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 | 0 | 20 | 2 | 2 | 8 | 37 |
| Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash | 0 | 0 | 1 | 79 | 5 | 11 | 53 | 248 |
| Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets | 0 | 0 | 0 | 37 | 1 | 1 | 7 | 59 |
| Total Working Papers | 0 | 0 | 1 | 136 | 8 | 14 | 68 | 344 |
| 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 | 0 | 0 | 5 | 1 | 1 | 8 | 35 |
| Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches | 0 | 0 | 0 | 26 | 0 | 2 | 18 | 122 |
| Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach | 0 | 0 | 1 | 26 | 2 | 6 | 33 | 165 |
| Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data | 0 | 1 | 3 | 45 | 3 | 7 | 19 | 172 |
| The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets | 0 | 0 | 1 | 1 | 1 | 1 | 19 | 36 |
| The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns | 0 | 0 | 1 | 22 | 3 | 6 | 30 | 157 |
| Volatility behaviour of stock index futures in China: a bivariate GARCH approach | 0 | 0 | 0 | 7 | 0 | 1 | 4 | 33 |
| Total Journal Articles | 0 | 1 | 6 | 132 | 10 | 24 | 131 | 720 |
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