厦门大学学者库

学者信息

陈海强 (HaiQiang Chen)

王亚南经济研究院

按发表年份分组
2024
2023
2022
2021
2020
合作者

已发表成果：

WOK 论文 23 篇;中文核心 20 篇;其它论文 2 篇;

  • Local fiscal pressure and shadow banking activities of nonfinancial enterprises-A story of government intervention

    FINANCE RESEARCH LETTERS,1544-6123,2024-04.
    Chen, Haiqiang; Lin, Zhe
    WOS:001218714200001   10.1016/j.frl.2024.105173
    收录情况：SSCI

  • The asymmetric effect of information shock on overnight and intraday expected returns: Evidence from Chinese A-share stock market

    PACIFIC-BASIN FINANCE JOURNAL,0927-538X,2024-02.
    Liu, Xiaoqun; Hou, Chenji; Zhu, Shinan; Chen, Haiqiang
    WOS:001128169100001   10.1016/j.pacfin.2023.102219
    收录情况：SSCI

  • COVID-19 and commodity pricing premium: Evidence from the Chinese market

    FINANCE RESEARCH LETTERS,1544-6123,2023-12.
    Zhang, Lu; Hsieh, Pei-lin; Chen, Haiqiang
    WOS:001074408400001   10.1016/j.frl.2023.103899
    收录情况：SSCI

  • What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis

    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,1059-0560,2023-11.
    Arkorful, Gideon Bruce; Chen, Haiqiang; Gu, Ming; Liu, Xiaoqun
    WOS:001037754000001   10.1016/j.iref.2023.06.029
    收录情况：SSCI

  • How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment

    JOURNAL OF EMPIRICAL FINANCE,0927-5398,2023-09.
    Chen, Haiqiang; Gu, Ming; Ni, Bo
    WOS:001013505800001   10.1016/j.jempfin.2023.05.003
    收录情况：SSCI

  • A new robust inference for predictive quantile regression

    Journal of Econometrics,0304-4076,2022.
    Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai
    WOS:000955896900001   EI:20220411508292   10.1016/j.jeconom.2021.10.012
    收录情况：SCIE、EI、SSCI

  • The Impact of the COVID-19 Pandemic on Consumption: Learning from High-Frequency Transaction Data

    AEA PAPERS AND PROCEEDINGS,2574-0768,2021-05.
    Chen, Haiqiang; Qian, Wenlan; Wen, Qiang
    WOS:000655908100058   10.1257/pandp.20211003
    收录情况：CPCI-S

  • For goodwill or resources? The rationale behind firms' corporate philanthropy in an environment with high economic policy uncertainty

    CHINA ECONOMIC REVIEW,1043-951X,2021-02.
    Chen, Haiqiang; Guo, Ye; Wen, Qiang
    WOS:000613151100010   10.1016/j.chieco.2020.101580
    收录情况：SSCI

  • The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets

    QUANTITATIVE FINANCE,1469-7688,2020-12-01.
    Arkorful, Gideon Bruce; Chen, Haiqiang; Liu, Xiaoqun; Zhang, Chuanhai
    WOS:000578063200001   10.1080/14697688.2020.1814015
    收录情况：SCIE、SSCI

  • Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS,1081-1826,2019-12.
    Zhu, YL; Chen, HQ; Lin, M
    WOS:000502642400005   10.1515/snde-2017-0114
    收录情况：SSCI、CPCI-S、CPCI-SSH

  • Price informativeness and adaptive trading

    JOURNAL OF EVOLUTIONARY ECONOMICS,0936-9937,2019-09.
    Zheng, HH; Chen, HQ
    WOS:000508403000007   10.1007/s00191-018-0586-0
    收录情况：SSCI、CPCI-S、CPCI-SSH

  • A perspective on recent methods on testing predictability of asset returns

    APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,1005-1031,2018-06.
    Liao, XS; Cai, ZW; Chen, HQ
    WOS:000434909400001   10.1007/s11766-018-3590-0
    收录情况：SCIE

  • Estimation and inference of threshold regression models with measurement errors

