← All authors Yeguang Chi University of Auckland (per OpenAlex) · ORCID · OpenAlex
14 papers in scope · 13 published · 1 on the econ.EM arXiv · 111 citations · h-index 6 (over the papers listed here)
Papers (1 of 14)
Media emotion intensity and commodity futures pricing
published 2025 · Journal of commodity markets · 1 citations · first circulated 2024
with Lina El-Jahel, Thanh Vu
working paper 2024 · arXiv
Novel and old news sentiment in commodity futures markets
published 2024 · Energy Economics · 6 citations
with Lina El-Jahel, Vu Duy Thanh, Thanh Vu
Air pollution and institutional investors' valuation bias during initial public offerings
published 2023 · Pacific-Basin Finance Journal · 6 citations
with Jingbin He, Xinru Ma, Fei Wu
An empirical investigation on risk factors in cryptocurrency futures
published 2023 · Journal of Futures Markets · 6 citations
Institutional investor inattention bias in auctioned IPOs
published 2023 · Journal of Banking & Finance · 10 citations
with Jingbin He, Xinru Ma, Fei Wu
Performance Evaluation, Factor Models, and Portfolio Strategies: Evidence from Chinese Mutual Funds
published 2022 · The Journal of Portfolio Management · 8 citations
with Yu Liu, Xiao Qiao
Optimal information production of mutual funds: Evidence from China
published 2022 · Journal of Banking & Finance · 13 citations
with Jingbin He, Fei Wu, Bijiao Yin
Volatility model applications in China's SSE50 options market
published 2021 · Journal of Futures Markets · 9 citations
Volatility models for cryptocurrencies and applications in the options market
published 2021 · Journal of International Financial Markets Institutions and Money · 2 citations
Volatility and returns: Evidence from China †
published 2020 · International Review of Finance · 4 citations · first circulated 2019
with Xiao Qiao, Sibo Yan, Binbin Deng
Follow the smart money: Factor forecasting in China
published 2020 · Pacific-Basin Finance Journal · 1 citations · first circulated 2019
with Qinhua Chen, Xiao Qiao
Beauties of the emperor: An investigation of a Chinese government bailout
published 2019 · Journal of Financial Markets · 26 citations
with Xiaoming Li
Smart beta, smart money
published 2018 · Journal of Empirical Finance · 19 citations · first circulated 2017
with Qinhua Chen, Chen Qinhua
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