John Hua Fan

Griffith University - Department of Accounting, Finance and Economics

Brisbane, Queensland 4111

Australia

SCHOLARLY PAPERS

10

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CROSSREF CITATIONS

3

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 535 (57,505)
Citation 3

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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 Business School
Downloads 375 (88,326)

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Speculative Pressure, Futures Markets, Risk Premium, Pricing

3.

No More Excuses! Performance of ESG-Integrated Portfolios in Australia

Accounting & Finance, forthcoming
Number of pages: 59 Posted: 05 Mar 2018 Last Revised: 05 Jun 2020
Darren Lee, John Hua Fan and Victor Wong
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 221 (154,425)

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

4.

Sustainable factor investing: Where doing well meets doing good

International Review of Economics & Finance, Forthcoming
Number of pages: 53 Posted: 18 Apr 2019 Last Revised: 04 Aug 2020
John Hua Fan and Lachlan Michalski
Griffith University - Department of Accounting, Finance and Economics and University of Queensland - Faculty of Business, Economics and Law
Downloads 176 (190,211)
Citation 1

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ESG integration; Size; Momentum; Quality; Crash risk

5.

Investable Commodity Premia in China

Number of pages: 54 Posted: 25 Feb 2020 Last Revised: 20 May 2020
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 77 (346,351)
Citation 1

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

6.

Internationalization of Futures Markets: Lessons from China

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 54 Posted: 15 Nov 2019 Last Revised: 08 Sep 2020
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 70 (365,237)
Citation 1

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

7.

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 61 (392,242)
Citation 2

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

8.

The ‘Necessary Evil’ in Chinese Commodity Markets

Number of pages: 52 Posted: 06 Oct 2019 Last Revised: 29 May 2020
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 47 (441,544)

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

9.

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 40 (470,321)

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

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

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