    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS,1081-1826,2018-04.
    Chong, TTL; Chen, HQ; Wong, TN; Yan, IKM
    WOS:000431430000005   10.1515/snde-2014-0032
    收录情况：SSCI、CPCI-S、CPCI-SSH

  • Do China's high-speed-rail projects promote local economy?-New evidence from a panel data approach

    CHINA ECONOMIC REVIEW,1043-951X,2017-07.
    Ke, Xiao; Chen, Haiqiang; Hong, Yongmiao; Hsiao, Cheng
    WOS:000404072500014   10.1016/j.chieco.2017.02.008
    收录情况：SSCI

  • The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values

    Physica A: Statistical Mechanics and its Applications,0378-4371,2017-05-01.
    Zhu, Yanli(1,2,3); Chen, Haiqiang(4)
    WOS:000394061500049   EI:20170403275998   10.1016/j.physa.2017.01.023
    收录情况：SCIE、EI、SSCI

  • An empirical study on the threshold cointegration of Chinese A and H cross-listed shares

    JOURNAL OF APPLIED STATISTICS,0266-4763,2015-11-02.
    Chen, Haiqiang; Zhu, Yanli
    WOS:000361468900008   10.1080/02664763.2015.1034660
    收录情况：SCIE、SSCI

  • ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES

    ECONOMETRIC THEORY,0266-4666,2015-08.
    Chen, Haiqiang; Fang, Ying; Li, Yingxing
    WOS:000357816300004   10.1017/S0266466614000541
    收录情况：SCIE、SSCI

  • ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS

    ECONOMETRIC THEORY,0266-4666,2015-08.
    Chen, Haiqiang
    WOS:000357816300005   10.1017/S0266466614000553
    收录情况：SCIE、SSCI

  • Recent macroeconomic stability in China

    CHINA ECONOMIC REVIEW,1043-951X,2014-09.
    He, Qing; Chen, Haiqiang
    WOS:000342253200039   10.1016/j.chieco.2013.07.005
    收录情况：SSCI、CPCI-SSH

  • A principal component approach to measuring investor sentiment in China

    QUANTITATIVE FINANCE,1469-7688,2014-04-01.
    Chen, Haiqiang; Chong, Terence Tai Leung; She, Yingni
    WOS:000334048200002   10.1080/14697688.2013.869698
    收录情况：SCIE、SSCI

  • DOES INDEX FUTURES TRADING REDUCE VOLATILITY IN THE CHINESE STOCK MARKET? A PANEL DATA EVALUATION APPROACH

    JOURNAL OF FUTURES MARKETS,0270-7314,2013-12.
    Chen, Haiqiang; Han, Qian; Li, Yingxing; Wu, Kai
    WOS:000325349600004   10.1002/fut.21573
    收录情况：SSCI

  • Does information vault Niagara Falls? Cross-listed trading in New York and Toronto

    JOURNAL OF EMPIRICAL FINANCE,0927-5398,2012-03.
    Chen, Haiqiang; Choi, Paul Moon Sub
    WOS:000302038200001   10.1016/j.jempfin.2012.01.001
    收录情况：SCIE、SSCI

  • THEORY AND APPLICATIONS OF TAR MODEL WITH TWO THRESHOLD VARIABLES

    ECONOMETRIC REVIEWS,0747-4938,2012.
    Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan
    WOS:000305513300002   10.1080/07474938.2011.607100
    收录情况：SCIE、SSCI

