| How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches KY Ho, Y Shi, Z Zhang The North American Journal of Economics and Finance 26, 436-456, 2013 | 133 | 2013 |
| Public news arrival and the idiosyncratic volatility puzzle Y Shi, WM Liu, KY Ho Journal of Empirical Finance 37, 159-172, 2016 | 73 | 2016 |
| Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model Y Shi, KY Ho Journal of Banking & Finance 61, S189-S204, 2015 | 71 | 2015 |
| Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach Y Shi, KY Ho, WM Liu International Review of Economics & Finance 42, 291-312, 2016 | 64 | 2016 |
| News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models Y Shi, KY Ho Finance Research Letters 38, 101446, 2021 | 55 | 2021 |
| Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals KY Ho, Y Shi, Z Zhang International Review of Economics & Finance 52, 302-321, 2017 | 52 | 2017 |
| The sources and diversity of immigrant population change in Australia, 1981–2011 J Raymer, Y Shi, Q Guan, B Baffour, T Wilson Demography 55 (5), 1777-1802, 2018 | 47 | 2018 |
| Improving automobile insurance claims frequency prediction with telematics car driving data S Meng, H Wang, Y Shi, G Gao ASTIN Bulletin: The Journal of the IAA 52 (2), 363-391, 2022 | 40 | 2022 |
| News and return volatility of Chinese bank stocks KY Ho, Y Shi, Z Zhang International Review of Economics & Finance 69, 1095-1105, 2020 | 37 | 2020 |
| A simulation study on the distributions of disturbances in the GARCH model L Feng, Y Shi Cogent Economics & Finance 5 (1), 1355503, 2017 | 34 | 2017 |
| A discussion on the innovation distribution of the Markov regime-switching GARCH model Y Shi, L Feng Economic Modelling 53, 278-288, 2016 | 29 | 2016 |
| Forecasting mortality with international linkages: A global vector-autoregression approach H Li, Y Shi Insurance: Mathematics and Economics 100, 59-75, 2021 | 23 | 2021 |
| Fractionally integrated garch model with tempered stable distribution: A simulation study L Feng, Y Shi Journal of Applied Statistics 44 (16), 2837-2857, 2017 | 23 | 2017 |
| Modeling high-frequency volatility with three-state FIGARCH models Y Shi, KY Ho Economic Modelling 51, 473-483, 2015 | 23 | 2015 |
| Forecasting mortality rates: multivariate or univariate models? L Feng, Y Shi Journal of Population Research 35 (3), 289-318, 2018 | 22 | 2018 |
| Mortality forecasting with an age-coherent sparse var model H Li, Y Shi Risks 9 (2), 35, 2021 | 21 | 2021 |
| Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets KY Ho, Y Shi, Z Zhang The North American Journal of Economics and Finance 46, 168-186, 2018 | 20 | 2018 |
| Age-coherent extensions of the Lee–Carter model G Gao, Y Shi Scandinavian Actuarial Journal 2021 (10), 998-1016, 2021 | 19 | 2021 |
| Does US partisan conflict affect US–China bilateral trade? X Jiang, Y Shi International Review of Economics & Finance 69, 1117-1131, 2020 | 19 | 2020 |
| A discussion on the robust vector autoregressive models: novel evidence from safe haven assets L Chang, Y Shi Annals of Operations Research 339 (3), 1725-1755, 2024 | 18 | 2024 |
