5
H index
2
i10 index
65
Citations
National Tsing Hua University | 5 H index 2 i10 index 65 Citations RESEARCH PRODUCTION: 13 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Min-Teh Yu. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Computational Economics | 3 |
| Review of Quantitative Finance and Accounting | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384. Full description at Econpapers || Download paper |
| 2024 | Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44. Full description at Econpapers || Download paper |
| 2024 | Vulnerable options with regime switching and stochastic liquidity. (2024). Lu, Tuantuan ; Lin, Sha ; He, Xin-Jiang ; Pasricha, Puneet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001364. Full description at Econpapers || Download paper |
| 2024 | Bail-ins and market discipline: Evidence from China. (2024). Gong, Di ; Li, Shanshan ; Lu, Liping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:51-68. Full description at Econpapers || Download paper |
| 2024 | Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach. (2024). Ozkan, Oktay ; Olanipekun, Ifedola ; Olasehinde-Williams, Godwin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10450-y. Full description at Econpapers || Download paper |
| 2024 | Institutional Ownership and Stock Liquidity: Evidence From an Emerging Market. (2024). Hong, Van Nguyen ; Dinh, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241239116. Full description at Econpapers || Download paper |
| 2024 | A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations. (2024). Schutte, Daniel ; Nhleko, Ronald. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241271172. Full description at Econpapers || Download paper |
| 2025 | Big data applications with theoretical models and social media in financial management. (2025). Saito, Taiga ; Gupta, Shivam. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05136-x. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 2015 | Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Control of corruption, diversification and asset quality of Islamic and conventional banks In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 1995 | Measuring the true profile of taxpayer losses in the S & L insurance mess In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2021 | Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review In: China Finance Review International. [Full Text][Citation analysis] | article | 1 |
| 1994 | How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings. [Citation analysis] | paper | 4 |
| 2015 | Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading In: Computational Economics. [Full Text][Citation analysis] | article | 7 |
| 2018 | Bank Contingent Capital: Valuation and the Role of Market Discipline In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 2 |
| 2017 | Valuing Vulnerable Mortgage Insurance Under Capital Forbearance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Premium setting and bank behavior in a voluntary deposit insurance scheme In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2013 | A fractional cointegration approach to testing the Ohlson accounting based valuation model In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2014 | High frequency trading, liquidity, and execution cost In: Annals of Operations Research. [Full Text][Citation analysis] | article | 11 |
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