Ser-Huang Poon : Citation Profile

University of Manchester

12

H index

12

i10 index

1996

Citations

RESEARCH PRODUCTION:

33

Articles

5

Papers

3

Books

7

Chapters

RESEARCH ACTIVITY:

   34 years (1992 - 2026). See details.
   Cites by year: 58
   Journals where Ser-Huang Poon has often published
   Relations with other researchers
   Recent citing documents: 170.    Total self citations: 6 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo127
   Updated: 2026-09-19    RAS profile: 2026-09-14    
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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 Ser-Huang Poon.

Is cited by:

GUPTA, RANGAN (105)

Pierdzioch, Christian (35)

Clements, Adam (29)

Demirer, Riza (23)

Salisu, Afees (23)

Cepni, Oguzhan (21)

Degiannakis, Stavros (21)

Chang, Chia-Lin (15)

Fernandez, Viviana (14)

Ji, Qiang (12)

Koopman, Siem Jan (10)

Cites to:

Bollerslev, Tim (19)

Pedersen, Lasse (11)

Engle, Robert (8)

Andersen, Torben (7)

French, Kenneth (7)

Chen, Zhiwu (6)

Cao, Charles (6)

Jackwerth, Jens (6)

de Vries, Casper (6)

Fama, Eugene (6)

Ang, Andrew (6)

Main data

Where Ser-Huang Poon has published?

Journals with more than one article published# docs
The European Journal of Finance5
Journal of Banking & Finance5
International Review of Financial Analysis2
Journal of Empirical Finance2
European Financial Management2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Ser-Huang Poon (2026 and 2025)

YearTitle of citing document
2024The Impacts of USDA Reports on Pre-Harvest Volatility Expectations: the Case of Corn New Crop Futures. (2024). Yang, Yao ; McKenzie, Andrew. In: 2024 Conference, April 22-23, 2024, St. Louis, Missouri. RePEc:ags:nccc24:379014.

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2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2025Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting. (2025). Kohn, Robert ; Gerlach, Richard ; Tran, Minh-Ngoc ; Liu, Chen ; Wang, Chao. In: Papers. RePEc:arx:papers:2309.02072.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs. (2024). Tondapu, Narayan. In: Papers. RePEc:arx:papers:2402.07435.

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2025Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2026Autoencoder Enhanced Realised GARCH on Volatility Forecasting. (2024). Zhang, Lingxiang ; Storti, Giuseppe ; Gerlach, Richard ; Wang, Chao ; Zhao, Qianli. In: Papers. RePEc:arx:papers:2411.17136.

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2025Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks. (2025). Wang, Tiandong ; Hui, Qian. In: Papers. RePEc:arx:papers:2503.15534.

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2025Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523.

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2025Cross-Modal Temporal Fusion for Financial Market Forecasting. (2025). Mazzon, Riccardo ; Marcilio, Enrique ; Gold, Daniel ; Mandal, Anandadeep ; Cartlidge, John ; Pei, Yunhua. In: Papers. RePEc:arx:papers:2504.13522.

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2026Roughness Analysis of Realized Volatility and VIX through Randomized Kolmogorov-Smirnov Distribution. (2025). Bianchi, Sergio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2509.20015.

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2025What influenced the lack of diversity in CSR after the companys losses: evidence from topic modeling. (2025). Liu, Ruiying. In: Papers. RePEc:arx:papers:2509.23424.

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2025U.S. Economy and Global Stock Markets: Insights from a Distributional Approach. (2025). Wu, Ping ; Zhu, Dan. In: Papers. RePEc:arx:papers:2511.17140.

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2026Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values. (2025). Wu, Weichi ; Bai, Lujia ; Li, Bufan. In: Papers. RePEc:arx:papers:2512.10467.

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2026The drift burst hypothesis. (2026). , Roel ; Reno, Roberto ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.08974.

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2026Quantitative Methods in Finance. (2026). Vansteenberghe, Eric. In: Papers. RePEc:arx:papers:2601.12896.

