Yang Hou : Citation Profile


Are you Yang Hou?

University of Waikato

4

H index

4

i10 index

71

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 11
   Journals where Yang Hou has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho666
   Updated: 2022-10-01    RAS profile: 2019-05-08    
   Missing citations? Add them    Incorrect content? Let us know

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:

Shah, Attaullah (2)

Ahmed, Abdullahi (2)

Wang, Yudong (2)

Corbet, Shaen (1)

Gómez-Puig, Marta (1)

Füss, Roland (1)

Ghafoor, Abdul (1)

Sosvilla-Rivero, Simon (1)

Liow, Kim (1)

Wang, Tianyi (1)

Jitmaneeroj, Boonlert (1)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (19)

Baillie, Richard (9)

Granger, Clive (9)

Harvey, Campbell (9)

Johansen, Soren (8)

Brooks, Chris (7)

Bekaert, Geert (6)

Park, Sung Y. (5)

Summers, Lawrence (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 (2022 and 2021)


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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China. (2022). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002242.

Full description at Econpapers || Download paper

2022Asymmetric positive feedback trading and stock pricing in China. (2022). Wan, Die ; Liu, Xufeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000183.

Full description at Econpapers || Download paper

2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

Full description at Econpapers || Download paper

2021Futures market and the contagion effect of COVID-19 syndrome. (2021). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000994.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Gender and Bankruptcy: A Hotel Survival Econometric Analysis. (2021). Gemar, German ; Escribano-Navas, Maria. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6782-:d:575534.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect. (2021). Lee, Yen-Hsien ; Chiang, Kuan-Yi ; Chun-I Lin, . In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Use of high?frequency data to evaluate the performance of dynamic hedging strategies. (2022). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:104-124.

Full description at Econpapers || Download paper

2022Information contents of intraday SSE 50 ETF options trades. (2022). Ryu, Doojin ; Cai, Wenye ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:580-604.

Full description at Econpapers || Download paper

Works by Yang Hou:


YearTitleTypeCited
2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach In: Economic Modelling.
[Full Text][Citation analysis]
article16
2013Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article10
2014The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article18
2015Volatility behaviour of stock index futures in China: a bivariate GARCH approach In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article3
2013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article17
2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2019Corporate governance and default prediction: a reality test In: Applied Economics.
[Full Text][Citation analysis]
article4
2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets In: Cogent Economics & Finance.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team