Details about Yu Ren

Access statistics for papers by Yu Ren.

Last updated 2025-06-04. Update your information in the RePEc Author Service.

Short-id: pre297

Working Papers

2013

1. House Price Bubbles in China
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
   See also Journal Article House price bubbles in China, China Economic Review, Elsevier (2012) View citations (63) (2012)
2. Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

2007

3. Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
   Working Paper, Economics Department, Queen's University
   See also Journal Article Improvement in finite sample properties of the Hansen-Jagannathan distance test, Journal of Empirical Finance, Elsevier (2009) View citations (11) (2009)

Journal Articles

2022

1. Global factors and stock market integration
   International Review of Economics & Finance, 2022, 80, (C), 526-551 View citations (2)

2021

2. Decomposition of durable consumption and equity returns
   Applied Economics Letters, 2021, 28, (1), 79-84
3. Short-term exchange rate forecasting: A panel combination approach
   Journal of International Financial Markets, Institutions and Money, 2021, 73, (C) View citations (1)

2020

4. Estimating the rank of a beta matrix: a GMM approach
   Accounting and Finance, 2020, 60, (4), 4147-4173

2019

5. Balanced predictive regressions
   Journal of Empirical Finance, 2019, 54, (C), 118-142 View citations (7)
6. Short-term exchange rate predictability
   Finance Research Letters, 2019, 28, (C), 148-152 View citations (8)
7. Weighing asset pricing factors: a least squares model averaging approach
   Quantitative Finance, 2019, 19, (10), 1673-1687 View citations (1)

2016

8. Durable consumption and asset returns: Cointegration analysis
   Economic Modelling, 2016, 53, (C), 231-244 View citations (3)
9. Uninsured expense shocks and equity premia
   Economic Modelling, 2016, 58, (C), 64-74

2015

10. A semiparametric conditional capital asset pricing model
    Journal of Banking & Finance, 2015, 61, (C), 117-126 View citations (14)
11. PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
    Econometric Theory, 2015, 31, (3), 560-580 View citations (7)
12. The Spirit of Capitalism and the Equity Premium
    Annals of Economics and Finance, 2015, 16, (2), 493-513

2014

13. Human capital, household capital and asset returns
    Journal of Banking & Finance, 2014, 42, (C), 11-22 View citations (3)
14. Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks
    The Journal of Real Estate Finance and Economics, 2014, 48, (2), 323-341 View citations (9)

2013

15. Improvement in finite-sample properties of GMM-based Wald tests
    Computational Statistics, 2013, 28, (2), 735-749
16. Specification tests of habit formation
    Applied Economics Letters, 2013, 20, (17), 1596-1601

2012

17. House price bubbles in China
    China Economic Review, 2012, 23, (4), 786-800 View citations (63)
    See also Working Paper House Price Bubbles in China, Working Papers (2013) (2013)

2011

18. Nonparametric estimation and testing of stochastic discount factor
    Finance Research Letters, 2011, 8, (4), 196-205 View citations (3)

2009

19. Improvement in finite sample properties of the Hansen-Jagannathan distance test
    Journal of Empirical Finance, 2009, 16, (3), 483-506 View citations (11)
    See also Working Paper Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test, Working Paper (2007) (2007)

2007

20. Predictive Methods for Using Capacity Data to Estimate Market Shares and the Extent of Risk Pooling by Airline Alliance Partners under Parallel Codesharing
    Transportation Journal, 2007, 46, (4), 21-35