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2026Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange. (2026). Muhammad, Tashreef. In: Papers. RePEc:arx:papers:2603.20237.

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2025Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models. (2025). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2546.

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2026Addressing Symbolic Versus Substantive Disclosures Under CSRD/ESRS E5 in the Circular Economy Disclosure of the Automotive Industry. (2026). Secinaro, Silvana ; Oppioli, Michele ; Fijalkowska, Justyna ; Calandra, Davide ; Hadro, Dominika. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:3:p:4360-4375.

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2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

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2024Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. (2024). van der Lecq, Max ; van Vuuren, Gary. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-1.

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2024Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa. (2024). Brijlal, Pradeep ; Diane, Lamine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-2.

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2025Kick the cat? Retail investors displaced aggression: Evidence from amazon product ratings. (2025). Wei, Siqi ; Zhao, Yanhui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000395.

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2026Beyond volatility: Using differential entropy to detect financial market regimes. (2026). Matsushita, Raul ; Da Silva, Sergio ; Nobre, Iuri. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:202:y:2026:i:p2:s0960077925015668.

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2024Nonnegative GARCH-type models with conditional Gamma distributions and their applications. (2024). Hwang, Eunju ; Jeon, Chanhyeok. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:198:y:2024:i:c:s0167947324000902.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2026Drivers of firm-level tail dependence: A machine learning approach. (2026). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001733.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). de Khoo, Zhi ; Koh, You Beng ; Ng, Kooi Huat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378.

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2024Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Herrera, Rodrigo ; Pia, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2026Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection. (2026). Guerzoni, Marco ; Riso, Luigi ; Zoia, Grazia M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001524.

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2024Algorithmic trading and mini flash crashes: Evidence from Austria. (2024). Theissen, Erik ; Steffen, Viktoria ; Mestel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400466x.

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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Bouri, Elie ; Liu, Ruipeng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000138.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2026Bespoke realized volatility: Tailored measures of risk for volatility prediction. (2026). Patton, Andrew ; Zhang, Haozhe. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407625001769.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2025Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s105752192500794x.

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2026Gaussian Mixture systemic risk measures in international equity markets. (2026). Ik, Sung. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521926000219.

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2024Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Westgaard, Sjur ; Risstad, Morten ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Vigdel, Benjamin ; Kaloudis, Aristidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534.

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2024Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Chen, Kedong ; Yang, HU ; Wang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2025Responsible investing: Upside potential and downside protection?. (2025). Rouxelin, Florent ; Wuersig, Christoph ; Gao, Yumeng ; Prokopczuk, Marcel. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006860.

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2025Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129.

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2024Proprietary algorithmic traders and liquidity supply during the pandemic. (2024). Nawn, Samarpan ; Banerjee, Anirban. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000825.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2025Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

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2025A benchmark-asset principal component factorization for index tracking on large investment universes. (2025). Bufalo, M ; di Paolo, A ; Cesarone, F ; Orlando, G. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005070.

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2025Supply bottlenecks and machine learning forecasting of international stock market volatility. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Plakandaras, Vasilios. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021841.

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2026The rare disaster concern index: RIX. (2026). Ruan, Xinfeng ; Li, Weihan ; Aschakulporn, Pakorn ; Zhang, Jin E. In: Global Finance Journal. RePEc:eee:glofin:v:69:y:2026:i:c:s104402832500153x.

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2025Distributionally robust tail bounds based on Wasserstein distance and f-divergence. (2025). Engelke, Sebastian ; Aigner, Maximilian ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500085x.

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2025ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025The M6 forecasting competition: Bridging the gap between forecasting and investment decisions. (2025). Swanson, Norman ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Gaba, Anil ; Makridakis, Spyros ; Hollyman, Ross. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1315-1354.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2026Tail risk exposure and the cross section of expected stock returns. (2026). , Maxime. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:184:y:2026:i:c:s0378426625002468.

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2026Climate beliefs, attitudes, and bank risk management. (2026). Jia, Xiaoran ; Maso, Lorenzo Dal ; Kanagaretnam, Kiridaran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426626000269.

