5 citations · 11 across the 3 of their papers we have counts for
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math.ST2017★ 5 cited
Model Selection for Explosive Models
Yubo Tao, Jun Yu
This paper examines the limit properties of information criteria (such as AIC, BIC, HQIC) for distinguishing between the unit root model and the various kinds of explosive models.…
q-fin.ST2017★ 3 cited
Joint News, Attention Spillover,and Stock Returns
Li Guo, Lin Peng, Yubo Tao +1
Analyzing a comprehensive news dataset, we document that joint news coverage triggers attention contagion, causing temporarily inflated valuations for affected stocks. Tracing SEC…