  • T+0量化交易与转融券市场化费率居高不下之谜——从交易制度套利论协同改革的必要性

    管理世界,1002-5502,2024-06-05.
    陈海强;倪博
    文科一类核心

  • 聪明的贝塔:来自A股市场因子动量效应的实证研究

    计量经济学报,2096-9732,2024-05-15.
    顾明;熊志涛;陈海强
    CSCD核心库

  • 金融考核“绿色化”与污染企业绿色并购——基于信号效应的视角

    金融研究,1002-7246,2024-02-25.
    陈海强;胡晓雪;李东旭
    文科一类核心

  • 资本市场开放能否有效降低A股股价信息风险?——基于“沪港通”推出的准自然实验研究

    系统工程理论与实践,1000-6788,2023-10-10.
    刘晓群;余柳春;陈海强
    CSSCI CSCD核心库 文科一类核心

  • 带有泡沫与崩盘的可预测模型检验

    管理科学学报,1007-9807,2023-09-15.
    杨炳铎;杨子晖;陈海强
    CSSCI CSCD核心库 文科一类核心

  • 股权质押渠道与金融市场稳定——基于股价崩盘风险的视角

    管理科学学报,1007-9807,2023-06-15.
    陈海强;赵潇洋;李东旭
    CSSCI CSCD核心库 文科一类核心

  • 股东网络“太关联”是否加剧崩盘风险?——基于A股市场的经验证据

    经济学(季刊),2095-1086,2023-05-30.
    陈海强;陈阳;丁逸非;宋沐青
    CSSCI 文科一类核心

  • 交易限制与股票市场定价效率——基于创业板涨跌幅限制放宽的准自然实验研究

    金融研究,1002-7246,2022-11-25.
    顾明;曾力;陈海强;倪博
    CSSCI 文科一类核心

  • 市场微观结构噪声真的仅仅是“噪声”么?——来自我国A股市场的经验研究

    数理统计与管理,1002-1566,2021-03-04.
    张传海;陈海强;姜盼
    CSSCI 文科一类核心

  • 计量经济方法体系的动态演进与前沿展望——第三届中国计量经济学者论坛(2019)综述

    经济研究,0577-9154,2020-05-20.
    张同斌;陈海强;胡毅
    CSSCI 文科一类核心

  • 股市流动性综合指标构建与流动性溢价检验——基于A股高频数据的实证研究

    厦门大学学报(哲学社会科学版),0438-0460,2020-01-28.
    陈海强;姜盼
    CSSCI 文科一类核心

  • 大数据时代下计量经济学若干重要发展方向

    中国科学基金,1000-8217,2019-07-15.
    汪寿阳;洪永淼;霍红;方颖;陈海强
    CSSCI CSCD核心

  • 融资融券制度对尾部系统风险的非对称影响——基于A股市场极值相关性的研究

    管理科学学报,1007-9807,2019-05-15.
    陈海强;方颖;王方舟
    CSSCI CSCD核心 文科一类核心

  • 经济系统计量建模的方法、理论与应用专辑序言

    系统工程理论与实践,1000-6788,2019-04-25.
    陈海强;方颖;胡毅
    CSSCI CSCD核心 文科一类核心

  • 大数据时代计量经济学的新发展与新应用——第二届中国计量经济学者论坛(2018)综述

    经济研究,0577-9154,2019-03-25.
    胡毅;陈海强;齐鹰飞
    CSSCI 文科一类核心

  • 首届中国计量经济学者论坛(2017)暨全国数量经济学博士生论坛综述

    经济研究,0577-9154,2018.
    洪永淼;方颖;陈海强;陈力
    CSSCI 文科一类核心

  • 计量经济学与实验经济学的若干新近发展及展望

    中国经济问题,1000-4181,2016-03-20.
    洪永淼;方颖;陈海强;范青亮;耿森;王云
    CSSCI

  • 融资约束抑制技术效率提升吗?——基于制造业微观数据的实证研究

    金融研究,1002-7246,2015-10-25.
    陈海强;韩乾;吴锴
    CSSCI 文科最优

  • 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

    金融研究,1002-7246,2015-06-25.
    陈海强;范云菲
    CSSCI 文科最优

  • 股指期货交易会降低股市跳跃风险吗?

    经济研究,0577-9154,2015-01-20.
    陈海强;张传海
    CSSCI 文科最优

  • 高频数据是否能改善股票价格预测?——基于函数型数据的实证研究

    计量经济学报,2096-9732,2021-04-15.
    陈海强;陈丽琼;李迎星;罗祥夫

  • 中国股市跳跃风险、特质波动率与个股超额收益率

    金融学季刊,,2019-06-15.
    刘晓群;陈海强