Yingyi HU

Personal Details

First Name:	Yingyi
Middle Name:
Last Name:	Hu
Suffix:
RePEc Short-ID:	phu518
	[This author has chosen not to make the email address public]

Affiliation

China Finance Research Institute
Southwestern University of Finance and Economics (SWUFE)

Chengdu, China
http://zgjr.swufe.edu.cn/
RePEc:edi:cfswucn (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Lyu, Yongjian & Yi, Heling & Hu, Yingyi & Yang, Mo, 2021. "Economic uncertainty shocks and China's commodity futures returns: A time-varying perspective," Resources Policy, Elsevier, vol. 70(C).

   Cited by:

   1. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
      • Syed Ali Raza & Amna Masood & Ramzi Benkraiem & Christian Urom, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Post-Print hal-04080872, HAL.
   2. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
   3. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
   4. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
   5. Ren, Yinghua & Tan, Anqi & Zhu, Huiming & Zhao, Wanru, 2022. "Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?," International Review of Financial Analysis, Elsevier, vol. 81(C).
   6. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
   7. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
   8. Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
   9. Zheng, Deyuan & Zhao, Chunguang & Hu, Jiaying, 2023. "Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China," Resources Policy, Elsevier, vol. 83(C).
   10. Ivanovski, Kris & Hailemariam, Abebe, 2022. "Time-varying geopolitical risk and oil prices," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 206-221.
   11. Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023. "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, vol. 85(PB).

2. Yu Wu & Yingyi Hu, 2021. "Chinese-style incentives: The intraindustry ripple effects of CEO awards," PLOS ONE, Public Library of Science, vol. 16(6), pages 1-18, June.

   Cited by:

   1. Gebhardt, Beate & Hellstern, Laura, 2023. "Die Kraft von Awards. Umfrage unter Unternehmen und Vergabeinstitutionen in Deutschland 2023," Working Papers 338798, Universitaet Hohenheim, Institute of Agricultural Policy and Agricultural Markets.

3. Lyu, Yongjian & Wei, Yu & Hu, Yingyi & Yang, Mo, 2021. "Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market," Energy, Elsevier, vol. 222(C).

   Cited by:

   1. Chen, Kejing & Guo, Wenqi & Jiang, Lin & Xiong, Xiong & Yang, Mo, 2022. "Does time-space compression affect analyst forecast performance?," Research in International Business and Finance, Elsevier, vol. 62(C).
   2. Lu, Xinjie & Ma, Feng & Xu, Jin & Zhang, Zehui, 2022. "Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally," International Review of Financial Analysis, Elsevier, vol. 83(C).
   3. Lyu, Yongjian & Yi, Heling & Wei, Yu & Yang, Mo, 2021. "Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model," Economic Modelling, Elsevier, vol. 103(C).
   4. Yu, Xiaoling & Xiao, Kaitian, 2023. "COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective," Finance Research Letters, Elsevier, vol. 53(C).
   5. Zheng, Deyuan & Zhao, Chunguang & Hu, Jiaying, 2023. "Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China," Resources Policy, Elsevier, vol. 83(C).
   6. Lyu, Yongjian & Yi, Heling & Cao, Jin & Yang, Mo, 2022. "Time-varying monetary policy shocks and the dynamics of Chinese commodity prices," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
   7. Gaoxiu Qiao & Gongyue Jiang, 2023. "VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1238-1260, September.
   8. Chen, Yan & Qiao, Gaoxiu & Zhang, Feipeng, 2022. "Oil price volatility forecasting: Threshold effect from stock market volatility," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
   9. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023. "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, vol. 121(C).
   10. Xiao, Jihong & Wang, Yudong, 2022. "Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression," Energy, Elsevier, vol. 241(C).
   11. Aimer, Najmi & Lusta, Abdulmula, 2022. "Asymmetric effects of oil shocks on economic policy uncertainty," Energy, Elsevier, vol. 241(C).
   12. Zhang, Zhikai & Wang, Yudong & Li, Bin, 2023. "Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective," Resources Policy, Elsevier, vol. 83(C).
   13. Wang, Jianli & Qiu, Shushu & Yick, Ho Yin, 2022. "The influence of the Shanghai crude oil futures on the global and domestic oil markets," Energy, Elsevier, vol. 245(C).

