| Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks F Ma, Y Liao, Y Zhang, Y Cao Journal of Empirical Finance 52, 40-55, 2019 | 111 | 2019 |
| Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models D Mei, F Ma, Y Liao, L Wang Energy Economics 86, 104624, 2020 | 96 | 2020 |
| Risk taking during a global crisis: Evidence from Wuhan SB Bäckman, M Brown, R Fisman, R Heimer, M Keloharju, V Pursiainen Covid Economics 5, 106-146, 2020 | 65 | 2020 |
| Forecasting global equity market volatilities Y Zhang, F Ma, Y Liao International Journal of Forecasting 36 (4), 1454-1475, 2020 | 60 | 2020 |
| Forecasting the variance of stock index returns using jumps and cojumps A Clements, Y Liao International Journal of Forecasting 33 (3), 729-742, 2017 | 42 | 2017 |
| Banking sector contingent liabilities and sovereign risk S Arslanalp, Y Liao Journal of Empirical Finance 29, 316-330, 2014 | 23 | 2014 |
| The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks Y Liao Pacific-Basin Finance Journal 23, 25-48, 2013 | 21 | 2013 |
| Predicting carbon market risk using information from macroeconomic fundamentals L Jiao, Y Liao, Q Zhou Energy Economics 73, 212-227, 2018 | 19 | 2018 |
| Contingent liabilities and sovereign risk: evidence from banking sectors S Arslanalp, Y Liao CAMA Working Paper 43/2013, 2012 | 16 | 2012 |
| Corporate credit risk prediction under stochastic volatility and jumps D Bu, Y Liao Journal of Economic Dynamics and Control 47, 263-281, 2014 | 15 | 2014 |
| Risk taking, preferences, and beliefs: Evidence from Wuhan D Bu, T Hanspal, Y Liao, Y Liu SAFE Working Paper, 2020 | 14 | 2020 |
| The dynamics of co-jumps, volatility and correlation A Clements, Y Liao National Centre for Econometric Research, 2013 | 13 | 2013 |
| Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing D Bu, T Hanspal, Y Liao, Y Liu Journal of Financial and Quantitative Analysis, 2019 | 12* | 2019 |
| Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices Y Liao, HM Anderson Monash Econometrics and Business Statistics Working Paper 9 (11), 2011 | 12 | 2011 |
| Contingent liabilities from banks: How to track them? MS Arslanalp, Y Liao International Monetary Fund, 2015 | 11 | 2015 |
| Do Jumps Matter?: Forecasting Multivariate Realized Volatility Allowing for Common Jumps Y Liao, HM Anderson, F Vahid Australian National University [College of Business & Economics], 2010 | 10 | 2010 |
| The COVID‐19 pandemic: shocks to human capital and policy responses G Deng, J Shi, Y Li, Y Liao Accounting & Finance 61 (4), 5613-5630, 2021 | 8 | 2021 |
| Modeling and forecasting realized volatility: getting the most out of the jump component AE Clements, Y Liao NCER Working Paper Series, 2013 | 8 | 2013 |
| Land Property Rights and Rural Enterprise Growth: Evidence from Land Titling Reform in China D Bu, Y Liao Journal of Development Economics, 2022 | 7 | 2022 |
| United States Oil Fund volatility prediction: the roles of leverage effect and jumps C Liang, Y Liao, F Ma, B Zhu Empirical Economics 62 (5), 2239-2262, 2022 | 6 | 2022 |
Adam ClementsProfessor of Finance, Queensland University of TechnologyVerified email at qut.edu.au
