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Haiqiang Chen
Haiqiang Chen
Verified email at xmu.edu.cn
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Cited by
Cited by
Year
The impact of the COVID-19 pandemic on consumption: Learning from high-frequency transaction data
H Chen, W Qian, Q Wen
AEA Papers and Proceedings 111, 307-311, 2021
4592021
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach
X Ke, H Chen, Y Hong, C Hsiao
China Economic Review 44, 203-226, 2017
2262017
A principal-component approach to measuring investor sentiment
H Chen, TTL Chong, X Duan
Quantitative Finance 10 (4), 339-347, 2010
1202010
A principal component approach to measuring investor sentiment in China
H Chen, TTL Chong, Y She
Quantitative Finance 14 (4), 573-579, 2014
952014
Does index futures trading reduce volatility in the Chinese stock market? A panel data evaluation approach
H Chen, Q Han, Y Li, K Wu
Journal of Futures Markets 33 (12), 1167-1190, 2013
942013
Theory and applications of TAR model with two threshold variables
H Chen, TTL Chong, J Bai
Econometric Reviews 31 (2), 142-170, 2012
632012
Does information vault Niagara falls? Cross-listed trading in New York and Toronto
H Chen, PMS Choi
Journal of Empirical Finance 19 (2), 175-199, 2012
442012
How smooth is price discovery? Evidence from cross-listed stock trading
H Chen, PMS Choi, Y Hong
Journal of International Money and Finance 32, 668-699, 2013
432013
融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析
陈海强, 范云菲
金融研究, 159-172, 2015
422015
Generic consistency of the break‐point estimators under specification errors in a multiple‐break model
J Bai, H Chen, T Tai‐Leung Chong, S Xin Wang
The Econometrics Journal 11 (2), 287-307, 2008
282008
For goodwill or resources? The rationale behind firms' corporate philanthropy in an environment with high economic policy uncertainty
H Chen, Y Guo, Q Wen
China Economic Review 65, 101580, 2021
242021
The asymmetry of US monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values
Y Zhu, H Chen
Physica A: Statistical Mechanics and its Applications 473, 522-535, 2017
242017
Are Chinese stock market cycles duration independent?
H Chen, TTL Chong, Z Li
Financial Review 46 (1), 151-164, 2011
222011
American depositary receipts: Asia–Pacific evidence on convergence and dynamics
H Chen, H Kim
Journal of Multinational Financial Management 18 (4), 346-368, 2008
212008
A new robust inference for predictive quantile regression
Z Cai, H Chen, X Liao
Journal of Econometrics 234 (1), 227-250, 2023
162023
股指期货交易会降低股市跳跃风险吗?
陈海强, 张传海
经济研究 50 (1), 153-167, 2015
152015
Robust estimation and inference for threshold models with integrated regressors
H Chen
Econometric Theory 31 (4), 778-810, 2015
142015
An investigation of duration dependence in the American stock market cycle
TTL Chong, Z Li, H Chen, MJ Hinich
Journal of Applied Statistics 37 (8), 1407-1416, 2010
142010
The impact of the COVID-19 pandemic on consumption: Learning from high frequency transaction data. 2020
H Chen, W Qian, Q Wen
Available at SSRN, 2021
122021
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Y Zhu, H Chen, M Lin
Studies in Nonlinear Dynamics & Econometrics 23 (5), 20170114, 2019
122019
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