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Yang, Jian's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,631 |
Total
Citations
203 |
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1.
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Yang, Jian
University of Colorado Denver - The Business School Kolari, James W.
Texas A&M University (TAMU) - Department of Finance Min, Insik
Texas A&M University
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854
(11,895)
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18
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Asian financial crisis, cointegration, emerging stock markets, generalized impulse response analysis
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2.
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Yang, Jian
University of Colorado Denver - The Business School Bessler, David
Texas A&M University, College Station - Department of Agricultural Economics Leatham, David J.
Texas A&M University (TAMU) - Department of Agricultural Economics
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750
(14,460)
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12
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Asset storability, Price discovery, Cointegration, Cost-of-carry
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3.
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Wang, Tao
City University of New York (CUNY) - Department of Economics Wu, Jingtao
Iowa State University Yang, Jian
University of Colorado Denver - The Business School
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598
(20,041)
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5
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Realized volatility and correlation, oil and natural gas, long-memory, OPEC
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4.
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Yang, Jian
University of Colorado Denver - The Business School Davis, George C.
Texas A&M University (TAMU) - Department of Agricultural Economics Leatham, David J.
Texas A&M University (TAMU) - Department of Agricultural Economics
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526
(23,879)
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interest rate swaps, capital structure, tax incentive of hedging
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5.
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Yang, Jian
University of Colorado Denver - The Business School
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446
(29,634)
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10
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6.
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Li, Qi
Texas A&M University (TAMU) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School Hsiao, Cheng
University of Southern California - Department of Economics Chang, Young-Jae
Inje University - Department of Business Administration
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375
(36,885)
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9
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risk-return tradeoff, GARCH, semiparametric estimation
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7.
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Yang, Jian
University of Colorado Denver - The Business School Bessler, David
Texas A&M University, College Station - Department of Agricultural Economics
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367
(37,874)
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1
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International stock markets, stock market crash, historical decomposition, directed acyclic graphs
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8.
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Yang, Jian
University of Colorado Denver - The Business School Bessler, David
Texas A&M University, College Station - Department of Agricultural Economics
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362
(38,477)
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6
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Stock index futures, Error correction model, Impulse response analysis, Forecast error variance decomposition, Directed acyclic graphs
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9.
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Wang, Zijun
Texas A&M University
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351
(40,116)
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10
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Stock-bond correlation, Business cycle, Asymmetry, Smooth transition, GARCH
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10.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Savickas, Robert
George Washington University - School of Business - Department of Finance Yang, Jian
University of Colorado Denver - The Business School
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331
(42,948)
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18
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CAPM, ICAPM, Fama and French Three Factors, Stock Market Return Predictability, Realized Volatility, and GARCH, Value Premium
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11.
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Bessler, David
Texas A&M University, College Station - Department of Agricultural Economics Yang, Jian
University of Colorado Denver - The Business School
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319
(44,823)
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28
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International stock markets, Cointegration, Forecast error variance decomposition, Directed acyclic graphs
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12.
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Yang, Jian
University of Colorado Denver - The Business School Min, Insik
Texas A&M University Li, Qi
Texas A&M University (TAMU) - Department of Economics
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285
(51,149)
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15
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market integration, European stock markets, EMU, generalized impulse response
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13.
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The Emerging Market Crisis and Stock Market Linkages: Further Evidence
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Versions (2)
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Hsiao, Cheng
University of Southern California - Department of Economics Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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18 Aug 05
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Last Revised:
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31 May 06
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281
(51,969)
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6
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Yang, Jian
University of Colorado Denver - The Business School Wang, Zijun
Texas A&M University Hsiao, Cheng
University of Southern California - Department of Economics Li, Qi
Texas A&M University (TAMU) - Department of Economics
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0
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market linkages, emerging stock markets, generalized impulse response analysis, generalized forecast error variance decomposition, rolling VAR analysis
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Hsiao, Cheng
University of Southern California - Department of Economics Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School
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281
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6
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Market linkages, emerging stock markets, generalized impulse response analysis, generalized forecast error variance decomposition, rolling VAR analysis
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14.
