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

Working Papers

2020

1. 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 (50) (2021)

2019

2. 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

3. 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)
4. 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)
5. 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)
6. Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes
   Working Papers in Economics, University of Waikato View citations (5)

2016

7. Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries
   Working Papers in Economics, University of Waikato
8. 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)
9. 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

1. Bitcoin forks: What drives the branches?
   Research in International Business and Finance, 2024, 69, (C) View citations (1)
2. Connectedness and co-movement between dirty energy, clean energy and global COVOL
   Finance Research Letters, 2024, 63, (C)
3. Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots
   Research in International Business and Finance, 2024, 70, (PA)
4. Fintech and corporate risk-taking: Evidence from China
   Finance Research Letters, 2024, 64, (C) View citations (1)
5. Fintech, bank diversification and liquidity: Evidence from China
   Research in International Business and Finance, 2024, 67, (PA) View citations (5)
6. 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)
7. Green bonds and traditional and emerging investments: Understanding connectedness during crises
   The North American Journal of Economics and Finance, 2024, 72, (C)
8. Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
   Journal of Financial Stability, 2024, 71, (C) View citations (3)
9. 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)
10. Seeking a shock haven: Hedging extreme upward oil price changes
    International Review of Financial Analysis, 2024, 94, (C) View citations (1)
11. 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)
12. 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

13. A review of Phillips‐type right‐tailed unit root bubble detection tests
    Journal of Economic Surveys, 2023, 37, (1), 141-158 View citations (1)
14. Do financial innovations influence bank performance? Evidence from China
    Studies in Economics and Finance, 2023, 41, (2), 241-267
15. Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications
    Finance Research Letters, 2023, 58, (PB) View citations (3)
16. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
    Energy Economics, 2023, 125, (C) View citations (9)
17. Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach
    Finance Research Letters, 2023, 58, (PD) View citations (1)
18. Volatility connectedness between global COVOL and major international volatility indices
    Finance Research Letters, 2023, 56, (C) View citations (5)

2022

19. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) View citations (24)
20. Did COVID-19 tourism sector supports alleviate investor fear?
    Annals of Tourism Research, 2022, 95, (C) View citations (12)
21. Financial contagion among COVID-19 concept-related stocks in China
    Applied Economics, 2022, 54, (21), 2439-2452 View citations (14)
22. 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)
23. 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)
24. The growth of oil futures in China: Evidence of market maturity through global crises
    Energy Economics, 2022, 114, (C) View citations (7)
25. 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)
26. 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

27. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
    Energy Economics, 2021, 104, (C) View citations (25)
28. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
    Finance Research Letters, 2021, 38, (C) View citations (50)
    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)
29. Does blockchain patent-development influence Bitcoin risk?
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (11)
30. 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 (65)
31. Volatility spillovers during market supply shocks: The case of negative oil prices
    Resources Policy, 2021, 74, (C) View citations (22)

2020

32. Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
    Economics Letters, 2020, 194, (C) View citations (125)
33. 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 (46)
34. 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 (22)

2018

35. 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)
36. 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)
37. 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

38. 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)