Cathy Yi-Hsuan Chen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Distillation of News Flow Into Analysis of Stock Reactions Journal of Business and Economic Statistics	2025-01-20	Paper
Monitoring Network Changes in Social Media Journal of Business and Economic Statistics	2024-10-28	Paper
SONIC: social network analysis with influencers and communities Journal of Econometrics	2022-06-09	Paper
Media-expressed tone, option characteristics, and stock return predictability Journal of Economic Dynamics and Control	2022-03-15	Paper
TERES: tail event risk expectile shortfall Quantitative Finance	2021-06-02	Paper
An empirical investigation of the long memory effect on the relation of downside risk and stock returns Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Dynamic credit default swap curves in a network topology Quantitative Finance	2019-10-11	Paper
Tail event driven networks of SIFIs Journal of Econometrics	2019-04-26	Paper
Common factors in credit defaults swap markets Computational Statistics	2016-08-12	Paper

Research outcomes over time

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