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Yang, Zihui
Sun Yat Sen University - Lingnan College
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11 Dec 10
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Last Revised:
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25 Jan 11
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252
(58,733)
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1
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Chinese Stock Index Futures Market, Intraday, Recursive Cointegration Analysis, Multivariate GARCH
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15.
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Yang, Jian
University of Colorado Denver - The Business School Leatham, David J.
Texas A&M University (TAMU) - Department of Agricultural Economics
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227
(65,643)
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1
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Currency convertibility, China foreign exchange market, Cointegration, Information Asymmetry
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16.
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Wang, Zijun
Texas A&M University
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21 May 08
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Last Revised:
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13 Apr 11
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206
(72,597)
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3
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regime-switching, conditional co-skewness, intertemporal asset pricing, stock and bond co-movements
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17.
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Cabrera, Juan
City University of New York (CUNY) - Department of Economics Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School
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193
(77,457)
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1
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price discovery, electronic trading, foreign exchange markets, spot and futures, E-mini
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18.
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Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School Li, Qi
Texas A&M University (TAMU) - Department of Economics
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191
(78,218)
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4
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interest rate linkages, Granger causality, forecasting evaluation, contemporaneous correlation, directed acyclic graphs
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19.
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong
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| Posted: |
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12 Oct 10
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Last Revised:
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25 Dec 12
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178
(83,641)
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1
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20.
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Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School
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170
(87,432)
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energy futures, intraday, nonlinear models, martingale, technical trading rule
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21.
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Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School Wu, Jingtao
Iowa State University
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160
(92,373)
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4
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monetary policy, two-factor model, asymmetry, ETF
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22.
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Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School Simpson, Marc William
Northern Illinois University
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| Posted: |
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05 Feb 08
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Last Revised:
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09 Apr 08
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156
(94,519)
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7
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monetary policy, FOMC statements, asymmetry, currency futures
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23.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School
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| Posted: |
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08 Aug 06
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Last Revised:
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29 Oct 12
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150
(97,929)
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3
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Habit Formation, Time-Varying Risk Aversion, Countercyclical Sharpe Ratio, Limited Stock Market Participation, Illiquidity Premium, ICAPM, Conditional CAPM, Nonparametric and Semiparametric Models
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24.
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Extreme Correlation of Stock and Bond Futures Markets: International Evidence
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Versions (2)
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hide multiple versions |
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Chui, Chin Man
Xiamen University - Institute for Financial and Accounting Studies Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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02 Sep 11
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Last Revised:
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07 Jul 12
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143
(102,098)
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Chui, Chin Man
Xiamen University - Institute for Financial and Accounting Studies Yang, Jian
University of Colorado Denver - The Business School
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1
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stock–bond extreme correlation, futures, copula, macroeconomic news, stock market uncertainty
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Chui, Chin Man
Xiamen University - Institute for Financial and Accounting Studies Yang, Jian
University of Colorado Denver - The Business School
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02 Sep 11
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Last Revised:
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26 Sep 11
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142
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stock-bond extreme correlation, futures, copula, macroeconomic news, stock market uncertainty
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25.
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Jansen, Dennis W.
Texas A&M University (TAMU) - Department of Economics Li, Qi
Texas A&M University (TAMU) - Department of Economics Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School
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136
(106,521)
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4
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fiscal deficits, monetary policy, stock market, semiparametric estimation
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26.
