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Yi Xue

Beijing Institute of Foreign Trade

21

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127

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Contagion in a network of heterogeneous banks

2020 Journal of Banking and Finance
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Political Pressure or Rent Seeking? The Role of Mutual Funds in China's Split Share Structure Reform

2018 Australian Economic Papers
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Trading mechanisms and market quality: Limit-order books versus dealership markets ☆

2017 Economics Letters
- Xiaochuan Xing
- Yi Xue
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Economic links and credit spreads

2015 Journal of Banking and Finance
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Jump detection with wavelets for high-frequency financial time series

2014 Quantitative Finance
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Partnership Dissolution and Proprietary Information

2013 Social Choice and Welfare
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Trading frequency and volatility clustering

2012 Journal of Banking and Finance
- Yi Xue
- Ramazan Gençay
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Trading frequency and volatility clustering

2012 Journal of Banking and Finance
- Yi Xue
- Ramazan Gençay
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Hierarchical information and the rate of information diffusion

2012 Journal of Economic Dynamics and Control
- Yi Xue
- Ramazan Gençay
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Hierarchical information and the rate of information diffusion

2012 Journal of Economic Dynamics and Control
- Yi Xue
- Ramazan Gençay
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Citations (6)