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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
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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
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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
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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
Persistent link: https://www.econbiz.de/10003897177
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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
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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