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2025Why does options market information predict stock returns?. (2025). Muravyev, Dmitriy ; Pearson, Neil D ; Pollet, Joshua M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001618.

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2026Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning. (2026). Kutan, Ali ; Feng, Lingbing ; Shi, Jingyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002025.

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2026Extremes in FX returns and fundamentals. (2026). Cumperayot, Phornchanok ; de Vries, Casper G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625001834.

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2025Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities. (2025). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000248.

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2025Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach. (2025). Zaharieva, Martina Danielova ; Virbickait, Audron ; Santos, Andr Portela. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000406.

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2025Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies. (2025). Wang, Mengjiao ; Liu, Jianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000443.

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2024The international linkages of market risk perception. (2024). Vaello-Sebastià, Antoni ; Serrano, Pedro ; Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2025Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. (2025). Stanisic, Nikola ; Sharma, Abhishek ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001943.

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2026Ultrafast Extreme Events: Empirical analysis of mechanisms and recovery in a historical perspective. (2026). Guhr, Thomas ; Henrichs, Luca ; Heckens, Anton J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:685:y:2026:i:c:s037843712600021x.

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2025Forecasting realized volatility using news flow. (2025). Fernandes, Marcelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s106297692500081x.

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2026Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework. (2026). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:105:y:2026:i:c:s1062976925001280.

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2026Forecasting intraday risk incorporating the higher-order moments. (2026). Jia, Jing ; Yin, Man ; Ke, Rui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:106:y:2026:i:c:s1062976926000153.

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2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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2025Volatility characteristics of stock markets during the US-China trade war. (2025). Yang, Ting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004988.

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2026Cryptocurrencies trading using Parrondo’s Paradox. (2026). Santos, Eugene ; Henrique, Bruno Miranda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010226.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2025Hybrid ML models for volatility prediction in financial risk management. (2025). Rao, Amar ; Dhochak, Monika ; Kumar, Satish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000784.

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2024The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466.

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2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform. (2025). Shi, Peiyao ; Li, Zixian ; Hou, Wanyue ; Liu, Zhaoda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000133.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2025Stock illiquidity and economic policy uncertainty in Chinese security market. (2025). Xie, Linyin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002776.

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2025Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003897.

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2024Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets. (2024). Azhmyakov, Vadim ; Guzman, Luz Adriana ; Shirokov, Ilya. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:279-:d:1428174.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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2025Time Series Determinism Recognition by LSTM Model. (2025). Witkowicz, Pawe ; Mikiewicz, Janusz. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:2000-:d:1680999.

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2025From Inequality to Extremes and Back: A Lorenz Representation of the Pickands Dependence Function. (2025). Fontanari, Andrea ; Cirillo, Pasquale. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2047-:d:1683715.

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2025Estimating Skewness and Kurtosis for Asymmetric Heavy-Tailed Data: A Regression Approach. (2025). Kim, Heejin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2694-:d:1729540.

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2025Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. (2025). Liu, Guangying ; Lin, Jinguan ; Mao, Yizhi ; Hao, Hongxia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1506-:d:1648583.

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2024Trading Option Portfolios Using Expected Profit and Expected Loss Metrics. (2024). de Jongh, Pieter Juriaan ; Venter, Johannes Hendrik. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:8:p:130-:d:1458063.

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2025Historical Perspectives in Volatility Forecasting Methods with Machine Learning. (2025). Qiu, Zhiang ; Kownatzki, Clemens ; Scalzo, Fabien ; Cha, Eun Sang. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:98-:d:1660024.

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2026Divide and Contrast: A Text-Based Method for Firm Market Risk Prediction. (2026). Yang, YI ; He, YI ; Zhang, Kunpeng ; Lian, Defu. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:38:y:2026:i:2:p:531-547.

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2025Strategic Liquidity Provision and Extreme Volatility Spikes. (2025). Sokolov, Konstantin ; Brogaard, Jonathan ; Zhang, Jiang. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:11:p:9071-9103.

