Details about Yang Hou

Access statistics for papers by Yang Hou.

Last updated 2019-05-08. Update your information in the RePEc Author Service.

Short-id: pho666

Working Papers

2017

1. On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging
   MPRA Paper, University Library of Munich, Germany
2. Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash
   MPRA Paper, University Library of Munich, Germany View citations (1)
3. Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. Corporate governance and default prediction: a reality test
   Applied Economics, 2019, 51, (24), 2669-2686 View citations (25)

2017

2. The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
   Cogent Economics & Finance, 2017, 5, (1), 1389675 View citations (3)

2016

3. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach
   Economic Modelling, 2016, 52, (PB), 884-897 View citations (27)

2015

4. Volatility behaviour of stock index futures in China: a bivariate GARCH approach
   Studies in Economics and Finance, 2015, 32, (1), 128-154 View citations (4)

2014

5. The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns
   International Review of Economics & Finance, 2014, 33, (C), 319-337 View citations (21)

2013

6. Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
   Pacific-Basin Finance Journal, 2013, 24, (C), 109-131 View citations (14)
7. Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data
   Asia-Pacific Financial Markets, 2013, 20, (1), 49-70 View citations (24)