John Hua Fan

Griffith University - Department of Accounting, Finance and Economics

Brisbane, Queensland 4111

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 49,171

SSRN RANKINGS

Top 49,171

in Total Papers Downloads

808

CITATIONS

3

Scholarly Papers (7)

1.

Demystifying Commodity Futures in China

Number of pages: 56 Posted: 21 Feb 2018 Last Revised: 02 Jun 2019
John Hua Fan and Tingxi Zhang
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 311 (96,456)
Citation 2

Abstract:

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China, commodity futures, speculation, position limits, margins, price discovery, momentum, term structure, hedging pressure, liquidity, diversification

2.

Speculative Pressure

Number of pages: 41 Posted: 02 Dec 2018 Last Revised: 14 Aug 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 190 (158,365)

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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
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 125 (224,914)
Citation 1

Abstract:

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Sustainability, Environmental Social and Governance (ESG), ESG Integration, Corporate Social Performance, Corporate Financial Performance, Australian evidence, Socially Responsible Investing, ASSET4 ESG Ratings, ESG Best of Sector

4.

The ESG/CFP Relation: Australian Evidence

Number of pages: 54 Posted: 05 Mar 2018
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 76 (312,933)

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Sustainability, Investments, Portfolios Analysis, Risk, Environmental, Social and Governance (ESG), ESG Integration, Corporate Social Performance, Corporate Financial Performance, Australian evidence, Socially Responsible Investing, ASSET4 ESG Ratings, ESG Best of Sector

5.

Sustainable Factor Investing: Where Doing Well Meets Doing Good

Number of pages: 47 Posted: 18 Apr 2019 Last Revised: 15 Jun 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 68 (332,922)

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Environment, Social, Governance, Size, Value, Momentum, Quality, MinVolatility

6.

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 38 (430,484)

Abstract:

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

7.

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