Access Statistics for Yang Hou
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging | 0 | 0 | 1 | 18 | 1 | 1 | 5 | 11 |
| Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash | 0 | 1 | 5 | 67 | 3 | 11 | 38 | 84 |
| Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets | 0 | 0 | 0 | 34 | 1 | 2 | 5 | 16 |
| Total Working Papers | 0 | 1 | 6 | 119 | 5 | 14 | 48 | 111 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Corporate governance and default prediction: a reality test | 0 | 1 | 1 | 1 | 0 | 2 | 6 | 6 |
| Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches | 0 | 0 | 2 | 19 | 1 | 1 | 3 | 72 |
| Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach | 0 | 0 | 4 | 19 | 1 | 1 | 11 | 86 |
| Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data | 1 | 4 | 5 | 33 | 2 | 6 | 8 | 114 |
| The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns | 0 | 2 | 2 | 14 | 0 | 3 | 6 | 80 |
| Volatility behaviour of stock index futures in China: a bivariate GARCH approach | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 15 |
| Total Journal Articles | 1 | 7 | 14 | 90 | 4 | 13 | 34 | 373 |
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