Loading...

← Back to Leaderboard

Shuping Shi

Institution: Macquarie University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://sites.google.com/site/shupingshi/home/

First Publication: 2012

Most Recent: 2024

RePEc ID: psh404 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.36 2.69 0.50 6.56 89%
Last 10 Years 0.00 5.38 4.71 2.35 12.45 92%
All Time 0.00 5.38 6.73 3.20 15.30 90%

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 13.13

Publications (17)

Year Article Journal Tier Authors
2026 Uncovering mild drift in asset prices with intraday high-frequency data Journal of Econometrics A 2
2024 On the spectral density of fractional Ornstein–Uhlenbeck processes Journal of Econometrics A 3
2023 Diagnosing housing fever with an econometric thermometer Journal of Economic Surveys C 2
2023 Volatility Puzzle: Long Memory or Antipersistency Management Science B 2
2022 UNIT ROOT TEST WITH HIGH-FREQUENCY DATA Econometric Theory B 2
2022 Housing networks and driving forces Journal of Banking & Finance B 3
2020 Volatility estimation and jump detection for drift–diffusion processes Journal of Econometrics A 2
2019 Detecting Financial Collapse and Ballooning Sovereign Risk Oxford Bulletin of Economics and Statistics B 2
2018 FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION Econometric Theory B 2
2017 An empirical investigation of herding in the U.S. stock market Economic Modeling C 3
2017 Speculative bubbles or market fundamentals? An investigation of US regional housing markets Economic Modeling C 1
2016 Energy consumption and economic growth in the United States Applied Economics C 2
2015 Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&p 500 International Economic Review B 3
2015 Testing for Multiple Bubbles: Limit Theory of Real‐time Detectors International Economic Review B 3
2014 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour Oxford Bulletin of Economics and Statistics B 3
2013 The divergence between core and headline inflation: Implications for consumers’ inflation expectations Journal of Macroeconomics C 3
2012 An application of models of speculative behaviour to oil prices Economics Letters C 2