiao-Peng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007080.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313.

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2023Futures 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.

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2023Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market. (2023). Zhang, Yue ; Chen, Haozhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001853.

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2024Dual 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.

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2023Investor 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.

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2023COVID-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.

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2023On the least squares estimation of multiple-threshold-variable autoregressive models. (2023). Li, Dong ; Zhang, Xinyu ; Tong, Howell. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118377.

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2023Threshold 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.

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2023.

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2023Change-point estimators with the weighted objective function when estimating breaks one at a time. (2023). 黒住, 英司, ; Kurozumi, Eiji ; 田柳, 俊和, ; Tayanagi, Toshikazu. In: Discussion Papers. RePEc:hit:econdp:2023-04.

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2023Does 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.

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2023Variable selection in threshold model with a covariate-dependent threshold. (2023). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02340-3.

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2023The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China. (2023). Yi, Xiaojing ; Wang, Shuhong ; Song, Malin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02513-1.

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2023Probability 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.

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2024Investor 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.

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Works by Haiqiang Chen:

YearTitleTypeCited
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
[Citation analysis]		article8
2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
[Citation analysis]		paper24
2008Generic 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
2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
[Citation analysis]		paper4
2015ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES In: Econometric Theory.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS In: Econometric Theory.
[Full Text][Citation analysis]		article7
2002Robust 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
2014Recent macroeconomic stability in China In: China Economic Review.
[Full Text][Citation analysis]		article4
2007Ant colony optimization for solving an industrial layout problem In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2012Does information vault Niagara Falls? Cross-listed trading in New York and Toronto In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article26
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2008American depositary receipts: Asia-Pacific evidence on convergence and dynamics In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article5
2013Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2013Robust Estimation and Inference for Threshold Models with Integrated Regressors In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
[Full Text][Citation analysis]		paper31
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]		paper23
2015Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article5
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
[Full Text][Citation analysis]		article45
2013Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article31

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