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Honghai Yu · Study
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Author
Honghai Yu
17 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0002-9105-6768
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17
Citations
1,336
Works here
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Most cited in this library
Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?
2016 · 236 citations
The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach
2017 · 175 citations
The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
2017 · 120 citations
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
2017 · 119 citations
Systemic Risk Network of Chinese Financial Institutions
2018 · 109 citations
Works
17 shown
Risk contagion of global stock markets under COVID‐19:A network connectedness method
Accounting and Finance
·
2021
·
4 authors
·
Open access
39
citations
Estimating the connectedness of commodity futures using a network approach
Journal of Futures Markets
·
2019
·
4 authors
70
citations
How does stock market volatility react to NVIX? Evidence from developed countries
Physica A Statistical Mechanics and its Applications
·
2018
·
4 authors
·
Open access
20
citations
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Physica A Statistical Mechanics and its Applications
·
2018
·
3 authors
103
citations
The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
International Review of Economics & Finance
·
2018
·
2 authors
·
Open access
56
citations
Forecasting gold futures market volatility using macroeconomic variables in the United States
Economic Modelling
·
2018
·
3 authors
52
citations
Systemic Risk Network of Chinese Financial Institutions
SSRN Electronic Journal
·
2018
·
3 authors
·
preprint
·
Open access
109
citations
The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach
Journal of Futures Markets
·
2017
·
4 authors
175
citations
A stable systemic risk ranking in China’s banking sector: Based on principal component analysis
Physica A Statistical Mechanics and its Applications
·
2017
·
4 authors
29
citations
Risk contribution of the Chinese stock market to developed markets in the post-crisis period
Emerging Markets Review
·
2017
·
4 authors
27
citations
Identifying systemic important markets from a global perspective: Using the ADCC Δ CoVaR approach with skewed-t distribution
Finance research letters
·
2017
·
4 authors
24
citations
The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Finance research letters
·
2017
·
4 authors
120
citations
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Economic Modelling
·
2017
·
3 authors
119
citations
Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?
Management Science
·
2016
·
3 authors
·
Open access
236
citations
Do Wealthy Investors Have an Informational Advantage? Evidence Based on Account Classifications of Individual Investors
Journal of Empirical Finance
·
2015
·
4 authors
·
Open access
42
citations
Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
The North American Journal of Economics and Finance
·
2013
·
3 authors
87
citations
Improved Stock Market Prediction by Combining Support Vector Machine and Empirical Mode Decomposition
International Symposium on Computational Intelligence and Design
·
2012
·
2 authors
·
other
28
citations