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


Statistics updated 2019-10-05