Jian Yang : Citation Profile


Are you Jian Yang?

University of Colorado Denver

21

H index

37

i10 index

1308

Citations

RESEARCH PRODUCTION:

63

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 62
   Journals where Jian Yang has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 32 (2.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya30
   Updated: 2021-11-28    RAS profile: 2019-11-02    
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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 Jian Yang.

Is cited by:

Bessler, David (25)

GUPTA, RANGAN (19)

Piljak, Vanja (12)

Masih, Abul (11)

Asongu, Simplice (10)

Ji, Qiang (9)

lucey, brian (9)

Hamori, Shigeyuki (9)

Dimpfl, Thomas (8)

Trupkin, Danilo (8)

Ibarra, Raul (8)

Cites to:

Johansen, Soren (33)

Bessler, David (28)

Pesaran, M (17)

Granger, Clive (16)

Li, Qi (15)

Sims, Christopher (14)

Stulz, René (14)

White, Halbert (12)

Diebold, Francis (12)

Campbell, John (12)

Bekaert, Geert (11)

Main data


Where Jian Yang has published?


Journals with more than one article published# docs
Journal of Futures Markets7
Applied Financial Economics5
Applied Economics Letters4
Journal of Banking & Finance4
The Financial Review4
Economics Letters2
Journal of International Money and Finance2
Pacific-Basin Finance Journal2
The Journal of Real Estate Finance and Economics2
European Journal of Operational Research2
Journal of Empirical Finance2
Journal of Agricultural and Applied Economics2
Journal of Agricultural and Applied Economics2
Journal of Business Finance & Accounting2
Agribusiness2
Management Science2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis3
Staff Papers / University of Delaware, Department of Food and Resource Economics2

Recent works citing Jian Yang (2021 and 2020)


YearTitle of citing document
2020Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Papers. RePEc:arx:papers:1912.12354.

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2020Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland. (2020). Huber, Martin ; Loginova, Daria ; Portmann, Marco. In: Papers. RePEc:arx:papers:2012.02966.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2020Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets. (2020). Mallory, Mindy ; Hu, Zhepeng ; Garcia, Philip ; Serra, Teresa. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:825-840.

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2020Destabilizing role of futures markets on North American hard red spring wheat spot prices. (2020). Goetz, Cole ; Miljkovic, Dragan. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:887-897.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2020Cross‐city spillovers in Chinese housing markets: From a city network perspective. (2020). de Haan, Jan ; Gong, Yunlong ; Boelhouwer, Peter. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:1065-1085.

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2020Localized or Regional? Urban Housing Policy Spillover in China’s Urban Agglomerations 2010–2018. (2020). Minghan, Sun ; Hongli, Han ; Xiangfei, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:4:p:325-345:n:3.

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2020The role of uncertainty on agricultural futures markets momentum trading and volatility. (2020). Czudaj, Robert ; Robert, Czudaj. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3.

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2021Volatilitiy of World Food Commodity Prices and Renewable Fuel Standard Policy. (2021). Singagerda, Faurani Santi ; Farida, Ida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-60.

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2021Speculation and price volatility in the coffee market. (2021). Aliaga Lordemann, Francisco Javier ; Mora-Garcia, Claudio ; Mulder, Nanno. In: Documentos de Proyectos. RePEc:ecr:col022:46923.

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2020The effects of futures markets on oil spot price volatility in regional US markets. (2020). Miljkovic, Dragan ; Goetz, Cole. In: Applied Energy. RePEc:eee:appene:v:273:y:2020:i:c:s030626192030800x.

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2021Corruption and corporate social responsibility: Evidence from a quasi-natural experiment in China?. (2021). Wang, Yanan ; Shu, Yijia ; Kong, Dongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000464.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2020Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach. (2020). stoian, andreea ; Iorgulescu, Filip. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:406-416.

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2020Housing market cycles in large urban areas. (2020). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:257-267.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2020). Shao, Ying-Hui ; Yang, Yan-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300930.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Cross-shareholding network and corporate bond financing cost in China. (2021). Sun, Yue ; Guo, Hongling ; Qiu, Xuemei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000565.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2020Does going public imply short-termism in investment behavior? Evidence from China. (2020). Li, Jie ; Zhang, Jie ; Yu, Zhuangxiong . In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119305138.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2020Conditional extreme risk, black swan hedging, and asset prices. (2020). Wu, Feng ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:412-435.

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2021New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets. (2021). Miljkovic, Dragan ; Goetz, Cole ; Barabanov, Nikita . In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002784.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2021The alpha momentum effect in commodity markets. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301902.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models. (2021). Rafei, Meysam ; Esmaeili, Parisa. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005892.

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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

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2021Financial contagion and the TIR-MIDAS model. (2021). Liu, Xiaoquan ; Jiang, Kunliang ; Ye, Wuyi. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461232030132x.

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2021A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis. (2021). Anghel, Dan Gabriel. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304414.

