学者信息

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
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

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