Yang Hou : Citation Profile


Are you Yang Hou?

University of Waikato

4

H index

3

i10 index

60

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 10
   Journals where Yang Hou has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 3 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho666
   Updated: 2021-10-16    RAS profile: 2019-05-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yang Hou.

Is cited by:

Wang, Yudong (2)

Shah, Attaullah (2)

Ahmed, Abdullahi (2)

Hou, Wenxuan (1)

Holmes, Mark (1)

Liow, Kim (1)

Rousseau, Fabrice (1)

Wang, Tianyi (1)

Deisting, Florent (1)

Soytas, Ugur (1)

Payne, James (1)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (18)

Harvey, Campbell (9)

Granger, Clive (9)

Johansen, Soren (8)

Baillie, Richard (8)

Brooks, Chris (7)

Bekaert, Geert (6)

Summers, Lawrence (5)

Park, Sung Y. (5)

Tsui, Albert (5)

Main data


Where Yang Hou has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Yang Hou (2021 and 2020)


YearTitle of citing document
2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ah, Abdollah ; Ghafoor, Abdul ; Sifat, Imtiaz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2021The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333.

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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2020Spillovers from the Slowdown in China on Financial and Energy Markets: An Application of VAR–VECH–TARCH Models. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:52-:d:403390.

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2021Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach. (2021). Otranto, Edoardo ; Forgione, Antonio Fabio ; Fallanca, Mariagrazia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:21-:d:475215.

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2020Can ESG Performance Affect Bond Default Rate? Evidence from China. (2020). Xiong, Yahui ; Zhou, Rongxi ; Li, Peixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2954-:d:342617.

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2021Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks. (2021). Wang, Yudong ; Geng, Qianjie. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09979-z.

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2021Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath. (2021). Guo, Shuxin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00887-9.

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2021Intertemporal asset pricing with bitcoin. (2021). Koutmos, Dimitrios ; Payne, James E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00904-x.

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2020How does the self-sufficiency rate affect international price volatility transmissions in the wheat sector? Evidence from wheat-exporting countries. (2020). Guo, Jin ; Tanaka, Tetsuji. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-0510-8.

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2020.

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2020Relationship of Property Structure and Performance of High-Tech Technology Companies. (2020). Rybalka, A I. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:31:y:2020:i:3:d:10.1134_s1075700720030144.

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2021Relationship between investor sentiment and earnings news in high? and low?sentiment periods. (2021). Wen, Fenghua ; Ouyang, Guangda ; Tian, Meiyu ; Li, Zhuo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2748-2765.

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Works by Yang Hou:


YearTitleTypeCited
2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach In: Economic Modelling.
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article14
2013Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches In: Pacific-Basin Finance Journal.
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article8
2014The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns In: International Review of Economics & Finance.
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article17
2015Volatility behaviour of stock index futures in China: a bivariate GARCH approach In: Studies in Economics and Finance.
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article2
2013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data In: Asia-Pacific Financial Markets.
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article15
2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash In: MPRA Paper.
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paper0
2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets In: MPRA Paper.
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paper0
2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging In: MPRA Paper.
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paper0
2019Corporate governance and default prediction: a reality test In: Applied Economics.
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article3
2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets In: Cogent Economics & Finance.
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article1

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