Jian Yang : Citation Profile


Are you Jian Yang?

University of Colorado Denver

19

H index

33

i10 index

1022

Citations

RESEARCH PRODUCTION:

63

Articles

8

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 51
   Journals where Jian Yang has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 31 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya30
   Updated: 2019-05-18    RAS profile: 2018-12-11    
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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 (15)

Syriopoulos, Theodore (12)

Piljak, Vanja (10)

Asongu, Simplice (10)

Hamori, Shigeyuki (9)

Ibarra, Raul (7)

Hernandez, Manuel (7)

Ji, Qiang (7)

Masih, Abul (7)

Nasir, Muhammad (7)

Cites to:

Johansen, Soren (30)

Bessler, David (27)

Li, Qi (20)

Pesaran, M (17)

Campbell, John (16)

Granger, Clive (16)

Sims, Christopher (16)

Diebold, Francis (13)

Fama, Eugene (13)

French, Kenneth (13)

Lettau, Martin (13)

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
The Financial Review4
Journal of Banking & Finance4
The Journal of Real Estate Finance and Economics3
Journal of Agricultural and Applied Economics2
Journal of Agricultural and Applied Economics2
Journal of International Money and Finance2
Management Science2
Journal of Business Finance & Accounting2
European Journal of Operational Research2
Economics Letters2
Agribusiness2
Pacific-Basin Finance Journal2

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 (2018 and 2017)


YearTitle of citing document
2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2017Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study. (2017). Apperson, George P. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258210.

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2018Price volatility trends and price transmission for major staples in India. (2018). Mittal, S ; Subash, SP ; Hariharan, V K. In: Agricultural Economics Research Review. RePEc:ags:aerrae:274827.

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2017Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Ermak, M ; Maitah, M ; Malec, K. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276061.

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2017Price discovery in the European wheat market. (2017). Vollmer, Teresa ; von Cramon-Taubadel, Stephan. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261135.

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2018Dynamic price discovery in the European wheat market based on the concept of partial cointegration. (2018). Vollmer, T ; von Cramon-Taubadel, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276031.

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2017U.S. milled rice markets and integration across regions and types. (2017). Kim, Man-Keun ; Yu, Edward T ; Tejeda, Hernan. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266408.

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2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

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2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner. (2017). Elik, Ufuk ; Baarir, Aatay . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:45-54.

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2018The transmission of liquidity shocks via Chinas segmented money market: evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David J ; Bessler, David A. In: Papers. RePEc:arx:papers:1811.08949.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2017The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Sun, Licheng ; Najand, Mohammad ; Meng, Liang . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2018Formation of Market Beliefs in the Oil Market. (2018). Anatolyev, Stanislav ; Selezneva, Veronika . In: CERGE-EI Working Papers. RePEc:cer:papers:wp619.

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2018Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy. (2018). Ilbasmis, Metin ; Zhao, Yuan ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7015.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2018Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7518.

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2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices. (2019). Pereira, Der ; Ferreira, Paulo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00642.

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2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

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2018Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate. (2018). Rahman, Sisili ; Farah, Tazrina ; Das, Biplab. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-11.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017Dealing with small sample bias in post-crisis samples. (2017). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2017Stocks and bonds during the gold standard. (2017). le Bris, David ; Rezaee, Amir. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:119-122.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2017Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. (2017). Hanke, Michael ; Weissensteiner, Alex ; Schief, Wolfgang ; Penev, Spiridon. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:510-523.

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2018On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David A ; Huang, Wei ; Lai, Pei-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2017Determinants of price discovery in the VIX futures market. (2017). Chen, Yu-Lun ; Tsai, Wei-Che. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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2018Investment and profitability versus value and momentum: The price of residual risk. (2018). Li, Yuming. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:1-10.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2018Relative spread and price discovery. (2018). Aldrich, Eric M ; Lee, Seung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:81-98.

