| The impact of the COVID-19 pandemic on consumption: Learning from high-frequency transaction data H Chen, W Qian, Q Wen AEA Papers and Proceedings 111, 307-311, 2021 | 515 | 2021 |
| Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach X Ke, H Chen, Y Hong, C Hsiao China Economic Review 44, 203-226, 2017 | 260 | 2017 |
| A principal-component approach to measuring investor sentiment H Chen, TTL Chong, X Duan Quantitative Finance 10 (4), 339-347, 2010 | 133 | 2010 |
| A principal component approach to measuring investor sentiment in China H Chen, TTL Chong, Y She Quantitative Finance 14 (4), 573-579, 2014 | 110 | 2014 |
| Does index futures trading reduce volatility in the Chinese stock market? A panel data evaluation approach H Chen, Q Han, Y Li, K Wu Journal of Futures Markets 33 (12), 1167-1190, 2013 | 97 | 2013 |
| Theory and applications of TAR model with two threshold variables H Chen, TTL Chong, J Bai Econometric Reviews 31 (2), 142-170, 2012 | 65 | 2012 |
| 融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析 陈海强， 范云菲 金融研究, 159-172, 2015 | 49 | 2015 |
| Does information vault Niagara falls? Cross-listed trading in New York and Toronto H Chen, PMS Choi Journal of Empirical Finance 19 (2), 175-199, 2012 | 45 | 2012 |
| How smooth is price discovery? Evidence from cross-listed stock trading H Chen, PMS Choi, Y Hong Journal of International Money and Finance 32, 668-699, 2013 | 43 | 2013 |
| For goodwill or resources? The rationale behind firms' corporate philanthropy in an environment with high economic policy uncertainty H Chen, Y Guo, Q Wen China Economic Review 65, 101580, 2021 | 29 | 2021 |
| Generic consistency of the break‐point estimators under specification errors in a multiple‐break model J Bai, H Chen, T Tai‐Leung Chong, S Xin Wang The Econometrics Journal 11 (2), 287-307, 2008 | 29 | 2008 |
| The asymmetry of US monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values Y Zhu, H Chen Physica A: Statistical Mechanics and its Applications 473, 522-535, 2017 | 24 | 2017 |
| Are Chinese stock market cycles duration independent? H Chen, TTL Chong, Z Li Financial Review 46 (1), 151-164, 2011 | 22 | 2011 |
| A new robust inference for predictive quantile regression Z Cai, H Chen, X Liao Journal of Econometrics 234 (1), 227-250, 2023 | 21 | 2023 |
| American depositary receipts: Asia–Pacific evidence on convergence and dynamics H Chen, H Kim Journal of Multinational Financial Management 18 (4), 346-368, 2008 | 21 | 2008 |
| 股指期货交易会降低股市跳跃风险吗? 陈海强， 张传海 经济研究 50 (1), 153-167, 2015 | 16 | 2015 |
| Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules Y Zhu, H Chen, M Lin Studies in Nonlinear Dynamics & Econometrics 23 (5), 20170114, 2019 | 15 | 2019 |
| An investigation of duration dependence in the American stock market cycle TTL Chong, Z Li, H Chen, MJ Hinich Journal of Applied Statistics 37 (8), 1407-1416, 2010 | 14 | 2010 |
| Robust estimation and inference for threshold models with integrated regressors H Chen Econometric Theory 31 (4), 778-810, 2015 | 13 | 2015 |
| The impact of the COVID-19 pandemic on consumption: Learning from high frequency transaction data. 2020 H Chen, W Qian, Q Wen Available at SSRN, 2021 | 12 | 2021 |
Paul Moon Sub ChoiEwha School of BusinessVerified email at ewha.ac.kr