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2025The Early Exercise Risk Premium. (2025). Aretz, Kevin ; Gazi, Adnan. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:2:p:1824-1845.

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2024Volatility Modeling and Spillover: The Turkish and Russian Stock Markets. (2024). Genyurk, Galip. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:1:p:81-101.

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More than 100 citations found, this list is not complete...

Works by Ser-Huang Poon:

YearTitleTypeCited
2003Forecasting Volatility in Financial Markets: A Review In: Journal of Economic Literature.
[Full Text][Citation analysis]		article903
2012High Frequency Trading and Mini Flash Crashes In: Papers.
[Full Text][Citation analysis]		paper47
2026Realised Volatility Forecasting: Machine Learning via Financial Word Embedding In: Papers.
[Full Text][Citation analysis]		paper0
1996Persistence and mean reversion in UK stock returns In: European Financial Management.
[Full Text][Citation analysis]		article9
2000Trading volatility spreads: a test of index option market efficiency In: European Financial Management.
[Full Text][Citation analysis]		article14
2015Estimating dynamic copula dependence using intraday data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2001New Extreme-Value Dependence Measures and Finance Applications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2001New Extreme-Value Dependance Measures and Finance Applications.(2001) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2001New Extreme-Value Dependance Measures and Finance Applications.(2001) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2014Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2024Vocabulary Herfindahl Index (VocaHIn): Linguistic dominance and collective effervescence in WallStreetBets In: Economics Letters.
[Full Text][Citation analysis]		article0
2001Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article305
2012Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2023Price convergence between credit default swap and put option: New evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2026Machine learning for realised volatility forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2013Market liquidity and institutional trading during the 2007–8 financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2015Credit contagion in the presence of non-normal shocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2020Too big to ignore? Hedge fund flows and bond yields In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
1992Stock returns and volatility: An empirical study of the UK stock market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article94
2001Returns synchronization and daily correlation dynamics between international stock markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article146
2001Modelling S&P 100 volatility: The information content of stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2011Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2018The reality of stock market jumps diversification In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2013Derivatives pricing with affine models and numerical implementation In: Chapters.
[Full Text][Citation analysis]		chapter0
2013Markov Chain Monte Carlo with particle filtering In: Chapters.
[Full Text][Citation analysis]		chapter0
2008Chapter 9 A Source of Long Memory in Volatility In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2017What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? In: Management Science.
[Full Text][Citation analysis]		article41
2014Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing In: Review of Derivatives Research.
[Full Text][Citation analysis]		article0
2022Option pricing with random risk aversion In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2015Loan Portfolio Loss Models With More Flexible Asymmetry and Tails for Korean Banks and a Comparison of Their Regional Concentrations In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2023Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns* In: Review of Finance.
[Full Text][Citation analysis]		article2
2004Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications In: The Review of Financial Studies.
[Full Text][Citation analysis]		article278
2005Asset Pricing in Discrete Time: A Complete Markets Approach In: OUP Catalogue.
[Citation analysis]		book7
2007Financial Modeling Under Non-Gaussian Distributions In: Springer Finance.
[Citation analysis]		book20
2002Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2019Corporate social responsibility reports: topic analysis and big data approach In: The European Journal of Finance.
[Full Text][Citation analysis]		article18
2019Rating-based CDS curves In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2021Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2021Ultra-short tenor yield curve for intraday trading and settlement In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2024Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2005Practical Issues in Forecasting Volatility In: Financial Analysts Journal.
[Full Text][Citation analysis]		article4
2010General equilibrium and preference free model for pricing options under transformed gamma distribution In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2014Fast Approximation of Loan Portfolio Loss In: Global Credit Review (GCR).
[Full Text][Citation analysis]		article0
2018Advanced Finance Theories In: World Scientific Books.
[Full Text][Citation analysis]		book0
2018Utility Theory In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2018Pricing Kernel and Stochastic Discount Factor In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2018Risk Measures In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2018Consumption and Portfolio Selection In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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