Cathy Yi-Hsuan Chen
University of Glasgow
H-index: 19
Europe-United Kingdom
Top articles of Cathy Yi-Hsuan Chen
What Drives Crypto’s Volatility Persistence: A Data Analytic Probe on Ethereum
Available at SSRN
2024
The pricing of digital art
Center for Financial Studies Working Paper
2023/12/21
News-Driven Uncertainty and Volatility Feedback
Available at SSRN 4583073
2023/9/18
Sonic: Social network analysis with influencers and communities
Journal of Econometrics
2022/6/1
Monitoring network changes in social media
Journal of Business & Economic Statistics
2022/2/1
Cathy Yi-Hsuan Chen
H-Index: 15
Yarema Okhrin
H-Index: 14
Media-expressed tone, option characteristics, and stock return predictability
Journal of Economic Dynamics and Control
2022/1/1
Are There'Winner-Takes-It-All'Effects in Blockchain User Adoption?
Available at SSRN 3933704
2022/7/18
A fight-to-safety from bitcoin to stock markets: Evidence from cyber attacks
Available at SSRN 3864561
2021/6/10
Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrencies
Pricing Kernel and Risk Premium of Cryptocurrencies (June 10, 2021)
2021/6/10
TERES: Tail Event Risk Expectile Shortfall
Quantitative Finance
2021/3/4
Wolfgang Karl Härdle
H-Index: 40
Cathy Yi-Hsuan Chen
H-Index: 15
Sonic: Social network with influencers and communities
arXiv preprint arXiv:2102.04124
2021/2/8
An Empirical Investigation of the Long Memory Effect on the Relation of Downside Risk and Stock Returns
2021
Cathy Yi-Hsuan Chen
H-Index: 15
Quantifying systemic risk with factor copulas
The European Journal of Finance
2020/12/11
Cathy Yi-Hsuan Chen
H-Index: 15
Sergey Nasekin
H-Index: 3
Adaptive weights clustering of research papers
Digital Finance
2020/12
Blockchain mechanism and distributional characteristics of cryptos
arXiv preprint arXiv:2011.13240
2020/11/26
Min-Bin Lin
H-Index: 1
Kainat Khowaja
H-Index: 1
Cathy Yi-Hsuan Chen
H-Index: 15
Wolfgang Karl Härdle
H-Index: 40
FRM financial risk meter
2020/10/19
A first econometric analysis of the CRIX family
arXiv preprint arXiv:2009.12129
2020/9/25
Deep learning-based cryptocurrency sentiment construction
Digital Finance
2020/9
Sergey Nasekin
H-Index: 3
Cathy Yi-Hsuan Chen
H-Index: 15
Investor attention and topic appearance probabilities: Evidence from treasury bond market
Available at SSRN 3646257
2020/7/8
