| Autonomy and incentives in Chinese state enterprises T Groves, Y Hong, J McMillan, B Naughton The Quarterly Journal of Economics 109 (1), 183-209, 1994 | 919 | 1994 |
| China's evolving managerial labor market T Groves, Y Hong, J McMillan, B Naughton Journal of political economy 103 (4), 873-892, 1995 | 544 | 1995 |
| A test for volatility spillover with application to exchange rates Y Hong Journal of Econometrics 103 (1-2), 183-224, 2001 | 463 | 2001 |
| Asymmetries in stock returns: Statistical tests and economic evaluation Y Hong, J Tu, G Zhou The Review of Financial Studies 20 (5), 1547-1581, 2007 | 432 | 2007 |
| Nonparametric specification testing for continuous-time models with applications to term structure of interest rates Y Hong, H Li The Review of Financial Studies 18 (1), 37-84, 2005 | 399 | 2005 |
| Granger causality in risk and detection of extreme risk spillover between financial markets Y Hong, Y Liu, S Wang Journal of Econometrics 150 (2), 271-287, 2009 | 268 | 2009 |
| Consistent specification testing via nonparametric series regression Y Hong, H White Econometrica: Journal of the Econometric Society, 1133-1159, 1995 | 241 | 1995 |
| Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach Y Hong Journal of the American Statistical Association 94 (448), 1201-1220, 1999 | 219 | 1999 |
| Consistent testing for serial correlation of unknown form Y Hong Econometrica: Journal of the Econometric Society, 837-864, 1996 | 212 | 1996 |
| Asymptotic distribution theory for nonparametric entropy measures of serial dependence Y Hong, H White Econometrica 73 (3), 837-901, 2005 | 165 | 2005 |
| Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models Y Hong, TH Lee Review of Economics and Statistics 85 (4), 1048-1062, 2003 | 154 | 2003 |
| Testing for smooth structural changes in time series models via nonparametric regression B Chen, Y Hong Econometrica 80 (3), 1157-1183, 2012 | 123 | 2012 |
| Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form Y Hong, YJ Lee The Review of Economic Studies 72 (2), 499-541, 2005 | 114 | 2005 |
| Testing for independence between two covariance stationary time series Y Hong Biometrika 83 (3), 615-625, 1996 | 101 | 1996 |
| Out-of-sample performance of discrete-time spot interest rate models Y Hong, H Li, F Zhao Journal of Business & Economic Statistics 22 (4), 457-473, 2004 | 96 | 2004 |
| Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Y Hong, H Li, F Zhao Journal of Econometrics 141 (2), 736-776, 2007 | 86 | 2007 |
| Diagnostic checking for the adequacy of nonlinear time series models Y Hong, TH Lee Econometric theory, 1065-1121, 2003 | 85 | 2003 |
| Generalized spectral tests for serial dependence Y Hong Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000 | 80 | 2000 |
| Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach X Ke, H Chen, Y Hong, C Hsiao China Economic Review 44, 203-226, 2017 | 74 | 2017 |
| Financial volatility forecasting with range-based autoregressive volatility model H Li, Y Hong Finance Research Letters 8 (2), 69-76, 2011 | 73 | 2011 |
Yuan WangPostdoc. UCSFVerified email at connect.hku.hk
