Citation profile for Yang Hou

Yang Hou : Citation Profile

University of Waikato

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 14
   Journals where Yang Hou has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 4 (4.3 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho666
   Updated: 2024-01-16    RAS profile: 2019-05-08
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Relations with other researchers

Works with:

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

Is cited by:

Shah, Attaullah (2)

Wang, Yudong (2)

Ahmed, Abdullahi (2)

Holmes, Mark (1)

Tongurai, Jittima (1)

Otranto, Edoardo (1)

Gómez-Puig, Marta (1)

Corbet, Shaen (1)

Füss, Roland (1)

Rousseau, Fabrice (1)

Jitmaneeroj, Boonlert (1)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (19)

Baillie, Richard (9)

Harvey, Campbell (9)

Johansen, Soren (8)

Brooks, Chris (7)

Jagannathan, Ravi (6)

Bekaert, Geert (6)

Park, Sung Y. (5)

Tsui, Albert (5)

Yang, Jian (5)

Main data

Where Yang Hou has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	3

Recent works citing Yang Hou (2024 and 2023)

Year	Title of citing document
2023	Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers \|\| Download paper
2023	Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527. Full description at Econpapers \|\| Download paper
2023	Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Gu, Rongbao ; Yang, Linshan ; Liu, Shengnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:44-58. Full description at Econpapers \|\| Download paper
2023	Board Characteristics and Corporate Sustainability Reporting: Evidence from Chinese Listed Companies. (2023). Ahiaku, Wilhelmina Seyome ; Ahoto, Ahotovi Thomas ; Edziah, Bless Kofi ; Kong, Yusheng ; Anyigbah, Emmanuel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3553-:d:1069097. Full description at Econpapers \|\| Download paper
2023	Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. Full description at Econpapers \|\| Download paper
2023	Global Financial Crisis: A critical study on Role of Auditorâ€™s and Stakeholder. (2023). Wadood, Fazli ; Ul, Zain ; Nadim, Muhammad ; Farooq, Palwasha ; Asghar, Fahad. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:452-458. Full description at Econpapers \|\| Download paper
2023	Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity. (2023). Zhang, Dongna ; Dai, Xingyu ; Wang, Qunwei ; Marco, Chi Keung. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2167-2196. Full description at Econpapers \|\| Download paper

Works by Yang Hou:

Year	Title	Type	Cited
2016	Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach In: Economic Modelling. [Full Text][Citation analysis]	article	21
2013	Hedging 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]	article	12
2014	The 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]	article	19
2015	Volatility behaviour of stock index futures in China: a bivariate GARCH approach In: Studies in Economics and Finance. [Full Text][Citation analysis]	article	3
2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data In: Asia-Pacific Financial Markets. [Full Text][Citation analysis]	article	20
2017	Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2017	Time-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]	paper	0
2017	On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Corporate governance and default prediction: a reality test In: Applied Economics. [Full Text][Citation analysis]	article	11
2017	The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets In: Cogent Economics & Finance. [Full Text][Citation analysis]	article	2