Concepedia
Statistics
Publications
36
Citations
852
H-Index
16
Active since
2008
Affiliations
Macquarie University(Current)
Australian National University
Jiangxi University of Finance and Economics
Edith Cowan University
Renmin University of China
Yanlin Shi is an author at Macquarie University specializing in business, finance, and economics.
Publications per year
2008–2025
How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
Kin-Yip Ho, Yanlin Shi, Zhaoyong Zhang · The North American Journal of Economics and Finance · 2013 · 105 citations
Business, Economics, Finance +16
Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
Yanlin Shi, Kin‐Yip Ho · Journal of Banking & Finance · 2015 · 67 citations
Engineering, Computer Engineering, Memory +15
Public news arrival and the idiosyncratic volatility puzzle
Yanlin Shi, Wai-Man Liu, Kin-Yip Ho · Journal of Empirical Finance · 2016 · 51 citations
Social Sciences, Economics, Public Finance +9
News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models
Yanlin Shi, Kin-Yip Ho · Finance research letters · 2020 · 44 citations
Business, Economics, Finance +17
Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach
Yanlin Shi, Kin-Yip Ho, Wai-Man Liu · International Review of Economics & Finance · 2015 · 44 citations
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