4. Hu, Yingyi & Zhao, Tiao & Zhang, Lin, 2020. "Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 74-89.

   Cited by:

   1. Wang, Xinru & Kim, Maria H. & Suardi, Sandy, 2022. "Herding and China's market-wide circuit breaker," Journal of Banking & Finance, Elsevier, vol. 141(C).

5. Yingyi Hu & Tiao Zhao & Lin Zhang, 2019. "Does Low Price Synchronicity Mean More Informativeness in Stock Prices? Empirical Evidence on Information Integration Speed in the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(5), pages 1014-1033, April.

   Cited by:

   1. Fan, Di & Liang, Tianheng & Yeung, Andy C.L. & Zhang, Haomin, 2020. "The impact of capacity-reduction initiatives on the stock market value of Chinese manufacturing firms," International Journal of Production Economics, Elsevier, vol. 223(C).
   2. Mohamed Douch & Omar Farooq & Yuliya Kalinina, 2020. "Exposure to Provincial and National Information and Firm Performance: Crisis Period Evidence from China," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(1), pages 1-11, February.
   3. Sana Saleem & Muhammad Usman & Muhammad Naveed Akhtar, 2023. "Does Private Information Always Hurt Retail Investors? The Impact of Private Information on Cost of Equity: Moderating Role of Investment Adjustment," SAGE Open, , vol. 13(4), pages 21582440231, November.
   4. Gu, Leilei & Li, Xiaoyu & Peng, Yuchao & Zhou, Junnan, 2022. "Voluntary CEO turnover, online information, and idiosyncratic volatility," Finance Research Letters, Elsevier, vol. 49(C).
   5. Manh-Tung Ho & Ngoc-Thang B. Le & Hung-Long D. Tran & Quoc-Hung Nguyen & Manh-Ha Pham & Minh-Hoang Ly & Manh-Toan Ho & Minh-Hoang Nguyen & Quan-Hoang Vuong, 2021. "A Systematic and Critical Review on the Research Landscape of Finance in Vietnam from 2008 to 2020," JRFM, MDPI, vol. 14(5), pages 1-24, May.
   6. Persakis, Antonios & Iatridis, George Emmanuel, 2023. "How economic uncertainty influences the performance of investor perceptions and behavior," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 51(C).

6. Hu, Yingyi & Prigent, Jean-Luc, 2019. "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 80(C), pages 11-22.
   • Yingyi Hu & Jean-Luc Prigent, 2019. "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Post-Print hal-03679410, HAL.

   Cited by:

   1. Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021. "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper 109828, University Library of Munich, Germany.
   2. Chen, An & Li, Hong & Schultze, Mark B., 2023. "Optimal longevity risk transfer under asymmetric information," Economic Modelling, Elsevier, vol. 120(C).
   3. OlaOluwa S. Yaya & Oluwasegun B. Adekoya & Xuan Vinh Vo & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024. "Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 91-101, January.
   4. Arumugam, Devika, 2023. "Algorithmic trading: Intraday profitability and trading behavior," Economic Modelling, Elsevier, vol. 128(C).

7. Yingyi Hu, 2019. "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, vol. 281(1), pages 253-274, October.

   Cited by:

   1. Bing, Tao & Cui, Yian & Min, Ying & Xiong, Xiong, 2022. "Price limit changes and market quality: Evidence from China," Finance Research Letters, Elsevier, vol. 48(C).

8. Yingyi Hu, 2018. "How does informed trading affect the information environment? Looking at the Chinese stock market from the perspective of the speed of information integration," International Finance, Wiley Blackwell, vol. 21(3), pages 316-332, December.

   Cited by:

   1. Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023. "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, vol. 89(C).

9. Yingyi Hu & Tiao Zhao, 2018. "Does Cross-Listing Really Enhance Market Efficiency for Stocks Listed in the Home Market? The Perspective of Noise Trading in the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(2), pages 307-327, January.

   Cited by:

   1. Sang Ho Kim & Yohan An & Prabhu Udawatte, 2020. "Does Foreign Ownership Restrict Earnings Management? The Case of China," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 16(1), pages 63-86.
   2. Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020. "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, vol. 92(C).

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