Hong Miao

Colorado State University, Fort Collins - Department of Finance & Real Estate

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 21,232

SSRN RANKINGS

Top 21,232

in Total Papers Downloads

2,283

SSRN CITATIONS
Rank 23,553

SSRN RANKINGS

Top 23,553

in Total Papers Citations

9

CROSSREF CITATIONS

22

Scholarly Papers (16)

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 34, 980-1001, 2014
Number of pages: 27 Posted: 01 Sep 2011 Last Revised: 11 Feb 2018
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 366 (81,528)

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Macroeconomic News, Jumps, Index Futures, Trading Strategy

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 36, 980-1001, 2014
Number of pages: 27 Posted: 15 Sep 2011 Last Revised: 11 Feb 2018
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 215 (144,053)
Citation 3

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Macroeconomic News, Jumps, Index Futures, Trading Strategy

2.
Downloads 482 ( 59,192)
Citation 2

Investment Timing Under Regime Switching

International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Number of pages: 35 Posted: 20 Feb 2007 Last Revised: 10 Feb 2018
Robert J. Elliott, Hong Miao and Jin Yu
University of Calgary - Haskayne School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and Vienna Graduate School of Finance (VGSF)
Downloads 399 (73,738)
Citation 3

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Investment Timing, Real Option, Regime Switching

Investment Timing Under Regime Switching

International Journal of Theoretical and Applied Finance, Vol. 12, No. 4, pp. 443-463, 2009
Number of pages: 21 Posted: 16 Apr 2010 Last Revised: 09 Feb 2013
Robert J. Elliott, Hong Miao and Yu Jin
University of Calgary - Haskayne School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of New South Wales (UNSW)
Downloads 83 (306,652)

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Regime Switching, Real Option, Investment Timing

3.

General Equilibrium Asset Pricing Under Regime Switching

Communications on Stochastic Analysis, 2, 2008.
Number of pages: 26 Posted: 18 Mar 2007 Last Revised: 10 Feb 2018
Robert J. Elliott, Hong Miao and Jin Yu
University of Calgary - Haskayne School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and Vienna Graduate School of Finance (VGSF)
Downloads 271 (114,460)

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General Equilibrium, Representative Agent, Utility Function, Regime Switching, Stochastic Discount Factor, Equity Premium Puzzle

4.

Jumps in Oil Prices: The Role of Economic News

Energy Journal, 34, 2013.
Number of pages: 32 Posted: 23 Aug 2012 Last Revised: 10 Feb 2018
John Elder, Hong Miao and Sanjay Ramchander
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 195 (158,379)
Citation 3

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oil, jumps, macroeconomic announcements

5.

Price Discovery in Crude Oil Futures

Energy Economics, 46, 2014.
Number of pages: 34 Posted: 18 Sep 2014 Last Revised: 10 Feb 2018
John Elder, Hong Miao and Sanjay Ramchander
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 134 (218,062)
Citation 1

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Crude Oil Futures, WTI, Brent, Information Sharing, Inventory Level, Spread

6.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018
Number of pages: 39 Posted: 30 Jul 2014 Last Revised: 11 Feb 2018
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Downloads 110 (252,732)

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Distance to Default, Default Prediction

7.

Risk-Shifting, Equity Risk, and the Distress Puzzle

Journal of Corporate Finance, Vol. 44, April, 2017
Number of pages: 34 Posted: 24 Nov 2015 Last Revised: 16 Oct 2019
Keming Li, Jimmy Lockwood and Hong Miao
Texas A&M University (TAMU) - San Antonio, Southern Illinois University at Carbondale - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 106 (259,364)

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Financial Distress; Bankruptcy; Risk-Shifting; Credit Spread

8.

The Informational Role of Options Prices in China

Number of pages: 37 Posted: 08 Mar 2018 Last Revised: 16 Oct 2019
Southern Illinois University at Carbondale - Department of Finance, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Independent
Downloads 73 (327,607)

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SSE 50 ETF options, implied volatility, information leadership share

9.

Fractional Differencing in Discrete Time

Quantitative Finance, 13, 2013.
Number of pages: 27 Posted: 27 Jul 2011 Last Revised: 10 Feb 2018
John Elder, Robert J. Elliott and Hong Miao
Colorado State University, University of Calgary - Haskayne School of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 72 (330,110)

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Fractional Difference, Discrete Time, Metal Futures, Long Memory

10.

Losers and Prospectors in Short-Term Options

Number of pages: 44 Posted: 12 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Southern Mississippi - College of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 69 (337,917)

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Prospectors, Losers, Prospect Theory, Short-term Options

11.

Examination on the Flow Characteristic of Crude Oil: Evidence from the Risk-Neutral Moments

Energy Economics, Vol. 54, 2016
Number of pages: 38 Posted: 14 Feb 2015 Last Revised: 10 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Downloads 66 (346,013)
Citation 1

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Risk-Neutral Moments, Crude Oil Futures, Returns, Volatility

12.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018
Number of pages: 39 Posted: 30 May 2017 Last Revised: 11 Feb 2018
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Downloads 65 (348,749)

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Default Prediction, Distance to Default, Implied Cost of Capital, Implied Volatility

13.

Price Responsiveness and Stock - Flow Distinctions in Commodities

Journal of Futures Markets, 35, 2015.
Number of pages: 43 Posted: 27 Jul 2011 Last Revised: 10 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Southern Mississippi - College of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 57 (372,470)

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Stock-Flow, Macroeconomic News, Metal Futures

Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Vol. 39, Issue 4, pp. 701-741, 2011
Number of pages: 41 Posted: 16 Nov 2011
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 2 (681,431)
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Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Forthcoming
Posted: 31 Aug 2010 Last Revised: 15 Sep 2011
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo

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return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies

15.

The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility

Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2015). The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility. Journal of Forecasting, 34(3), 177-190.
Posted: 20 Apr 2015
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

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risk-neutral moments; crude oil futures options; implied volatility

16.

The Response of Bond Prices to Insurer Ratings Changes

Miao, H., Ramchander, S., & Wang, T. (2014). The Response of Bond Prices to Insurer Ratings Changes. The Geneva Papers on Risk and Insurance-Issues and Practice, 39(2), 389-413.
Posted: 20 Apr 2015 Last Revised: 20 Oct 2015
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

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insurer ratings changes; ratings agency; bond price impact; event study