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Do futures lead price discover in electronic foreign exchange markets?

Cabrera, Juan; Wang, T'ao; Yang, Jian - In: The journal of futures markets 29 (2009) 2, pp. 137-156

Persistent link: https://www.econbiz.de/10003831068

Nonlinearity, data-snooping, and stock index ETF return predictability

Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507

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Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check

Cabrera, Juan; Wang, Tao; Yang, Jian - In: Journal of Real Estate Research 33 (2011) 4, pp. 565-594

This paper examines short-horizon return predictability of ten largest international securitized real estate markets, with special attention paid to exploring possible nonlinearity-in-mean as well as nonlinearity-in-variance predictability. Although international securitized real estate returns...

Persistent link: https://www.econbiz.de/10009401208

Linear and nonlinear predictability of international securitized real estate returns : a reality check

Cabrera, Juan; Wang, T'ao; Yang, Jianke - In: The journal of real estate research 33 (2011) 4, pp. 565-594

Persistent link: https://www.econbiz.de/10009491970

Realized volatility and correlation in energy futures markets

Wang, T'ao; Wu, Jingtao; Yang, Jian - In: The journal of futures markets 28 (2008) 10, pp. 993-1011

Persistent link: https://www.econbiz.de/10003769949

US monetary policy surprises and currency futures markets : a new look

Wang, T'ao; Yang, Jian; Simpson, Marc W. - In: The financial review : the official publication of the … 43 (2008) 4, pp. 509-541

Persistent link: https://www.econbiz.de/10003773691

Out-of-sample predictability in international equity markets : a model selection approach

Xiaojing Su; Wang, T'ao; Yang, Jian - In: The financial review : the official publication of the … 44 (2009) 4, pp. 559-582

Persistent link: https://www.econbiz.de/10003899949

Nonlinearity and intraday efficiency tests on energy futures markets

Wang, T'ao; Yang, Jian - In: Energy economics 32 (2010) 2, pp. 496-503

Persistent link: https://www.econbiz.de/10003954659

Central bank communications and equity ETFs

Wang, Tao; Yang, Jian; Wu, Jingtao - In: The journal of futures markets 26 (2006) 10, pp. 959-995

Persistent link: https://www.econbiz.de/10003391973

Price discovery in chinese agricultural futures markets : A comprehensive look

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