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2020Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

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2020Sovereign bonds, coskewness, and monetary policy regimes. (2020). Wald, John K ; Li, Yulin ; Wang, Zijun. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300826.

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2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets. (2020). Rothovius, Timo ; Piljak, Vanja ; Nikkinen, Jussi. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028318302114.

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2021On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144.

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2020The economic record of the government and sovereign bond and stock returns around national elections. (2020). , Timoplaga ; Plaga, Timo ; Eichler, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300996.

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2021Hazard stocks and expected returns. (2021). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Kassa, Haimanot ; Ferguson, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000522.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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2020Does biomass energy consumption reduce total energy CO2 emissions in the US?. (2020). Choi, Sun-Ki ; Kim, Gwanseon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:953-967.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2021Calculation of biodiversity level between different land-uses to improve conservation outcomes of biodiversity offsetting. (2021). Compere, Pierre ; Julliard, Romain ; Barre, Kevin ; Millon, Lara ; Kerbiriou, Christian . In: Land Use Policy. RePEc:eee:lauspo:v:101:y:2021:i:c:s0264837720324996.

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2020Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks. (2020). Wang, Weishen. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300190.

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2021The lead–lag relationship between Chinese mainland and Hong Kong stock markets. (2021). Lian, Feng ; Jin, Liwei ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002715.

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2020How financially integrated are trading blocs in Africa?. (2020). Bonga-Bonga, Lumengo ; Mabe, Queen Magadi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:84-94.

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2020Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?. (2020). Alhadab, Mohammad ; Ahmed, Mohamed S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:355-371.

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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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2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

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2021Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:364-383.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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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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2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19. (2021). Wei, Yunjie ; Lu, Fengbin ; Guo, Xiaochun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001057.

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2021Real estate risk measurement and early warning based on PSO-SVM. (2021). Song, Xiaobo ; Yang, Zaoli ; Chen, Mengyao ; Zhou, Wenwen. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:77:y:2021:i:c:s0038012120308387.

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2020Multiple relationships between fixed-asset investment and industrial structure evolution in China–Based on Directed Acyclic Graph (DAG) analysis and VAR model. (2020). Shu, Yumin ; Qi, Zhongying ; Yingqi, Zhong ; Wang, Rui. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:222-231.

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2020A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525.

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2020House Price Growth Interdependencies and Comovement. (2019). Soques, Daniel ; Cohen, Jeffrey ; Coughlin, Cletus. In: Working Papers. RePEc:fip:fedlwp:2019-028.

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2020Does Financial Integration Enhance Economic Growth in China?. (2020). Vo, Duc ; Ho, Chi Minh. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:65-:d:398370.

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2020An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:226-:d:419895.

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2020On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market. (2020). Sulieman, Hana ; Chu, Jeffrey ; Chan, Stephen ; Zhang, Yuanyuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:8-:d:304875.

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2020A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

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2021Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio. (2021). Pola, Gianni ; delle Foglie, Andrea. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:484-:d:655579.

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2021The Spillover of Inflation among the G7 Countries. (2021). Sohag, Kazi ; Husain, Humaira ; Tiwari, Aviral Kumar ; Istiak, Khandokar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:392-:d:619209.

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2021Micro-Analysis of Price Spillover Effect among Regional Housing Submarkets in Korea: Evidence from the Seoul Metropolitan Area. (2021). Seo, Wonseok ; Kim, Leeyoung. In: Land. RePEc:gam:jlands:v:10:y:2021:i:8:p:879-:d:618967.

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2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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2021CONDITIONAL CORRELATIONS AND PRINCIPAL REGRESSION ANALYSIS FOR FUTURES. (2020). Benichou, Raphael ; Karami, Armine ; Bouchaud, Jean-Philippe ; Benzaquen, Michael. In: Post-Print. RePEc:hal:journl:hal-02567501.

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2020CONDITIONAL CORRELATIONS AND PRINCIPAL REGRESSION ANALYSIS FOR FUTURES. (2020). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Working Papers. RePEc:hal:wpaper:hal-02567501.

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2020Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index. (2020). Zhang, Chi ; Wan, Xiaole ; Meng, Qingchun. In: Complexity. RePEc:hin:complx:7195494.

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2020EQUITY MARKET INTEGRATION AND DIVERSIFICATION: EVIDENCE FROM EMERGING AND DEVELOPED COUNTRIES. (2020). Setaputra, Robert ; Rim, Hong. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:51-59.

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2020Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises. (2020). Ozturk, Hakki ; Yuksel, Asli ; Erol, Umit. In: Global Business and Economics Review. RePEc:ids:gbusec:v:23:y:2020:i:1:p:23-49.

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2020Brent Prices and Its Impact on Financial Markets of BRIC Nations. (2020). Kumar, Narayanan Krishna. In: International Journal of Business and Economics. RePEc:ijb:journl:v:19:y:2020:i:1:p:91-108.

