Haiqiang Chen

Xiamen University

Xiamen, Fujian 361005

China

  • Xiamen University

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 13,445

SSRN RANKINGS

Top 13,445

in Total Papers Downloads

7,672

TOTAL CITATIONS
Rank 15,801

SSRN RANKINGS

Top 15,801

in Total Papers Citations

59

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

The Impact of the COVID-19 Pandemic on Consumption: Learning from High Frequency Transaction Data

Number of pages: 51 Posted: 06 Apr 2020 Last Revised: 22 Aug 2021
Haiqiang Chen, Wenlan Qian and Qiang Wen
Xiamen University, National University of Singapore - NUS Business School and Sichuan University - Business School
Downloads 6,880 (2,274)
Citation 53

Abstract:

Loading...

COVID-19, coronavirus, pandemic, consumption, economic impact, policy response, fiscal stimulus, transaction data

2.

Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

Number of pages: 28 Posted: 16 Apr 2013
Haiqiang Chen, Qian Han, Yingxing Li and Kai Wu
Xiamen University, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Xiamen University and Xiamen University
Downloads 167 (379,053)
Citation 4

Abstract:

Loading...

Index futures, Spot market volatility, Panel data, Chinese stock market

3.

How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment

Downloads 126 (477,225)
Citation 2

How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment

Number of pages: 53 Posted: 17 Jun 2022 Last Revised: 11 Aug 2022
Haiqiang Chen, Ming Gu and Bo Ni
Xiamen University, Xiamen University - School of Economics and Xiamen University - School of Economics
Downloads 86 (631,864)

Abstract:

Loading...

Price Limit; Market Efficiency; Short-Sale Constraints

How Price Limit Affects the Market Efficiency in a Short-Sale Constrained Market? Evidence from a Quasi-Natural Experiment

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 29 Aug 2022 Last Revised: 19 Sep 2023
Haiqiang Chen, Ming Gu and Bo Ni
Xiamen University, Xiamen University - School of Economics and Xiamen University - School of Economics
Downloads 40 (937,173)
Citation 2

Abstract:

Loading...

Price Limit, Market Efficiency,Short-Sale Constraints

4.

Singles Day and Consumer Spending Offline

Number of pages: 52 Posted: 01 Dec 2023
Haiqiang Chen, Wenlan Qian and Qiang Wen
Xiamen University, National University of Singapore - NUS Business School and Sichuan University - Business School
Downloads 116 (508,603)

Abstract:

Loading...

spending, consumption, E-Commerce, online, offline, redistributive effect, stimulus program, credit card, debit card, household finance, shopping holiday, Singles day, China

5.

A New Robust Inference for Predictive Quantile Regression

Number of pages: 57 Posted: 03 Jun 2020
Zongwu Cai, Haiqiang Chen and Xiaosai Liao
University of Kansas - School of Business - Economics Area, Xiamen University and Southwestern University of Finance and Economics
Downloads 107 (540,317)

Abstract:

Loading...

Auxiliary regressor; Embedded endogeneity; Highly persistent predictor; Multiple regression; Predictive quantile regression; Robust; Weighted estimator

6.

Passive investors, active moves: ETFs IPO participation in China

Number of pages: 58 Posted: 08 Nov 2024 Last Revised: 15 Mar 2025
Haiqiang Chen, Xiaoqun Liu, Bo Ni and Zhuo Zhong
Xiamen University, Hainan University - Department of Finance, Xiamen University and University of Melbourne - Department of Finance
Downloads 102 (559,554)

Abstract:

Loading...

Exchange Traded Funds, Chinese stock market, IPOs

7.

On Truncated Multi-power Estimator of Integrated Volatility With Noisy High Frequency Data

Number of pages: 54 Posted: 12 Feb 2021
Chuanhai Zhang, Zhi Liu and Haiqiang Chen
Zhongnan University of Economics and Law - School of Finance, University of Macau and Xiamen University
Downloads 66 (723,858)

Abstract:

Loading...

Itô semi-martingale, pre-averaging, threshold estimation, multi-power variation estimation, Lévy jumps, market microstructure noise, high-frequency data

8.

The Asymmetric Effect of Information Shock on Overnight and Intraday Expected Returns: Evidence from Chinese A-Share Stock Market

Number of pages: 22 Posted: 02 May 2023
Xiaoqun Liu, Chenji Hou, Shinan Zhu and Haiqiang Chen
Hainan University - Department of Finance, Hainan University, Hainan University and Xiamen University
Downloads 61 (753,694)

Abstract:

Loading...

Jump measures, Overnight return, Intraday return, Close-to-close return, Risk-return tradeoff

9.

Local Bias Under Natural Disasters

Number of pages: 11 Posted: 11 Mar 2024
Haiqiang Chen, Yining Chen and Dongxu Li
Xiamen University, Xiamen University and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 47 (853,481)

Abstract:

Loading...

Natural disaster, Retail investor, Local bias, Information advantage