Tian Xie : Citation Profile

Shanghai University of Finance and Economics

6

H index

3

i10 index

82

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 7
   Journals where Tian Xie has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 11 (11.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi225
   Updated: 2025-12-27    RAS profile: 2024-01-27    
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Relations with other researchers

Works with:

Qiu, Yue (5)

Lehrer, Steven (4)

Yu, Jun (4)

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

Is cited by:

Zhang, Yaojie (5)

Qiu, Yue (5)

Wang, Yudong (2)

Mckenzie, Jordi (2)

Lahiri, Kajal (2)

Huber, Martin (1)

Zhang, Xiaoyu (1)

Gonçalves, Tiago (1)

Cuntz, Alexander (1)

Ballinari, Daniele (1)

Vasnev, Andrey (1)

Cites to:

Hansen, Bruce (22)

Diebold, Francis (12)

Bollerslev, Tim (11)

Lehrer, Steven (9)

Andersen, Torben (9)

Corsi, Fulvio (9)

Wan, Alan (8)

Zou, Guohua (8)

Pesaran, Mohammad (8)

Racine, Jeffrey (8)

Patton, Andrew (6)

Main data

Where Tian Xie has published?

Journals with more than one article published# docs
Economics Letters3
Journal of Financial Econometrics2
Economic Modelling2

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 (2025 and 2024)

YearTitle of citing document
2024On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included. (2024). Zhang, Xinyu ; Xu, Wenchao. In: Papers. RePEc:arx:papers:2411.09258.

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2025A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers. (2025). Qiu, Yimeng ; Fang, Feihuang. In: Papers. RePEc:arx:papers:2510.20066.

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2024The many faces of social media in business and economics research: Taking stock of the literature and looking into the future. (2024). Tumasjan, Andranik. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:389-426.

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2025Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions. (2025). Yu, Jun ; Zhang, Xinyu ; Xie, Tian ; Qiu, Yue ; Wang, Wenbin. In: Working Papers. RePEc:boa:wpaper:202525.

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2024Emergence of Technology Driven Promotional Strategies for Commercialised Indian Cinema. (2024). Ahmad, Tausif ; Albert, Abraham ; Surbhi, Dahiya ; Vikash, Singh. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:204-217.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching. (2024). Zhang, Xinyu ; Zhong, Wei ; Shi, Pengfei. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001629.

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2024Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024The impact of readability of risk disclosures in bond prospectuses on credit risk premium. (2024). Li, Zhan ; Yao, Yanzhen ; Chen, Meiqi ; Wei, LU ; Jing, Haozhe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s027553192400103x.

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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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2025Economic News, Social Media Sentiments, and Stock Returns: Which Is a Bigger Driver?. (2025). Verma, Priti. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:16-:d:1559282.

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2025State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2024Who Leads? Who Follows? Exploring Agenda Setting by Media, Social Bots and Public in the Discussion of the 2022 South Korean Presidential Election. (2024). Qi, Xue ; Liu, Xinyan ; Zhang, Menghan. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241248891.

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2025Driving sustainable growth by unlocking the power of digital finance functions: the moderation of environmental regulations. (2025). Latief, Rashid ; Cai, Xiang ; Javeed, Sohail Ahmad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:4:d:10.1007_s10668-023-04244-3.

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2024A hybrid econometrics and machine learning based modeling of realized volatility of natural gas. (2024). Kristjanpoller, Werner. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00577-0.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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2024Volatility forecasting for stock market incorporating media reports, investors sentiment, and attention based on MTGNN model. (2024). Song, Yuping ; Lei, Bolin. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1706-1730.

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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]		paper2
2021Social media sentiment, model uncertainty, and volatility forecasting In: Economic Modelling.
[Full Text][Citation analysis]		article14
2023Correcting sample selection bias with model averaging for consumer demand forecasting In: Economic Modelling.
[Full Text][Citation analysis]		article0
2015Prediction model averaging estimator In: Economics Letters.
[Full Text][Citation analysis]		article7
2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics In: Economics Letters.
[Full Text][Citation analysis]		article4
2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article11
2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2023Federal policy announcements and capital reallocation: Insights from inflow and outflow trends in the U.S. In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2022Global factors and stock market integration In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2019Forecast Bitcoin Volatility with Least Squares Model Averaging In: Econometrics.
[Full Text][Citation analysis]		article3
2022The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success In: Management Science.
[Full Text][Citation analysis]		article4
2018The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success.(2020) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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 nother version. Agregated cites: 8		article
2019Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2021Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?*.(2021) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2019Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks.(2019) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Least Squares Model Averaging By Prediction Criterion In: Working Paper.
[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]		article6
2019Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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