Details about Yang Hu
Access statistics for papers by Yang Hu.
Last updated 2024-07-13. Update your information in the RePEc Author Service.
Short-id: phu666
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Working Papers
2020
- Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic
Working Papers in Economics, University of Waikato View citations (70)
See also Journal Article Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic, Finance Research Letters, Elsevier (2021) View citations (48) (2021)
2019
- Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective
Working Papers in Economics, University of Waikato View citations (1)
2017
- Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s
Working Papers in Economics, University of Waikato 
See also Journal Article Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s, Journal of the Japanese and International Economies, Elsevier (2018) View citations (6) (2018)
- Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?
Working Papers in Economics, University of Waikato View citations (2)
See also Journal Article Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?, Economics Letters, Elsevier (2018) View citations (12) (2018)
- Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test
Working Papers in Economics, University of Waikato View citations (2)
- Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes
Working Papers in Economics, University of Waikato View citations (5)
2016
- Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries
Working Papers in Economics, University of Waikato
- Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level
Working Papers in Economics, University of Waikato 
See also Journal Article Bubbles in US regional house prices: evidence from house price–income ratios at the State level, Applied Economics, Taylor & Francis Journals (2018) View citations (17) (2018)
- Exuberance, Bubbles or Froth? Some Historical Results using Long Run House Price Data for Amsterdam, Norway and Paris
Working Papers in Economics, University of Waikato View citations (6)
Journal Articles
2024
- Bitcoin forks: What drives the branches?
Research in International Business and Finance, 2024, 69, (C) View citations (1)
- Connectedness and co-movement between dirty energy, clean energy and global COVOL
Finance Research Letters, 2024, 63, (C)
- Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots
Research in International Business and Finance, 2024, 70, (PA)
- Fintech and corporate risk-taking: Evidence from China
Finance Research Letters, 2024, 64, (C) View citations (1)
- Fintech, bank diversification and liquidity: Evidence from China
Research in International Business and Finance, 2024, 67, (PA) View citations (4)
- Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
International Review of Financial Analysis, 2024, 93, (C) View citations (2)
- Green bonds and traditional and emerging investments: Understanding connectedness during crises
The North American Journal of Economics and Finance, 2024, 72, (C)
- Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
Journal of Financial Stability, 2024, 71, (C) View citations (3)
- Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation
Research in International Business and Finance, 2024, 70, (PA) View citations (1)
- Seeking a shock haven: Hedging extreme upward oil price changes
International Review of Financial Analysis, 2024, 94, (C) View citations (1)
- Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Journal of Behavioral and Experimental Finance, 2024, 41, (C) View citations (2)
- The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Research in International Business and Finance, 2024, 68, (C) View citations (2)
2023
- A review of Phillips‐type right‐tailed unit root bubble detection tests
Journal of Economic Surveys, 2023, 37, (1), 141-158 View citations (1)
- Do financial innovations influence bank performance? Evidence from China
Studies in Economics and Finance, 2023, 41, (2), 241-267
- Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications
Finance Research Letters, 2023, 58, (PB) View citations (1)
- Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Energy Economics, 2023, 125, (C) View citations (9)
- Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach
Finance Research Letters, 2023, 58, (PD) View citations (1)
- Volatility connectedness between global COVOL and major international volatility indices
Finance Research Letters, 2023, 56, (C) View citations (5)
2022
- Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
Finance Research Letters, 2022, 45, (C) View citations (21)
- Did COVID-19 tourism sector supports alleviate investor fear?
Annals of Tourism Research, 2022, 95, (C) View citations (12)
- Financial contagion among COVID-19 concept-related stocks in China
Applied Economics, 2022, 54, (21), 2439-2452 View citations (13)
- Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?
Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (9)
- The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters
International Review of Financial Analysis, 2022, 80, (C) View citations (3)
- The growth of oil futures in China: Evidence of market maturity through global crises
Energy Economics, 2022, 114, (C) View citations (7)
- The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
Research in International Business and Finance, 2022, 59, (C) View citations (19)
- We Reddit in a Forum: The Influence of Message Boards on Firm Stability
Review of Corporate Finance, 2022, 2, (1), 151-190 View citations (12)
2021
- An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
Energy Economics, 2021, 104, (C) View citations (25)
- Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
Finance Research Letters, 2021, 38, (C) View citations (48)
See also Working Paper Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic, Working Papers in Economics (2020) View citations (70) (2020)
- Does blockchain patent-development influence Bitcoin risk?
Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (11)
- Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
International Review of Economics & Finance, 2021, 71, (C), 55-81 View citations (62)
- Volatility spillovers during market supply shocks: The case of negative oil prices
Resources Policy, 2021, 74, (C) View citations (22)
2020
- Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
Economics Letters, 2020, 194, (C) View citations (118)
- The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry
International Review of Financial Analysis, 2020, 72, (C) View citations (45)
- What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?
International Review of Financial Analysis, 2020, 72, (C) View citations (21)
2018
- Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s
Journal of the Japanese and International Economies, 2018, 50, (C), 89-95 View citations (6)
See also Working Paper Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s, Working Papers in Economics (2017) (2017)
- Bubbles in US regional house prices: evidence from house price–income ratios at the State level
Applied Economics, 2018, 50, (29), 3196-3229 View citations (17)
See also Working Paper Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level, Working Papers in Economics (2016) (2016)
- Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?
Economics Letters, 2018, 162, (C), 131-134 View citations (12)
See also Working Paper Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?, Working Papers in Economics (2017) View citations (2) (2017)
2017
- Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
Economic Modelling, 2017, 64, (C), 419-442 View citations (23)
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