Haiqiang Chen

Xiamen University

Xiamen, Fujian 361005

China

SCHOLARLY PAPERS

4

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Top 11,076

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5,159

SSRN CITATIONS
Rank 23,654

SSRN RANKINGS

Top 23,654

in Total Papers Citations

23

CROSSREF CITATIONS

17

Scholarly Papers (4)

1.

The Impact of the COVID-19 Pandemic on Consumption: Learning from High Frequency Transaction Data

Number of pages: 51 Posted: 06 Apr 2020 Last Revised: 30 Nov 2020
Haiqiang Chen, Wenlan Qian and Qiang Wen
Xiamen University, National University of Singapore - NUS Business School and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 5,003 (1,931)
Citation 53

Abstract:

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COVID-19, coronavirus, pandemic, consumption, economic impact, policy response, fiscal stimulus, transaction data

2.

Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

Number of pages: 28 Posted: 16 Apr 2013
Haiqiang Chen, Qian Han, Yingxing Li and Kai Wu
Xiamen University, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Xiamen University and Xiamen University
Downloads 118 (278,853)
Citation 4

Abstract:

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Index futures, Spot market volatility, Panel data, Chinese stock market

3.

A New Robust Inference for Predictive Quantile Regression

Number of pages: 57 Posted: 03 Jun 2020
Zongwu Cai, Haiqiang Chen and Xiaosai Liao
University of Kansas, Xiamen University and Southwestern University of Finance and Economics
Downloads 22 (596,673)

Abstract:

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Auxiliary regressor; Embedded endogeneity; Highly persistent predictor; Multiple regression; Predictive quantile regression; Robust; Weighted estimator

4.

On Truncated Multi-power Estimator of Integrated Volatility With Noisy High Frequency Data

Number of pages: 54 Posted: 12 Feb 2021
Chuanhai Zhang, Zhi Liu and Haiqiang Chen
Zhongnan University of Economics and Law - School of Finance, University of Macau and Xiamen University
Downloads 16 (644,404)

Abstract:

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Itô semi-martingale, pre-averaging, threshold estimation, multi-power variation estimation, Lévy jumps, market microstructure noise, high-frequency data