This map shows the geographic impact of Yang-Cheng Lu'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 Yang-Cheng Lu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yang-Cheng Lu more than expected).
This network shows the impact of papers produced by Yang-Cheng Lu. 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 Yang-Cheng Lu. The network helps show where Yang-Cheng Lu may publish in the future.
Co-authorship network of co-authors of Yang-Cheng Lu
This figure shows the co-authorship network connecting the top 25 collaborators of Yang-Cheng Lu.
A scholar is included among the top collaborators of Yang-Cheng Lu 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 Yang-Cheng Lu. Yang-Cheng Lu is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Fang, Hao, et al.. (2017). The decomposition and causes of securities dealers' cascades in the Taiwan stock market. Investment Management and Financial Innovations. 10(3).1 indexed citations
Wei, Yu‐Chen, et al.. (2015). The Impact Of Financial News And Press Freedom On Abnormal Returns Around Earnings Announcement Periods In The Shanghai, Shenzhen And Taiwan Stock Markets. Romanian Journal of Economic Forecasting. 39–59.2 indexed citations
Lu, Yang-Cheng & Yu‐Chen Wei. (2013). THE CHINESE NEWS SENTIMENT AROUND EARNINGS ANNOUNCEMENTS. Romanian Journal of Economic Forecasting. 44–58.3 indexed citations
9.
Fang, Hao, et al.. (2013). Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market. Romanian Journal of Economic Forecasting. 232–245.2 indexed citations
Lu, Yang-Cheng, et al.. (2011). Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan. Romanian Journal of Economic Forecasting. 59–70.3 indexed citations
Sheu, Her‐Jiun, Yang-Cheng Lu, & Yu‐Chen Wei. (2010). CAUSALITIES BETWEEN SENTIMENT INDICATORS AND STOCK MARKET RETURNS UNDER DIFFERENT MARKET SCENARIOS. The international journal of business and finance research. 4(1). 159–171.4 indexed citations
Lu, Yang-Cheng, et al.. (2009). Classification of trade direction for an equity market with price limit and order match: evidence from the Taiwan stock market. SHILAP Revista de lepidopterología.7 indexed citations
19.
Chang, Tsangyao, Yu‐Chen Wei, & Yang-Cheng Lu. (2007). An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan. Economics bulletin. 3(45). 1–11.3 indexed citations
20.
Chang, Tsangyao & Yang-Cheng Lu. (2006). Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. Economics bulletin. 7(4). 1–7.2 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.