Shih-Ti Yu : Citation Profile

Are you Shih-Ti Yu?

National Tsing Hua University

6

H index

4

i10 index

381

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 15
   Journals where Shih-Ti Yu has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 3 (0.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyu161
   Updated: 2024-12-03    RAS profile: 2023-04-08    
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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 Shih-Ti Yu.

Is cited by:

Puhani, Patrick (11)

Vance, Colin (10)

Meer, Jonathan (7)

Nordström, Jonas (6)

Allanson, Paul (6)

Genius, Margarita (6)

Strazzera, Elisabetta (6)

Frondel, Manuel (6)

Eichengreen, Barry (5)

Rosen, Harvey (5)

Mokni, Khaled (4)

Cites to:

Powell, James (8)

Jensen, Michael (6)

Newey, Whitney (5)

Murphy, Kevin (5)

Heckman, James (5)

Yermack, David (4)

Eijffinger, Sylvester (4)

Watts, Ross (4)

AROURI, Mohamed (3)

Cao, Charles (3)

Hallock, Kevin (3)

Main data

Where Shih-Ti Yu has published?

Journals with more than one article published# docs
Annals of Financial Economics (AFE)4
Review of Quantitative Finance and Accounting3

Recent works citing Shih-Ti Yu (2024 and 2023)

YearTitle of citing document
2023Heckman-Selection or Two-Part models for alcohol studies? Depends. (2021). Sundaram-Stukel, Reka. In: Papers. RePEc:arx:papers:2112.10542.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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2024Scalability, venture capital availability, and unicorns: Evidence from the valuation and timing of IPOs. (2024). You, Jingya ; Somaya, Deepak. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000599.

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2023International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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2023Bivariate symmetric Heckman models and their characterization. (2023). Leiva, Victor ; Cordeiro, Shayane S ; Vila, Roberto ; Saulo, Helton. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22000896.

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2023Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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2024How do firms perceive and react to extreme weather risk in their supply bases?. (2024). Fan, DI ; Shu, Wenjun. In: International Journal of Production Economics. RePEc:eee:proeco:v:268:y:2024:i:c:s0925527323003572.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2023Comparisons of observed and unobserved parameter heterogeneity in modeling vehicle-miles driven. (2023). Mokhtarian, Patricia ; Kim, Sung Hoo. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:172:y:2023:i:c:s0965856423000344.

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2023.

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2024Impact of Telehealth and Process Virtualization on Healthcare Utilization. (2024). Zheng, Zhiqiang ; Bardhan, Indranil R ; Ayabakan, Sezgin. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:1:p:45-65.

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2024Sample Selection Models in R: Package sampleSelection. (2008). Henningsen, Arne ; Toomet, Ott . In: Journal of Statistical Software. RePEc:jss:jstsof:27:i07.

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2024Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole.. (2024). Harzallah, Amira ; Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:120938.

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2023Fertility cost, grandparental childcare, and female employment. (2023). Kang, Shulong ; Cao, Jin ; Yu, Haiyue. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02280-y.

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2023Intelligent option portfolio model with perspective of shadow price and risk-free profit. (2023). Ma, Jieao ; Xu, Fengmin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00488-0.

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2023Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

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2024Addressing sample selection bias for machine learning methods. (2024). Carlson, Alyssa ; Brewer, Dylan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:383-400.

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Works by Shih-Ti Yu:

YearTitleTypeCited
2013Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China In: The Empirical Econometrics and Quantitative Economics Letters.
[Full Text][Citation analysis]		article0
2013The non-uniform pricing effect of employee stock options using quantile regression In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
1996On the choice between sample selection and two-part models In: Journal of Econometrics.
[Full Text][Citation analysis]		article270
2013Does crude oil price play an important role in explaining stock return behavior? In: Energy Economics.
[Full Text][Citation analysis]		article53
2012Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions In: Japan and the World Economy.
[Full Text][Citation analysis]		article6
2015Robust hedging performance and volatility risk in option markets: Application to Standard and Poors 500 and Taiwan index options In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2014Remuneration Committee, Board Independence and Top Executive Compensation In: JRFM.
[Full Text][Citation analysis]		article2
2000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies In: Computational Economics.
[Full Text][Citation analysis]		article26
2013Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2016Investor perception of managerial discretion in valuing stock options: an empirical examination In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2020Adoption of performance-vested equity incentives under investor pressure: window dressing or taking the window of opportunity? In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2015Trickle-Down Technology and Screening of a Durable Goods Monopolist In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2014Recent Developments in Quantitative Finance: An Overview In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW.(2014) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2001The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis In: Empirical Economics.
[Full Text][Citation analysis]		article8
2017An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2014AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0
2014THE EFFECTS OF FIRM CHARACTERISTICS AND RECOGNITION POLICY ON EMPLOYEE STOCK OPTIONS PRICES AFTER CONTROLLING FOR SELF-SELECTION In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0
2014USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article1

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