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Cathy Yi‐Hsuan Chen

Observed names: Cathy Chen, Cathy Yi-Hsuan Chen, Cathy YiiHsuan Chen, Chen, Cathy, Chen, Cathy Yi-Hsuan
ORCID: 0000-0002-1210-4064
Observed ORCID: 0000-0002-1210-4064
OpenAlex ID: A5073701627
Applied Quantitative Finance
2017 · Härdle, Wolfgang, Chen, Cathy, et al. · Statisctics and computing/Statistics and computing · 93
Sentiment-Induced Bubbles in the Cryptocurrency Market
2019 · Cathy Yi-Hsuan Chen, Christian M. Hafner · Journal of risk and financial management · 89
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Tail event driven networks of SIFIs
2018 · Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, et al. · Journal of Econometrics · 89
Perceived fairness of pricing on the Internet
2004 · Jen-Hung Huang, Ching-Te Chang, et al. · Journal of Economic Psychology · 79
What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble
2019 · Cathy Yi‐Hsuan Chen, Romeo Despres, et al. · SSRN Electronic Journal · 42
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
2018 · Cathy Yi-Hsuan Chen, Thomas C. Chiang, et al. · Journal of Banking & Finance · 42
Deep learning-based cryptocurrency sentiment construction
2020 · Sergey Nasekin, Cathy Yi-Hsuan Chen · Digital Finance · 41
Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time‐varying Transition Probability Models
2015 · Cathy Yi‐Hsuan Chen, Thomas C. Chiang · European Financial Management · 32
Pricing Cryptocurrency Options: The Case of CRIX and Bitcoin
2018 · Cathy YiiHsuan Chen, Wolfgang K. HHrdle, et al. · SSRN Electronic Journal · 29
FRM Financial Risk Meter
2020 · Andrija Mihoci, Michael Althof, et al. · Emerald Group Publishing Limited eBooks · 28
Monitoring Network Changes in Social Media
2021 · Cathy Yi-Hsuan Chen, Yarema Okhrin, et al. · Journal of Business and Economic Statistics · 18
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Econometric Analysis of a Cryptocurrency Index for Portfolio Investment
2017 · Shi Chen, Cathy Yi-Hsuan Chen, et al. · Elsevier eBooks · 16
Media-expressed tone, option characteristics, and stock return predictability
2022 · Chen, Cathy Yi-Hsuan, Fengler, Matthias, et al. · Alexandria (UniSG) (University of St.Gallen) · 14
Does Fear Spill Over?
2014 · Cathy Yi‐Hsuan Chen · Asia-Pacific Journal of Financial Studies · 14
SONIC: SOcial Network analysis with Influencers and Communities
2021 · Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, et al. · Journal of Econometrics · 13
Common factors in credit defaults swap markets
2015 · Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle · Computational Statistics · 11
Blockchain Mechanism and Distributional Characteristics of Cryptos
2020 · Min-Bin Lin, Kainat Khowaja, et al. · SSRN Electronic Journal · 10
Media-Expressed Tone, Option Characteristics, and Stock Return Predictability
2020 · Cathy Yi‐Hsuan Chen, Matthias R. Fengler, et al. · SSRN Electronic Journal · 10
Modelling industry interdependency dynamics in a network context
2019 · Ya Qian, Wolfgang Härdle, et al. · Studies in Economics and Finance · 10
What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors
2016 · Anthony H. Tu, Cathy Yi‐Hsuan Chen · RePEc: Research Papers in Economics · 10
Copula-Based Factor Model for Credit Risk Analysis
2015 · Meng-Jou Lu, Cathy Yi-Hsuan Chen, et al. · Review of Quantitative Finance and Accounting · 10
Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets
2013 · Cathy Yi-Hsuan Chen, I-Doun Kuo · Review of Quantitative Finance and Accounting · 10
A flight-to-safety from Bitcoin to stock markets: Evidence from cyber attacks
2025 · Yang Fang, Cathy Yi-Hsuan Chen, et al. · International Review of Financial Analysis · 9
Dynamic credit default swap curves in a network topology
2019 · Xiu Xu, Cathy Yi-Hsuan Chen, et al. · Quantitative Finance · 9
A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors
2017 · Anthony H. Tu, Cathy Yi-Hsuan Chen · Journal of Empirical Finance · 9
Works count: 70
Citation count: 789
H-index: 14
I10-index: 21
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