Yang Hou : Citation Profile


Are you Yang Hou?

University of Waikato

4

H index

2

i10 index

36

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 9
   Journals where Yang Hou has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 3 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho666
   Updated: 2020-05-23    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:

Ahmed, Abdullahi (2)

Shah, Attaullah (1)

Rousseau, Fabrice (1)

Jitmaneeroj, Boonlert (1)

Füss, Roland (1)

Ahmad, Wasim (1)

Gómez-Puig, Marta (1)

Liow, Kim (1)

Sosvilla-Rivero, Simon (1)

Deisting, Florent (1)

Hou, Wenxuan (1)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (18)

Granger, Clive (9)

Harvey, Campbell (9)

Johansen, Soren (8)

Baillie, Richard (8)

Bekaert, Geert (6)

Brooks, Chris (6)

Tsui, Albert (5)

Jagannathan, Ravi (5)

Park, Sung Y. (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 (2019 and 2018)


YearTitle of citing document
2019Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs. (2019). Xu, Xiaojie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00237.

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2018A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

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2018Thriving in a disrupted market: a study of Chinese hedge fund performance. (2018). Huang, Ying Sophie ; Zhu, YU ; Yao, Juan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:210-223.

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2019Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures. (2019). Sun, Pengfei ; Zhang, YI ; Wang, Tianyang ; Qu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830101x.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2018Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:183-197.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2018Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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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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2019Impact of Single Stock Futures on Feedback Trading, Trading Volume and Volatility: A Modified Approach. (2019). Imran, Attaullah Shah. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:2:p:15-29.

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2017The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7.

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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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2019A discussion on performance risk of Dunkins Brand. (2019). Thong, Lik Hong. In: MPRA Paper. RePEc:pra:mprapa:97266.

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2017The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market. (2017). Liu, Qiang ; Qiao, Gaoxiu . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1115-3.

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2018Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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2019Economic benefits of technical analysis in portfolio management: Evidence from global stock markets. (2019). Hsu, Yuanteng ; Du, Jiangze ; Liu, Hungchun ; Wang, Jyingnan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:2:p:890-902.

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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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article8
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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article5
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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article10
2015Volatility behaviour of stock index futures in China: a bivariate GARCH approach In: Studies in Economics and Finance.
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article1
2013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data In: Asia-Pacific Financial Markets.
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article10
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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article2
2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets In: Cogent Economics & Finance.
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article0

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