Jot Yau

Seattle University

901 12th Avenue

Seattle, WA 98122

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 16,058

SSRN RANKINGS

Top 16,058

in Total Papers Downloads

3,286

SSRN CITATIONS
Rank 19,293

SSRN RANKINGS

Top 19,293

in Total Papers Citations

5

CROSSREF CITATIONS

43

Scholarly Papers (15)

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
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 747 (36,147)
Citation 2

Abstract:

Loading...

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
University of Missouri at Saint Louis - College of Business Administration, affiliation not provided to SSRN and Seattle University
Downloads 592 (49,320)
Citation 1

Abstract:

Loading...

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
Texas State University - San Marcos, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 402 (79,529)
Citation 6

Abstract:

Loading...

4.

Do Credit Default Swaps Predict Currency Values?

Applied Financial Economics, Forthcoming
Number of pages: 44 Posted: 01 Nov 2009
University of Missouri at St. Louis - College of Business Administration, Seattle University and University of Missouri at Saint Louis - College of Business Administration
Downloads 371 (87,290)

Abstract:

Loading...

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
Texas State University - San Marcos, University of Texas at Austin, University of Texas at Austin - College of Engineering and Seattle University
Downloads 335 (97,986)

Abstract:

Loading...

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 263 (127,132)

Abstract:

Loading...

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
University of Missouri at Saint Louis - College of Business Administration, Seattle University and University of Missouri at St. Louis - College of Business Administration
Downloads 208 (159,934)

Abstract:

Loading...

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
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University
Downloads 136 (230,664)

Abstract:

Loading...

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
Barclays Capital, George Mason University - Department of Finance and Seattle University
Downloads 123 (249,206)

Abstract:

Loading...

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 83 (324,545)
Citation 1

Abstract:

Loading...

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

11.

Financing Alternatives for Chinese Small and Medium Enterprises: The Case for a Small and Medium Enterprise Stock Market

China & World Economy, Vol. 15, No. 1, pp. 26-42, January-February 2007
Number of pages: 17 Posted: 30 Aug 2007
Hung-Gay Fung, Wilson Liu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, James Madison University - College of Business and Seattle University
Downloads 24 (541,352)
Citation 1
  • Add to Cart

Abstract:

Loading...

12.

Predominant Sources and Contributors of Influential Business Ethics Research: Evidence and Implications from a Threshold Citation Analysis

Business Ethics: A European Review, Vol. 22, Issue 3, pp. 263-276, 2013
Number of pages: 14 Posted: 04 Jun 2013
Kam C. Chan, Hung-Gay Fung and Jot Yau
Pace University, University of Missouri at Saint Louis - College of Business Administration and Seattle University
Downloads 1 (707,004)
  • Add to Cart

Abstract:

Loading...

13.

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

China & World Economy, Vol. 20, Issue 3, pp. 107-122, 2012
Number of pages: 16 Posted: 03 Jun 2012
Hung-Gay Fung and Jot Yau
University of Missouri at Saint Louis - College of Business Administration and Seattle University
Downloads 1 (707,004)
  • Add to Cart

Abstract:

Loading...

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

14.

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

Posted: 02 Sep 2012
George Mason University - Department of Finance, Barclays Capital and Seattle University

Abstract:

Loading...

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

15.

Global Hedge Funds: Risk, Return, and Market Timing

Posted: 26 Mar 2003
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University

Abstract:

Loading...

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