Shiu‐Sheng Chen

Economics and Econometrics · 2005–2012

A researcher in the Science corpus: 8 papers; trusts 30 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 65 citations into it; #1,978 of 23,481 by trust here, #2,698 by citations
• Finance — 46 citations into it; #4,183 of 10,518 by trust here, #6,671 by citations
• Accounting — 10 citations into it
• Renewable Energy, Sustainability and the Environment — 9 citations into it; #495 of 5,212 by trust here, #2,789 by citations

Whom Shiu‐Sheng Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John M. Maheu
2. Gabriel Pérez-Quirós
3. Zacharias Psaradakis
4. B. Candelon
5. Bong-Soo Lee
6. M. Statman
7. Chia-Chang Chuang
8. Allan G. Timmermann
9. Thomas H. McCurdy
10. Nicola Spagnolo

Who trusts Shiu‐Sheng Chen overall

1. S. Basher
2. Afees A. Salisu
3. George Filis
4. Stavros Degiannakis *
5. Frankie Chau
6. A. Haug
7. Huiming Zhu
8. Aviral Kumar Tiwari
9. Perry Sadorsky
10. Dimitrios Koutmos

Papers from Shiu‐Sheng Chen's perspective

Ordered by how strongly the researchers Shiu‐Sheng Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Generalized autoregressive conditional heteroskedasticity
3. Firm Size and Cyclical Variations in Stock Returns
4. Trading Volume and Serial Correlation in Stock Returns
5. Stock Market Volatility and the Business Cycle
6. Identifying Bull and Bear Markets in Stock Returns
7. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence
8. Tests for Parameter Instability and Structural Change with Unknown Change Point
9. Estimating the Dimension of a Model
10. MODELING AND FORECASTING REALIZED VOLATILITY

Their papers

• Oil prices and real exchange rates (2007) — 614 citations
• Do higher oil prices push the stock market into bear territory (2010) — 273 citations
• Does 'Aggregation Bias' Explain the PPP Puzzle? (2005) — 105 citations
• Predicting the Bear Stock Market: Macroeconomic Variables as Leading Indicators (2009) — 259 citations
• Does Monetary Policy Have Asymmetric Effects on Stock Returns (2007) — 254 citations
• Oil Price Pass-Through into Inflation (2009) — 323 citations
• Revisiting the empirical linkages between stock returns and trading volume (2012) — 134 citations
• Lack of consumer confidence and stock returns (2011) — 121 citations