John Hua Fan

Griffith University - Department of Accounting, Finance and Economics

Brisbane, Queensland 4111

Australia

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 40,033

SSRN RANKINGS

Top 40,033

in Total Papers Downloads

1,122

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

The Untold Story of Commodity Futures in China

Journal of Futures Markets, Forthcoming
Number of pages: 69 Posted: 21 Feb 2018 Last Revised: 26 Jan 2020
John Hua Fan and Tingxi Zhang
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 418 (71,972)
Citation 3

Abstract:

Loading...

China; Commodity futures; Position limits; Margins; Price discovery; Momentum; Term structure; Hedging pressure; Liquidity; Diversification

2.

Speculative Pressure

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 02 Dec 2018 Last Revised: 02 Dec 2019
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Cass Business School, City University of London and Audencia Nantes School of Management
Downloads 319 (98,092)

Abstract:

Loading...

Speculative Pressure, Futures Markets, Risk Premium, Pricing

3.

No More Excuses! Performance of ESG Integrated Portfolios in Australia

Number of pages: 54 Posted: 05 Mar 2018 Last Revised: 03 Dec 2019
Darren D. Lee, John Hua Fan and Victor Wong
ESG Research Services Australia, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 159 (193,414)
Citation 1

Abstract:

Loading...

Australia; ESG; SRI; Portfolio management; Diversification risk; Sector analysis

4.

Sustainable Factor Investing: Where Doing Well Meets Doing Good

Number of pages: 50 Posted: 18 Apr 2019 Last Revised: 06 Nov 2019
John Hua Fan and Lachlan Michalski
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 115 (249,685)
Citation 1

Abstract:

Loading...

ESG integration; Size; Momentum; Quality; Crash risk

5.

Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach

Number of pages: 32 Posted: 25 Oct 2018 Last Revised: 23 Feb 2019
Robert J. Bianchi, John Hua Fan and Neda Todorova
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 49 (406,169)
Citation 1

Abstract:

Loading...

Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion

6.

Internationalization of Futures Markets: Lessons from China

Number of pages: 49 Posted: 15 Nov 2019 Last Revised: 05 Feb 2020
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 31 (480,051)

Abstract:

Loading...

China; Futures markets; Internationalization; Market quality; PTA; Iron ore

7.

The ‘Necessary Evil’ in Chinese Commodity Markets

Number of pages: 52 Posted: 06 Oct 2019
John Hua Fan, Di Mo and Tingxi Zhang
Griffith University - Department of Accounting, Finance and Economics, RMIT University and Griffith University - Department of Accounting, Finance and Economics
Downloads 24 (517,586)

Abstract:

Loading...

China, Commodity markets, Speculators, Volatility, Co-movement, Correlation

8.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 6 (631,574)

Abstract:

Loading...

Momentum, Commodity Futures, Anomaly, Limits to Arbitrage, Investor Sentiment

9.

Investable Commodity Premia in China

Number of pages: 53
Robert J. Bianchi, John Hua Fan and Tingxi Zhang
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 1

Abstract:

Loading...

China, Commodity Futures, Momentum, Carry, Capacity, Investability

10.

Estimation and Performance Evaluation of Optimal Hedge Ratios in the Carbo Market of the European Union Emissions Trading Scheme

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
John Hua Fan, Eduardo Roca and Alexandr Akimov
Griffith University - Department of Accounting, Finance and Economics, Griffith University and Griffith University - Department of Accounting, Finance and Economics

Abstract:

Loading...

carbon market, CO2, conditional hedge ratio, hedging, emissions trading, risk management