Jump detection with wavelets for high-frequency financial time series Y Xue, R Gencay, S Fagan Quantitative Finance 14 (8), 1427-1444, 2014 | 63 | 2014 |
中国企业跨国并购的战略目标与经营绩效: 基于 A 股市场的评价 邵新建, 巫和懋, 肖立晟, 杨骏, 薛熠 世界经济 5, 81-105, 2012 | 42 | 2012 |
Economic links and credit spreads R Gençay, D Signori, Y Xue, X Yu, K Zhang Journal of Banking & Finance 55, 157-169, 2015 | 39 | 2015 |
Does high external debt predict lower economic growth? Role of sovereign spreads and institutional quality R Wang, Y Xue, W Zheng Economic Modelling 103, 105591, 2021 | 32 | 2021 |
Trading frequency and volatility clustering Y Xue, R Gençay Journal of Banking & Finance 36 (3), 760-773, 2012 | 32 | 2012 |
中国城市房价的 “坚硬泡沫”--基于垄断性土地市场的研究 邵新建, 巫和懋, 江萍, 薛熠, 王勇 金融研究, 67-81, 2012 | 25 | 2012 |
投资者情绪, 承销商定价与 IPO 新股回报率 邵新建, 薛熠, 江萍, 赵映雪, 郑文才 金融研究, 127-141, 2013 | 24 | 2013 |
城投债为何持续增长: 基于新口径的实证分析 薛熠;曹婧;毛捷; 财贸经济 5, 1-34, 2019 | 22* | 2019 |
Analyst coverage and corporate misconduct J Yang, R Wang, Y Xue Australian Economic Papers 60 (2), 261-288, 2021 | 17 | 2021 |
Contagion in a network of heterogeneous banks R Gencay, H Pang, MC Tseng, Y Xue Journal of Banking & Finance 111, 105725, 2020 | 14 | 2020 |
次贷危机对中国经济的影响——基于创新的金融危机测度指标的实证分析 薛熠, 何茵 金融研究, 69-83, 2010 | 12 | 2010 |
借壳上市, 内幕交易与股价异动——基于 ST 类公司的研究 邵新建, 贾中正, 赵映雪, 江萍, 薛熠 金融研究, 126-142, 2014 | 11 | 2014 |
Hierarchical information and the rate of information diffusion Y Xue, R Gençay Journal of Economic Dynamics and Control 36 (9), 1372-1401, 2012 | 11 | 2012 |
Butterfly effect: the US real estate market downturn and the Asian recession Y Xue, Y He, X Shao Finance Research Letters 9 (2), 92-102, 2012 | 11 | 2012 |
Preferring stablecoin over dollar: Evidence from a survey of Ethereum platform traders F Jin, J Li, Y Xue Journal of International Money and Finance 131, 102796, 2023 | 8 | 2023 |
Takeover deterrence with state ownership: Evidence from China Z Su, Y Xue Journal of Banking & Finance 146, 106689, 2023 | 8 | 2023 |
Bogus joint liability groups in microfinance A Karaivanov, X Xing, Y Xue European economic review 122, 103353, 2020 | 8 | 2020 |
Is it Brownian or fractional Brownian motion? M Li, R Gencay, Y Xue Economics letters, 2016 | 8 | 2016 |
媒体公关, 投资者情绪与证券发行定价 邵新建, 何明燕, 江萍, 薛熠, 廖静池 金融研究 423 (9), 190-207, 2015 | 8 | 2015 |
The role of a long-term investor-underwriter relationship in auctioned IPOs P Jiang, X Shao, Y Xue Journal of Banking & Finance 135, 106397, 2022 | 7 | 2022 |