Langnan Chen

436 total citations
33 papers, 316 citations indexed

About

Langnan Chen is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Langnan Chen has authored 33 papers receiving a total of 316 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 25 papers in Finance and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Langnan Chen's work include Market Dynamics and Volatility (14 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (11 papers). Langnan Chen is often cited by papers focused on Market Dynamics and Volatility (14 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (11 papers). Langnan Chen collaborates with scholars based in China, Hong Kong and Australia. Langnan Chen's co-authors include Ke Yang, Jiawen Luo, Steven Li, Xiong Xiong, Weiguo Zhang, Lei Tian, Xun Huang, Hao Liu, Yanan Chen and Stephen M. Miller and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Economics Letters and International Journal of Forecasting.

In The Last Decade

Langnan Chen

28 papers receiving 299 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Langnan Chen China 11 235 185 100 73 45 33 316
Francis In Australia 9 283 1.2× 217 1.2× 121 1.2× 48 0.7× 50 1.1× 20 374
Bernd Wilfling Germany 10 300 1.3× 242 1.3× 114 1.1× 34 0.5× 47 1.0× 29 363
Chardin Wese Simen United Kingdom 13 285 1.2× 275 1.5× 106 1.1× 48 0.7× 58 1.3× 34 395
Gamini Premaratne Brunei 11 234 1.0× 179 1.0× 86 0.9× 28 0.4× 34 0.8× 36 342
Evarist Stoja United Kingdom 9 200 0.9× 204 1.1× 73 0.7× 52 0.7× 34 0.8× 36 279
Ai Jun Hou Sweden 8 437 1.9× 321 1.7× 185 1.9× 38 0.5× 22 0.5× 27 487
Dominik Wolff Germany 9 187 0.8× 202 1.1× 75 0.8× 81 1.1× 40 0.9× 21 296
Alper Özün United Kingdom 11 215 0.9× 106 0.6× 87 0.9× 29 0.4× 20 0.4× 39 273

Countries citing papers authored by Langnan Chen

Since Specialization
Citations

This map shows the geographic impact of Langnan Chen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Langnan Chen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Langnan Chen more than expected).

Fields of papers citing papers by Langnan Chen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Langnan Chen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Langnan Chen. The network helps show where Langnan Chen may publish in the future.

Co-authorship network of co-authors of Langnan Chen

This figure shows the co-authorship network connecting the top 25 collaborators of Langnan Chen. A scholar is included among the top collaborators of Langnan Chen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Langnan Chen. Langnan Chen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Luo, Jiawen & Langnan Chen. (2020). Realized volatility forecast with the Bayesian random compressed multivariate HAR model. International Journal of Forecasting. 36(3). 781–799. 12 indexed citations
2.
Chen, Langnan, et al.. (2019). Announcement effect and its determinants of exchangeable bonds. Finance research letters. 30. 76–82. 2 indexed citations
3.
Luo, Jiawen & Langnan Chen. (2018). Volatility dependences of stock markets with structural breaks. European Journal of Finance. 24(17). 1727–1753. 14 indexed citations
4.
Yang, Ke, et al.. (2017). Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. International Review of Economics & Finance. 49. 276–291. 31 indexed citations
5.
Yang, Ke, et al.. (2016). Realized Volatility Forecasting of Agricultural Commodity Futures Using Long Memory and Regime Switching. Journal of Forecasting. 36(4). 421–430. 16 indexed citations
6.
7.
Yang, Ke & Langnan Chen. (2014). Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐of‐the‐Week Effect. International Review of Finance. 14(3). 345–392. 20 indexed citations
8.
Yang, Ke, et al.. (2014). Realized Volatility Forecast of Stock Index Under Structural Breaks. Journal of Forecasting. 34(1). 57–82. 26 indexed citations
9.
Chen, Langnan. (2013). High-frequency volatility features,forecast model and performance evaluation. Systems Engineering - Theory & Practice. 2 indexed citations
10.
Chen, Langnan, Jiawen Luo, & Hao Liu. (2013). The determinants of liquidity with G-RJMCMC-VS model: Evidence from China. Economic Modelling. 35. 192–198. 3 indexed citations
11.
Chen, Langnan. (2012). The effects of RMB exchange rate volatility on foreign exchange reserves. Systems Engineering - Theory & Practice. 1 indexed citations
12.
Chen, Langnan, et al.. (2012). A Quasi‐Analytical Pricing Model for Arithmetic Asian Options. Journal of Futures Markets. 33(12). 1143–1166. 3 indexed citations
13.
Tian, Lei & Langnan Chen. (2012). A reinvestigation of the new RMB exchange rate regime. China Economic Review. 24. 16–25. 10 indexed citations
14.
Chen, Langnan. (2011). Non-parametric and Non-linear Analysis of Stock Liquidity with High Frequency Data in China on GAMLSS Model. Journal of Shanxi Finance and Economics University. 1 indexed citations
15.
Chen, Langnan. (2011). Investigations on the correlationships among RMB exchange rate,RMB appreciation expectations and foreign exchange reserves. 1 indexed citations
16.
Chen, Langnan, et al.. (2011). Liquidity-adjusted conditional capital asset pricing model. Economic Modelling. 29(2). 361–368. 10 indexed citations
17.
Chen, Langnan. (2010). Impacts of Jumps on Volatility Forecast in Chinese Stock Markets. Journal of Shanxi Finance and Economics University.
18.
Chen, Langnan & Xun Huang. (2008). The effectiveness of joint intervention on the yen/US dollar exchange rate. Applied Economics Letters. 15(5). 375–378. 3 indexed citations
19.
Chen, Langnan, et al.. (2007). The Comparison Investigation on Low-Frequency Measures of Liquidity. 38. 4011–4014. 1 indexed citations
20.
Chen, Langnan, et al.. (2007). Corporate governance and corporate performance: some evidence from newly listed firms on Chinese stock markets. International Journal of Accounting Auditing and Performance Evaluation. 4(2). 183–183. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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