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2021Analyzing the Dynamics Between Macroeconomic Variables and the Stock Indexes of Emerging Markets, Using Non-linear Methods. (2021). Alsarayrh, Abeer ; Al-Majali, Ahmad ; Alqaralleh, Huthaifa. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:193-204.

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2020Flight-to-quality in the stock–bond return relation: a regime-switching copula approach. (2020). Tachibana, Minoru. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00361-5.

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2020Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8.

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2021Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Giambona, Erasmo ; Giaccotto, Carmelo ; Zhao, Yanhui. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09750-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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2021Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4.

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2020Measuring price discovery in the European wheat market using the partial cointegration approach. (2020). von Cramon-Taubadel, Stephan ; Herwartz, Helmut ; Vollmer, Teresa. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:47:y:2020:i:3:p:1173-1200..

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2020Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets. (2020). Chirila, Ciprian. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xx:y:2020:i:2:p:2-11.

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More than 100 citations found, this list is not complete...

Works by Jian Yang:


YearTitleTypeCited
2000THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION In: Journal of Agricultural and Applied Economics.
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article12
2000The Law of One Price: Developed and Developing Country Market Integration.(2000) In: Journal of Agricultural and Applied Economics.
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This paper has another version. Agregated cites: 12
article
1999PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics.
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article22
1999Price Discovery in Wheat Futures Markets.(1999) In: Journal of Agricultural and Applied Economics.
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This paper has another version. Agregated cites: 22
article
1999Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application In: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada.
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paper19
2001Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters.
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article
2002ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers.
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paper13
2003Asset storability and hedging effectiveness in commodity futures markets.(2003) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 13
article
2002THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers.
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paper38
2003The informational role of commodity prices in formulating monetary policy: a reexamination.(2003) In: Economics Letters.
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This paper has another version. Agregated cites: 38
article
2018Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions In: Papers.
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paper0
2001CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES In: Contemporary Economic Policy.
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article4
2003Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis In: The Financial Review.
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article36
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
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article2
2009Out?of?Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review.
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article0
2012Extreme Correlation of Stock and Bond Futures Markets: International Evidence In: The Financial Review.
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article9
2003European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting.
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article5
2005Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting.
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article12
2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science.
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article36
2012U.S. Monetary Policy Surprises and Mortgage Rates In: Real Estate Economics.
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article0
2003Price and Volatility Transmission in International Wheat Futures In: Annals of Economics and Finance.
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article19
2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
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article22
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2013Fiscal deficits and mean reversion in real exchange rates In: Economics Letters.
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article0
2008Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics.
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article26
2008Contagion around the October 1987 stock market crash In: European Journal of Operational Research.
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article25
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
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article5
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
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article49
2018Conditional co-skewness and safe-haven currencies: A regime switching approach In: Journal of Empirical Finance.
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article4
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
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article23
2005International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money.
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article23
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
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article20
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 20
paper
2008Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance.
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article18
2009The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance.
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article68
2016Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance.
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article11
2003The structure of interdependence in international stock markets In: Journal of International Money and Finance.
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article174
2007Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests In: Journal of International Money and Finance.
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article23
2004On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article11
2014The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal.
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article5
2017Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal.
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article5
2005Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article15
2018Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics.
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article11
2006Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers.
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paper1
2010Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence In: Management Science.
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article18
2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science.
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article18
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
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article35
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
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This paper has another version. Agregated cites: 35
paper
2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
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article9
2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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article13
2012Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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article37
2013Time-Varying Risk-Return Trade-off in the Stock Market In: Journal of Money, Credit and Banking.
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article9
2003Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis In: Emerging Markets Finance and Trade.
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article8
2004The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry.
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article14
2003Financial crisis and African stock market integration In: Applied Economics Letters.
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article27
2004The informational role of open interest in futures markets In: Applied Economics Letters.
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article5
2001Impact of interest rate swaps on corporate capital structure: an empirical investigation In: Applied Financial Economics.
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article2
2003Stock market integration and financial crises: the case of Asia In: Applied Financial Economics.
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article96
2005European public real estate market integration In: Applied Financial Economics.
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article11
2005Government bond market linkages: evidence from Europe In: Applied Financial Economics.
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article8
2006Information transmission between Eurocurrency and domestic interest rates: evidence from the UK In: Applied Financial Economics.
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article2
2007Causal linkages between US and Eurodollar interest rates: further evidence In: Applied Economics.
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article3
1998Market efficiency of US grain markets: Application of cointegration tests In: Agribusiness.
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article1
2000The wealth effect of swap usage in the food processing industry In: Agribusiness.
[Citation analysis]
article0
2001Asset storability and price discovery in commodity futures markets: A new look In: Journal of Futures Markets.
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article81
2006Central bank communications and equity ETFs In: Journal of Futures Markets.
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article2
2008Realized volatility and correlation in energy futures markets In: Journal of Futures Markets.
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article36
2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
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article37
2012Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China In: Journal of Futures Markets.
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article66
2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets.
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article3
2019Institutional quality and sovereign credit default swap spreads In: Journal of Futures Markets.
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team