Fenghua Wen

Economics and Econometrics · 2013–2021

A researcher in the Science corpus: 13 papers; trusts 43 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 278 citations into it; #13,160 of 23,481 by trust here, #5,336 by citations
• Finance — 176 citations into it; #7,555 of 10,518 by trust here, #3,280 by citations
• Renewable Energy, Sustainability and the Environment — 82 citations into it
• Accounting — 81 citations into it
• Management Science and Operations Research — 26 citations into it
• Global and Planetary Change — 7 citations into it

Whom Fenghua Wen trusts overall

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

1. Perry Sadorsky
2. Mark Grinblatt
3. Jeong‐Bon Kim
4. Lin Peng
5. Jouchi Nakajima
6. Charles M. C. Lee
7. Q. Akram
8. Soeren Hvidkjaer
9. Satish Kumar
10. Ole E. Barndorff-Nielsen

Who trusts Fenghua Wen overall

1. Xu Gong
2. Jihong Xiao
3. Jinyu Chen
4. Chunyan Hu
5. Boqiang Lin
6. Feng Ma
7. Rongda Chen
8. Xuehong Zhu
9. Stavros Degiannakis *

Papers from Fenghua Wen's perspective

Ordered by how strongly the researchers Fenghua Wen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. Common risk factors in the returns on stocks and bonds
4. The distribution of realized stock return volatility
5. Investor Sentiment and the Cross-Section of Stock Returns
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. The investment behavior and performance of various investor types: a study of Finland's unique data set
8. Commodity Prices, Interest Rates and the Dollar
9. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
10. Consistent Ranking of Volatility Models

Their papers

• Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (2016) — 259 citations
• Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model (2013) — 60 citations
• Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018) — 196 citations
• Dynamics Analysis of a Class of Delayed Economic Model (2013) — 51 citations
• Crude oil price shocks, monetary policy, and China's economy (2018) — 130 citations
• Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets (2021) — 148 citations
• How does economic policy uncertainty affect corporate risk-taking? Evidence from China (2020) — 212 citations
• Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020) — 195 citations
• China's carbon emissions trading and stock returns (2020) — 246 citations
• Retail investor attention and stock price crash risk: Evidence from China (2019) — 361 citations
• Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019) — 148 citations
• Some improved sparse and stable portfolio optimization problems (2018) — 80 citations
• Investors’ Risk Preference Characteristics and Conditional Skewness (2014) — 46 citations