Yu‐Lun Chen

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #7,773 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 8 citations into it; #16,803 of 23,481 by trust here, #20,730 by citations

Whom Yu‐Lun Chen trusts overall

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

1. J. Gonzalo
2. Richard K. Lyons
3. F. Jong
4. Torben G. Andersen
5. Santiago Forte
6. Luc Bauwens

Who trusts Yu‐Lun Chen overall

1. Tālis J. Putniņš
2. J. Elder

Papers from Yu‐Lun Chen's perspective

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

1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2. The Microstructure Approach to Exchange Rates
3. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
4. Measures of Contributions to Price Discovery: A Comparison
5. Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS
6. News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market
7. Statistics for long-memory processes
8. MACROECONOMICS AND REALITY
9. Subsampling
10. Tests for Parameter Instability and Structural Change with Unknown Change Point

Their papers

• News announcements and price discovery in foreign exchange spot and futures markets (2010) — 180 citations