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Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Leung, Wai Kin
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
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Posted:
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01 Aug 10
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Last Revised:
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29 Aug 12
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128
(111,991)
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2
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Leung, Wai Kin
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
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0
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CMBS, REITs, Dynamic conditional correlation, Macroeconomic variables
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Yang, Jian
University of Colorado Denver - The Business School Zhou, Yinggang
The Chinese University of Hong Kong Leung, Wai Kin
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
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128
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2
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CMBS, REITs, Dynamic Conditional Correlation, Macroeconomic Variables
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27.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Savickas, Robert
George Washington University - School of Business - Department of Finance Yang, Jian
University of Colorado Denver - The Business School
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119
(118,818)
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17
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ICAPM, value premium, stock return predictability, realized variance, and GARCH
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28.
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Yang, Jian
University of Colorado Denver - The Business School Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University
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101
(134,244)
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4
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Inflation transmission, directed acyclic graphs, forecast error variance decomposition, recursive estimation, impulse responses
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29.
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Yang, Jian
University of Colorado Denver - The Business School Su, Xiaojing
affiliation not provided to SSRN Kolari, James W.
Texas A&M University (TAMU) - Department of Finance
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| Posted: |
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20 Aug 07
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Last Revised:
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19 Oct 11
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80
(156,298)
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2
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Euro exchange rates, martingale, nonlinear models, technical trading rule, forecasting evaluation
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30.
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Hao, Xiangchao
Nankai University - School of Economics Shi, Jing
Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics Yang, Jian
University of Colorado Denver - The Business School
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52
(196,945)
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bank-firm relationship, bank’s credit quality, political connections, initial public offerings, commercial banks
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31.
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U.S. Monetary Policy Surprises and Mortgage Rates
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Versions (1)
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Xu, Tracy
University of Denver Han, Yufeng
University of Colorado at Denver - Business School Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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01 Dec 10
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Last Revised:
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15 Apr 11
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45
(209,726)
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Xu, Tracy
University of Denver Han, Yufeng
University of Colorado at Denver - Business School Yang, Jian
University of Colorado Denver - The Business School
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| Posted: |
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01 Dec 10
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Last Revised:
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15 Apr 11
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45
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32.
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U.S. Monetary Policy Surprises and International Securitized Real Estate Markets
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Show Abstracts |
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Versions (1)
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hide multiple versions |
Export Bibliographic Info |
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Xu, Tracy
University of Denver Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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18 Oct 09
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Last Revised:
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22 Oct 09
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42
(215,747)
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Xu, Tracy
University of Denver Yang, Jian
University of Colorado Denver - The Business School
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42
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monetary policy, FOMC statements, asymmetry, securitized real estate markets, two-factor empirical specification
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33.
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Bessler, David
Texas A&M University, College Station - Department of Agricultural Economics Yang, Jian
University of Colorado Denver - The Business School Wongcharupan, Metha
USDA Forest Service
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28
(248,877)
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2
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34.
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Yang, Jian
University of Colorado Denver - The Business School Balyeat, R. Brian
Xavier University - Department of Finance Leatham, David J.
Texas A&M University (TAMU) - Department of Agricultural Economics
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25
(258,101)
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9
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35.
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Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Su, Xiaojing
affiliation not provided to SSRN Tao, Wang
affiliation not provided to SSRN Yang, Jian
University of Colorado Denver - The Business School
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Posted:
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22 Jun 09
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Last Revised:
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14 Oct 09
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4
(328,029)
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Su, Xiaojing
affiliation not provided to SSRN Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School
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2
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Su, Xiaojing
affiliation not provided to SSRN Tao, Wang
affiliation not provided to SSRN Yang, Jian
University of Colorado Denver - The Business School
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2
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international stock markets, model selection, economic criteria, nonparametric models, forecasting
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36.
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Xu, Pisun
affiliation not provided to SSRN Han, Yufeng
University of Colorado at Denver Yang, Jian
University of Colorado Denver - The Business School
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0
(349,213)
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37.
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Wang, Tao
City University of New York (CUNY) - Department of Economics Yang, Jian
University of Colorado Denver - The Business School Simpson, Marc William
Northern Illinois University
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monetary policy, FOMC statements, asymmetry, currency futures
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