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Information transmission between Eurocurrency and domestic interest rates : evidence from the UK

Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685

Persistent link: https://www.econbiz.de/10003334979

Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence

Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154

Persistent link: https://www.econbiz.de/10003854572

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

Extreme correlation of stock and bond futures markets : international evidence

Chui, Chin Man; Yang, Jian - In: The financial review : the official publication of the … 47 (2012) 3, pp. 565-587

Persistent link: https://www.econbiz.de/10009577033

The relationship between stock returns and volatility in international stock markets

Li, Qi; Yang, Jian; Hsiao, Cheng; Chang, Young-jae - In: Journal of empirical finance 12 (2005) 5, pp. 650-665

Persistent link: https://www.econbiz.de/10003190360

Modeling stock volatility with trading information

Li, Huirong; Yang, Jian - 1999

Persistent link: https://www.econbiz.de/10001455778

Examining intraday returns with buy/sell information

Lin, Shinn-juh; Yang, Jian - In: Applied financial economics 13 (2003) 6, pp. 447-461

Persistent link: https://www.econbiz.de/10001770761

Price jump risk in the US housing market

Webb, Robert I.; Yang, Jian; Zhang, Jin - In: The journal of real estate finance and economics 53 (2016) 1, pp. 29-49

Persistent link: https://www.econbiz.de/10011647445

Intraday price discovery and volatility transmission in stock index and stock index futures markets : evidence from China

Yang, Jian; Yang, Zihui; Zhou, Yinggang - In: The journal of futures markets 32 (2012) 2, pp. 99-121

Persistent link: https://www.econbiz.de/10009426543

Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets : Evidence from China

Yang, Jian - 2011

Using high-frequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a drastic falling immediately after the stock index...

Persistent link: https://www.econbiz.de/10013132298