Jot Yau

Seattle University

901 12th Avenue

Seattle, WA 98122

United States

  • Seattle University

SCHOLARLY PAPERS

12

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3,823

SSRN CITATIONS
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SSRN RANKINGS

Top 29,201

in Total Papers Citations

8

CROSSREF CITATIONS

32

Scholarly Papers (12)

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1.

Are the U.S. Stock Market and Credit Default Swap Market Related? Evidence from the CDX Indices

Journal of Alternative Investments, Summer 2008
Number of pages: 47 Posted: 07 Jul 2008 Last Revised: 02 Nov 2009
Hung-Gay Fung, Gregory E Sierra, Jot Yau and Gaiyan Zhang
University of Missouri at Saint Louis - College of Business Administration, Southern Illinois University Edwardsville, Seattle University and University of Missouri at St. Louis - College of Business Administration
Downloads 914 (50,488)
Citation 7

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credit default swap (CDS) index, information efficiency, price discovery

2.

The Chinese Offshore Renminbi-Denominated Bonds: Dim Sum Bonds

Number of pages: 24 Posted: 10 Jun 2012
Hung-Gay Fung, Derrick Tzau and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, affiliation not provided to SSRN and Seattle University
Downloads 671 (76,128)
Citation 2

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RMB internationalization, dim sum bonds, off-shore RMB-denominated bonds

3.

Optimal Hedge Fund Allocation with Asymmetric Preferences and Distributions

Number of pages: 45 Posted: 04 May 2006
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 459 (121,780)
Citation 7

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4.

Do Credit Default Swaps Predict Currency Values?

Applied Financial Economics, Forthcoming
Number of pages: 44 Posted: 01 Nov 2009
Gaiyan Zhang, Jot Yau and Hung-Gay Fung
University of Missouri at St. Louis - College of Business Administration, Seattle University and University of Missouri at Saint Louis - College of Business Administration
Downloads 420 (135,051)

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Credit default Swaps, foreign exchange rates, lead-lag relationship, carry trade

5.

Optimizing Benchmark-Based Portfolios with Hedge Funds

Number of pages: 41 Posted: 24 May 2007
Ivilina Popova, Elmira Popova, David Morton and Jot Yau
Texas State University, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 387 (148,334)

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6.

The Chinese Offshore Renminbi Currency and Bond Markets: The Role of Hong Kong

China and World Economy, Vol. 20, No. 3, 2012, 107-122
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 12 Jun 2012
Hung-Gay Fung and Jot Yau
University of Missouri at Saint Louis - College of Business Administration and Seattle University
Downloads 298 (196,628)

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dim sum bonds, FDI, offshore market, reserve currency, RMB

7.

Market Impediments, Trade, and Foreign Direct Investment: Evidence from China's Round-Tripping

Number of pages: 43 Posted: 20 Mar 2007
Hung-Gay Fung, Jot Yau and Gaiyan Zhang
University of Missouri at Saint Louis - College of Business Administration, Seattle University and University of Missouri at St. Louis - College of Business Administration
Downloads 247 (237,687)
Citation 1

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Trade flows, foreign direct investment, round-tripping, regulatory arbitrage

8.

Advances in International Investments: Traditional and Alternative Approaches

H. Fung, X. Xu, J. Yau, ADVANCES IN INTERNATIONAL INVESTMENTS: TRADITIONAL AND ALTERNATIVE APPROACHES, World Scientific, 2008
Number of pages: 2 Posted: 09 Sep 2009 Last Revised: 19 Sep 2009
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University
Downloads 159 (355,459)

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Global Investment, Traditional and Alternative Investments, Equity Investments, Fixed Income Investments, Portfolio Management, Derivatives, Risk Management

9.

Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysisi

Review of Futures Markets, July 2012, p. 141-177
Number of pages: 48 Posted: 05 Sep 2012
C. Johan Bjursell, George H. K. Wang and Jot Yau
Barclays Capital, George Mason University - Department of Finance and Seattle University
Downloads 158 (357,373)

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10.

Effects of Sovereign Risk on Duration: Evidence from European and Latin American Sovereign Bond Markets

Number of pages: 51 Posted: 02 Sep 2012
Hei Wai Lee, Yan Alice Xie and Jot Yau
University of Michigan at Dearborn - School of Management, University of Michigan at Dearborn and Seattle University
Downloads 110 (473,559)

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Sovereign risk, Duration; Sovereign yield spreads, European and Latin American sovereign bonds, Global financial crisis

11.

Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysis

Posted: 02 Sep 2012
George H. K. Wang, C. Johan Bjursell and Jot Yau
George Mason University - Department of Finance, Barclays Capital and Seattle University

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Transaction Tax, Trading volume, Bid-Ask spread, Price Volatility, Futures Markets

12.

Global Hedge Funds: Risk, Return, and Market Timing

Posted: 26 Mar 2003
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University

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Alternative Investments: Hedge funds, Performance Measurement and evaluation: Performance measurement