Mo Yang

School of Finance, Dongbei University of Finance and Economics

China

  • School of Finance, Dongbei University of Finance and Economics

SCHOLARLY PAPERS

4

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258

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Time-Frequency Analysis of Dynamic Financial Connectedness: A New Approach With Bayesian Time-Varying Vector Autoregressions

Number of pages: 48 Posted: 18 Nov 2021 Last Revised: 13 Jan 2022
Yongjian Lyu, Zaichao Du, Heling Yi and Mo Yang
Southwestern University of Finance and Economics (SWUFE), Fudan, Southwestern University of Finance and Economics (SWUFE) and School of Finance, Dongbei University of Finance and Economics
Downloads 87 (440,071)

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Financial connectedness, frequency domain, Bayesian vector autoregression with time-varying hierarchical structure

2.

Not All Market Participants Are Alike When Facing Crisis: Evidence from the 2015 Chinese Stock Market Turbulence

Number of pages: 46 Posted: 28 Jan 2022
Cong Sui, Nan Chen and Mo Yang
Collaborative Innovation Center for Transport Studies, School of Maritime Economics and Management, Dalian Maritime University, The Chinese University of Hong Kong (CUHK) and School of Finance, Dongbei University of Finance and Economics
Downloads 65 (518,091)

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Fire sales, heterogeneous responses, market participants, redemption pressure.

3.

Revisiting the Role of Economic Uncertainty in Oil Price Fluctuations: Evidence from a New Time-Varying Oil Market Model

Economic Modelling, Forthcoming
Number of pages: 47 Posted: 07 Dec 2020 Last Revised: 28 Jan 2022
Yongjian Lyu, Heling Yi, Yu Wei and Mo Yang
Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE), Southwest Jiaotong University - School of Economics & Management and School of Finance, Dongbei University of Finance and Economics
Downloads 58 (547,916)
Citation 1

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Economic uncertainty; Time-varying forecast error variance decomposition; Nonlinear causality; Crude oil market

4.

Does Time-Space Compression Affect Analysts’ Forecast Performance?

Chen, K., Guo, W., Jiang, L., Xiong, X., & Yang, M. (2022). Does time-space compression affect analyst forecast performance?. Research in International Business and Finance, 62, 101719.
Number of pages: 21 Posted: 05 May 2021 Last Revised: 26 Aug 2022
Kejing Chen, Wenqi Guo, Lin Jiang, Xiong Xiong and Mo Yang
Dongbei University of Finance & Economics, University of Leeds, Dongbei University of Finance and Economics, College of Management and Economics and China Center for Social Computing and Analytics and School of Finance, Dongbei University of Finance and Economics
Downloads 48 (595,889)

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High-speed railway connections; Analyst forecast performance; Site visits; Information asymmetry; Stock recommendation