Yujun Liu : Citation Profile

Sun Yat-Sen University

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13

Citations

RESEARCH PRODUCTION:

1

Articles

RESEARCH ACTIVITY:

   1 years (2023 - 2023). See details.
   Cites by year: 13
   Journals where Yujun Liu has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli1155
   Updated: 2026-10-24    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 Yujun Liu.

Is cited by:

Wang, Gang-Jin (1)

Cites to:

GUPTA, RANGAN (4)

bouoiyour, jamal (2)

Selmi, Refk (2)

Shahbaz, Muhammad (2)

Sensoy, Ahmet (2)

Bekiros, Stelios (1)

Schilling, Linda (1)

Bilgin, Mehmet (1)

Li, jianping (1)

NEKHILI, Ramzi (1)

Xiong, Wei (1)

Main data

Where Yujun Liu has published?

Recent works citing Yujun Liu (2025 and 2024)

YearTitle of citing document
2025Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737.

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2024Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295.

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2026The Crypto Risk Composite Index (CCRI)-advancing risk management in the digital asset space. (2026). Wang, Shouyang ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000633.

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2025Accounting vs technical information: what matters more for stock return predictability?. (2025). Cakici, Nusret ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000976.

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2026Glass box machine learning and corporate bond returns. (2026). Nazemi, Abdolreza ; Lettau, Martin ; Kakhbod, Ali ; Bell, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:181:y:2026:i:c:s0304405x26000656.

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2026Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling. (2026). Liu, Zhuang ; Zhu, Shushang ; Yan, Jingzhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x25003701.

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2025Cryptocurrency in global dynamics: Analyzing the Crypto Volatility Index and financial markets with machine learning. (2025). Roviello, Alba ; Piscopo, Gabriella ; Levantesi, Susanna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004224.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Riahi, Rabeb ; Hammami, Helmi ; Bennajma, Amel ; Jahmane, Abderrahmane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024S&P 500 stock selection using machine learning classifiers: A look into the changing role of factors. (2024). Mansilla, Jordi Escayola ; Arroyo, Javier ; Caparrini, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001296.

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2025A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684.

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2024Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic. (2024). Foroutan, Parisa ; Lahmiri, Salim. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00596-x.

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2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

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Works by Yujun Liu:

YearTitleTypeCited
2023Forecasting cryptocurrency returns with machine learning In: Research in International Business and Finance.
[Full Text][Citation analysis]		article13

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