2
H index
1
i10 index
47
Citations
| 2 H index 1 i10 index 47 Citations RESEARCH PRODUCTION: 4 Articles 2 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 Yujia Hu. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2026 | Can analyst textual opinions predict stock returns?. (2026). Zhang, Bohan ; Li, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:187:y:2026:i:c:s0378426626000622. Full description at Econpapers || Download paper |
| 2025 | Double edged coverage? The impact of the analyst coverage network on stock price volatility. (2025). Zhou, QI ; Wang, Lixiang ; Fang, Zhiyi ; Wen, Jia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000903. Full description at Econpapers || Download paper |
| 2025 | Forecasting realized volatility using news flow. (2025). Fernandes, Marcelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s106297692500081x. Full description at Econpapers || Download paper |
| 2026 | Scale-dependent capital flows and systemic risk: Multifractal evidence from Mainland China–Hong Kong Stock Connect. (2026). Jiang, Hao ; Yao, Can-Zhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:109:y:2026:i:c:s1059056026004673. Full description at Econpapers || Download paper |
| 2025 | Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information. (2025). Wu, Zhimin ; Cai, Guanghui. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10805-z. Full description at Econpapers || Download paper |
| 2026 | Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility. (2026). Huang, Shiyuan ; Qiao, Gaoxiu ; Jiang, Gongyue. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:3:p:1203-1224. Full description at Econpapers || Download paper |
| 2026 | The Role of Price‐Volatility Cojumps in Volatility Forecasting. (2026). Liao, Kefu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:931-951. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2026 | Analyst Reports and Stock Performance: Evidence From the Chinese Market.(2026) In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Econometrics. [Full Text][Citation analysis] | article | 45 |
| 2011 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect.(2011) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2023 | A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Stock Price Limit and Its Predictability in the Chinese Stock Market In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team