| The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses Y Jiang, C Jiang, H Nie, B Mo Energy 166, 577-586, 2019 | 105 | 2019 |
| Dynamic linkages among the gold market, US dollar and crude oil market B Mo, H Nie, Y Jiang Physica A: Statistical Mechanics and its Applications 491, 984-994, 2018 | 105 | 2018 |
| Visiting effects of crude oil price on economic growth in BRICS countries: fresh evidence from wavelet-based quantile-on-quantile tests B Mo, C Chen, H Nie, Y Jiang Energy 178, 234-251, 2019 | 102 | 2019 |
| Does mandatory CSR disclosure affect enterprise total factor productivity? Z Li, F Zou, B Mo Economic research-Ekonomska istraživanja 35 (1), 4902-4921, 2022 | 82 | 2022 |
| Risk spillover effects from global crude oil market to China’s commodity sectors J Meng, H Nie, B Mo, Y Jiang Energy 202, 117208, 2020 | 74 | 2020 |
| Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches Y Jiang, Q Feng, B Mo, H Nie The North American Journal of Economics and Finance 52, 101161, 2020 | 72 | 2020 |
| Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock Y Jiang, G Tian, Y Wu, B Mo International Journal of Finance & Economics 27 (1), 320-333, 2022 | 68 | 2022 |
| Dynamic linkages among global oil market, agricultural raw material markets and metal markets: an application of wavelet and copula approaches Y Jiang, J Lao, B Mo, H Nie Physica A: Statistical Mechanics and its Applications 508, 265-279, 2018 | 59 | 2018 |
| Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets Y Jiang, J Wang, J Lie, B Mo Energy 233, 121191, 2021 | 52 | 2021 |
| Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries Y Jiang, G Tian, B Mo Financial Innovation 6, 1-26, 2020 | 49 | 2020 |
| Can digital finance promote urban innovation? Evidence from China Z Li, H Chen, B Mo Borsa Istanbul Review 23 (2), 285-296, 2023 | 45 | 2023 |
| Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China Z Li, B Mo, H Nie International Review of Economics & Finance 86, 46-57, 2023 | 39 | 2023 |
| Revisiting the valuable roles of global financial assets for international stock markets: Quantile coherence and causality-in-quantiles approaches Z Li, Z Ao, B Mo Mathematics 9 (15), 1750, 2021 | 39 | 2021 |
| Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets B Mo, J Meng, L Zheng Resources Policy 77, 102731, 2022 | 36 | 2022 |
| The dynamics of carbon on green energy equity investment: quantile-on-quantile and quantile coherency approaches B Mo, Z Li, J Meng Environmental Science and Pollution Research 29 (4), 5912-5922, 2022 | 27 | 2022 |
| Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method Y Jiang, B Mo, H Nie Applied Economics Letters 25 (7), 472-476, 2018 | 20 | 2018 |
| Does environmental policy affect green total factor productivity? Quasi-natural experiment based on China’s air pollution control and prevention action plan T Li, J Ma, B Mo International Journal of Environmental Research and Public Health 18 (15), 8216, 2021 | 16 | 2021 |
| Does the land market have an impact on green total factor productivity? A case study on China T Li, J Ma, B Mo Land 10 (6), 595, 2021 | 16 | 2021 |
| The relationship between news-based implied volatility and volatility of US stock market: What can we learn from multiscale perspective? B Mo, J Mu, B Zhang Physica A: Statistical Mechanics and its Applications 526, 121003, 2019 | 15 | 2019 |
| The spillover effect of international monetary policy on China’s financial market C Yang, L Chen, B Mo Quantitative Finance and Economics 7 (4), 508-537, 2023 | 10 | 2023 |
He NieDepartment of Economics, National University of SingaporeVerified email at u.nus.edu