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2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Asymmetric volatility spillovers between crude oil and international financial markets. (2018). Wang, Xunxiao ; Wu, Chongfeng. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:592-604.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Jose Luis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2019Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh. (2019). Pan, Xiongfeng ; Han, Cuicui ; Uddin, Md Kamal. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:456-464.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2017Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27.

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2017On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment. (2017). Han, Jianlei ; Pan, Zheyao. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:115-131.

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2017A note on modeling world equity markets with nonsynchronous data. (2017). Resnick, Bruce G ; Shoesmith, Gary L. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:125-132.

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2018The transmission of liquidity shocks via Chinas segmented money market: Evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David J ; Bessler, David A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:110-126.

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2019Intraday effects of the currency market. (2019). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:65-77.

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2019The Brexit vote and currency markets. (2019). Dao, Thong M ; Urquhart, Andrew ; McGroarty, Frank. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2018Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2017The Ethiopian Commodity Exchange and spatial price dispersion. (2017). Andersson, Camilla ; Mannberg, Andrea ; Bezabih, Mintewab . In: Food Policy. RePEc:eee:jfpoli:v:66:y:2017:i:c:p:1-11.

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2018Measurement error in residential property valuation: An application of forecast combination. (2018). GLENNON, DENNIS ; Mayock, Tom ; Kiefer, Hua. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:1-29.

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2017International volatility risk and Chinese stock return predictability. (2017). Jiang, Fuwei ; Chen, Jian ; Tu, Jun ; Liu, Yangshu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:183-203.

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2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

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2019Credit default swaps as indicators of bank financial distress. (2019). Avino, Davide E ; Cotter, John ; Conlon, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Algieri, Bernardina ; Leccadito, Arturo . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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2017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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2018The impact of avian influenza on the Korean egg market: Who benefited?. (2018). Reed, Michael ; Ho, Jun ; Kim, Soo-Eun. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:151-165.

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2018China–Africa financial markets linkages: Volatility and interdependence. (2018). Ahmed, Abdullahi D ; Huo, Rui. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1140-1164.

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2017A historical perspective of the informational content of commodity futures. (2017). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:135-150.

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2017Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

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2017Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover. (2017). Yang, Dongxiao ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:13-26.

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2018Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Alhashel, Bader S ; Hansz, Andrew J ; Almudhaf, Fahad W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor?. (2018). Ferreira, Paulo ; Correia, Jose ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:680-687.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2017Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

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2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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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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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: 10
article
1999PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics.
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article14
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: 14
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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paper13
2001Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 13
article
2002ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers.
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paper9
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: 9
article
2002THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers.
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paper31
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: 31
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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article30
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
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article1
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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article7
2003European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting.
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article35
2005Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting.
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article25
2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science.
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article28
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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article16
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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article15
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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article22
2008Contagion around the October 1987 stock market crash In: European Journal of Operational Research.
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article21
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
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article4
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
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article36
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
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article16
2005International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money.
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article19
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
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article15
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: 15
paper
2008Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance.
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article15
2009The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance.
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article55
2016Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance.
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article3
2003The structure of interdependence in international stock markets In: Journal of International Money and Finance.
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article151
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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article19
2004On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article10
2014The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal.
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article3
2017Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article1
2005Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article12
2018Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics.
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article1
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence In: Working Papers.
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paper4
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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article12
2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science.
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article10
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
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article29
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
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article5
2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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article9
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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article25
2016Price Jump Risk in the US Housing Market In: The Journal of Real Estate Finance and Economics.
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article0
2013Time‐Varying Risk–Return Trade‐off in the Stock Market In: Journal of Money, Credit and Banking.
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article7
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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article6
2004The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry.
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article13
2003Financial crisis and African stock market integration In: Applied Economics Letters.
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article20
2004The informational role of open interest in futures markets In: Applied Economics Letters.
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article4
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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article75
2005European public real estate market integration In: Applied Financial Economics.
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article9
2005Government bond market linkages: evidence from Europe In: Applied Financial Economics.
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article7
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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article2
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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article54
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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article27
2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
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article15
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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article39
2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets.
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article0
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets 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, 4 2019. Contact: CitEc Team