Jian Yang : Citation Profile

Are you Jian Yang?

University of Colorado Denver

25

H index

47

i10 index

1756

Citations

RESEARCH PRODUCTION:

71

Articles

8

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 76
   Journals where Jian Yang has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 40 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya30
   Updated: 2024-01-16    RAS profile: 2022-08-06    
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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 (23)

Masih, Abul (15)

Piljak, Vanja (13)

Asongu, Simplice (13)

lucey, brian (12)

Syriopoulos, Theodore (12)

Tiwari, Aviral (11)

Hamori, Shigeyuki (11)

SYRIOPOULOS, THEODOROS (11)

Papadamou, Stephanos (10)

Cites to:

Johansen, Soren (41)

Bessler, David (32)

Diebold, Francis (24)

Pesaran, Mohammad (21)

Stulz, René (17)

Engle, Robert (17)

Li, Qi (17)

Sims, Christopher (17)

Campbell, John (15)

Bollerslev, Tim (15)

Yilmaz, Kamil (14)

Main data

Where Jian Yang has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Journal of Banking & Finance4
Applied Economics Letters4
The Financial Review4
Pacific-Basin Finance Journal3
Journal of Empirical Finance3
The Journal of Real Estate Finance and Economics2
Economics Letters2
Agribusiness2
Journal of Agricultural and Applied Economics2
Journal of Business Finance & Accounting2
Journal of International Money and Finance2
Journal of Agricultural and Applied Economics2
European Journal of Operational Research2

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 (2024 and 2023)

YearTitle of citing document
2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117.

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2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826.

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2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

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2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

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2023Informational 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.

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2023Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

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2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

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2023Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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2023.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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2023Spillover effect among independent carbon markets: evidence from China’s carbon markets. (2023). Liang, Weijuan ; Yan, Yaxue ; Zhang, Xiaoling ; Wang, Banban. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-022-09431-2.

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2023Neural 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.

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2023Do Preferred REITs Have Portfolio Enhancement Attributes? An Empirical Investigation. (2023). Guirguis, Hany ; Anderson, Randy I ; Loviscek, Anthony L. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09873-x.

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2023Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4.

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2023Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Econometric connectedness as a measure of urban influence: evidence from Maine. (2023). Gabe, Todd ; Bharadwaj, Lakshya. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00353-9.

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2023Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9.

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2023Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1.

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2023COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6.

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2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

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2023Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959.

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2023.

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2023Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

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2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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2023COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272.

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2023Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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Works by Jian Yang:

YearTitleTypeCited
2000THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article13
2000The Law of One Price: Developed and Developing Country Market Integration.(2000) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
1999PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article22
1999Price Discovery in Wheat Futures Markets.(1999) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]		paper24
2001Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2002ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers.
[Full Text][Citation analysis]		paper16
2003Asset storability and hedging effectiveness in commodity futures markets.(2003) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2002THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers.
[Full Text][Citation analysis]		paper46
2003The informational role of commodity prices in formulating monetary policy: a reexamination.(2003) In: Economics Letters.
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This paper has nother version. Agregated cites: 46		article
2018Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions In: Papers.
[Full Text][Citation analysis]		paper0
2001CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article5
2003Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis In: The Financial Review.
[Full Text][Citation analysis]		article40
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
[Full Text][Citation analysis]		article4
2009Out?of?Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review.
[Full Text][Citation analysis]		article0
2012Extreme Correlation of Stock and Bond Futures Markets: International Evidence In: The Financial Review.
[Full Text][Citation analysis]		article12
2003European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article45
2005Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article44
2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science.
[Full Text][Citation analysis]		article44
2012U.S. Monetary Policy Surprises and Mortgage Rates In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2003Price and Volatility Transmission in International Wheat Futures In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article22
2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article25
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2013Fiscal deficits and mean reversion in real exchange rates In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2008Contagion around the October 1987 stock market crash In: European Journal of Operational Research.
[Full Text][Citation analysis]		article35
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article64
2018Conditional co-skewness and safe-haven currencies: A regime switching approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2021Housing market spillovers through the lens of transaction volume: A new spillover index approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article28
2005International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2008Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2009The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article86
2016Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2003The structure of interdependence in international stock markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article189
2007Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article27
2004On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article12
2014The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2017Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2019Chinas financial network with international spillovers: A first look In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2005Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article18
2018Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article21
2006Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers.
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2010Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence In: Management Science.
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2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science.
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2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
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2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
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2006The emerging market crisis and stock market linkages: further evidence.(2006) In: Journal of Applied Econometrics.
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2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
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2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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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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2013Time-Varying Risk-Return Trade-off in the Stock Market In: Journal of Money, Credit and Banking.
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2013Time?Varying Risk–Return Trade?off in the Stock Market.(2013) In: Journal of Money, Credit and Banking.
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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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2004The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry.
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2003Financial crisis and African stock market integration In: Applied Economics Letters.
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2004The informational role of open interest in futures markets In: Applied Economics Letters.
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2001Impact of interest rate swaps on corporate capital structure: an empirical investigation In: Applied Financial Economics.
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2003Stock market integration and financial crises: the case of Asia In: Applied Financial Economics.
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2005European public real estate market integration In: Applied Financial Economics.
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2005Government bond market linkages: evidence from Europe In: Applied Financial Economics.
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2006Information transmission between Eurocurrency and domestic interest rates: evidence from the UK In: Applied Financial Economics.
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2007Causal linkages between US and Eurodollar interest rates: further evidence In: Applied Economics.
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1998Market efficiency of US grain markets: Application of cointegration tests In: Agribusiness.
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2000The wealth effect of swap usage in the food processing industry In: Agribusiness.
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2001Asset storability and price discovery in commodity futures markets: A new look In: Journal of Futures Markets.
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2006Central bank communications and equity ETFs In: Journal of Futures Markets.
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2008Realized volatility and correlation in energy futures markets In: Journal of Futures Markets.
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2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
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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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2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets.
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2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
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2019Institutional quality and sovereign credit default swap spreads In: Journal of Futures Markets.
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2020Return and volatility transmission between Chinas and international crude oil futures markets: A first look In: Journal of Futures Markets.
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2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
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