Yang Hou : Citation Profile

Are you Yang Hou?

University of Waikato


H index


i10 index









   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 %)


   Permalink: http://citec.repec.org/pho666
   Updated: 2024-01-16    RAS profile: 2019-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Shah, Attaullah (2)

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, Germany3

Recent works citing Yang Hou (2024 and 2023)

YearTitle of citing document
2023Dissecting 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

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.

Full description at Econpapers || Download paper

2023Can 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

2023Board 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

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.

Full description at Econpapers || Download paper

2023Global Financial Crisis: A critical study on Role of Auditor’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

2023Multiobjective 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:

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team