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 0 2 4 10
Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash 0 0 6 66 3 8 38 73
Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets 0 0 0 34 1 3 4 14
Total Working Papers 0 0 7 118 4 13 46 97


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 0 1 4 4 4
Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches 0 1 2 19 0 1 2 71
Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach 1 1 7 19 3 4 13 85
Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data 0 1 1 29 1 2 2 108
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 0 0 12 1 2 4 77
Volatility behaviour of stock index futures in China: a bivariate GARCH approach 0 0 0 4 0 0 0 15
Total Journal Articles 1 3 10 83 6 13 25 360


Statistics updated 2019-07-03