Details about Yi Xue

Access statistics for papers by Yi Xue.

Last updated 2016-07-20. Update your information in the RePEc Author Service.

Short-id: pxu114

Working Papers

2015

1. Bogus Joint Liability Groups in Microfinance -- Theory and Evidence from China
   2015 Meeting Papers, Society for Economic Dynamics

2009

2. Hierarchical Information and the Rate of Information Diffusion
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article Hierarchical information and the rate of information diffusion, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (2) (2012)
3. The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
4. Trading Frequency and Volatility Clustering
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article Trading frequency and volatility clustering, Journal of Banking & Finance, Elsevier (2012) View citations (12) (2012)

Journal Articles

2015

1. Economic links and credit spreads
   Journal of Banking & Finance, 2015, 55, (C), 157-169 View citations (25)
2. Effect of damage evolution of coal on permeability variation and analysis of gas outburst hazard with coal mining
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 79, (2), 999-1013 View citations (5)

2014

3. Bipower variation with jumps and correlated returns
   Economics Letters, 2014, 125, (3), 367-371 View citations (2)

2013

4. Jump detection with wavelets for high-frequency financial time series
   Quantitative Finance, 2013, 14, (8), 1427-1444 View citations (10)
5. Partnership dissolution and proprietary information
   Social Choice and Welfare, 2013, 40, (2), 495-527 View citations (2)

2012

6. Butterfly effect: The US real estate market downturn and the Asian recession
   Finance Research Letters, 2012, 9, (2), 92-102 View citations (6)
7. Hierarchical information and the rate of information diffusion
   Journal of Economic Dynamics and Control, 2012, 36, (9), 1372-1401 View citations (2)
   See also Working Paper Hierarchical Information and the Rate of Information Diffusion, Working Paper series (2009) (2009)
8. Trading frequency and volatility clustering
   Journal of Banking & Finance, 2012, 36, (3), 760-773 View citations (12)
   See also Working Paper Trading Frequency and Volatility Clustering, Working Paper series (2009) (2009)