Jian Hua

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

17 Lexington Avenue

New York, NY 10010

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 38,660

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Top 38,660

in Total Papers Downloads

1,127

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

The Impact of the Extreme Events on Commodity Market Volatility

Number of pages: 31 Posted: 16 Feb 2009
Jian Hua and Peter Went
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and CLS Bank International
Downloads 221 (139,539)

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Commodity markets, Outliers, Asset Pricing, Risk Management, Time series, Volatility Forecasts

2.

Predicting Inflation Without Running Predictive Regressions

Number of pages: 33 Posted: 12 Mar 2014
Jian Hua and Liuren Wu
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 190 (160,811)

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Inflation rates; Taylor rule; predictive regressions; time-varying risk premium

3.

Option Implied Volatilities and Corporate Bond Yields: A Dynamic Factor Approach

Number of pages: 44 Posted: 09 Oct 2010 Last Revised: 27 Sep 2013
Jian Hua
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 179 (169,671)
Citation 1

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Term Structure, Credit Spread, Option Implied Volatility, Factor Model, Nelson-Siegel Curve, Price Discovery

4.

Resiliency and Stock Returns

Baruch College Zicklin School of Business Research Paper No. 2018-08-02
Number of pages: 74 Posted: 18 Aug 2018 Last Revised: 15 Feb 2019
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and Fairfield University
Downloads 154 (193,201)
Citation 1

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Stock Returns, Resiliency, Liquidity, Price Discovery, Asset Pricing

5.

Order Integration and the Dynamic Behavior of Security Prices

Number of pages: 47 Posted: 12 Mar 2014 Last Revised: 18 Mar 2016
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and TraderEx LLC
Downloads 121 (233,929)

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stock return distribution, tail thickness, excess kurtosis, mixture of distributions, time-varying volatility

6.

Large Shocks and Commodity Market Volatility

Number of pages: 30 Posted: 19 Mar 2010
Jian Hua and Peter Went
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and CLS Bank International
Downloads 111 (249,030)
Citation 1

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Commodity markets, Volatility, Outliers, News, Risk Management, Time series

7.

Forecasting the Return Distribution Using High-Frequency Volatility Measures

Journal of Banking and Finance, Vol. 37, No. 11, 2013
Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 22 Sep 2013
Jian Hua and Sebastiano Manzan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 106 (257,215)
Citation 2

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Realized Volatility, Quantile Regression, Density Forecast, Value-at-Risk

8.

From Theory to Application: Using Simulation to Better Understand Price Determination in a Non-Frictionless Equity Market

Number of pages: 35 Posted: 14 Nov 2016
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and TraderEx LLC
Downloads 45 (409,706)

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simulation analysis, stock return distribution, tail thickness, excess kurtosis, mixture of distributions, market structure, call auctions, continuous trading

9.

Forecasting Yield Curves with Survey Information

JOURNAL OF PORTFOLIO MANAGEMENT, Spring 2012, pages 149-163, https://doi.org/10.3905/jpm.2012.38.3.149
Posted: 21 May 2019
Jack Clark Francis and Jian Hua
Zicklin School of Business, Baruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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Yield curve, professional economic forecasters, interest rate forecast