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Information about:
Jian Yang

Personal Details | Affiliation | Works
This is information that was supplied by Jian Yang in registering through RePEc. If you are Jian Yang , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jian
Middle Name:
Last Name: Yang
Suffix:

RePEc Short-ID: pya30

Email:
Homepage: http://www.geocities.com/jian1_yang/home.html
Postal Address: Jian Yang Department of Accounting, Finance & Information Systems Prairie View A&M University Prairie View, TX 77446
Phone: 936-857-4014

Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis. [Downloadable!]

  2. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis. [Downloadable!]

  3. Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  4. Jian Yang & Hui Guo & Zijun Wang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  5. Yang, Jian & Awokuse, Titus, 2002. "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers 15826, University of Delaware, Department of Food and Resource Economics. [Downloadable!]
    Published as:

  6. Awokuse, Titus & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics. [Downloadable!]
    Published as:

Articles

  1. Guo, Hui & Savickas, Robert & Wang, Zijun & Yang, Jian, 2009. "Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(01), pages 133-154, February. [Downloadable!]

  2. Yang, Jian & Zhou, Yinggang & Wang, Zijun, 2009. "The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 670-680, April. [Downloadable!] (restricted)

  3. Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January. [Downloadable!] (restricted)

  4. Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian, 2008. "Fiscal policy and asset markets: A semiparametric analysis," Journal of Econometrics, Elsevier, vol. 147(1), pages 141-150, November. [Downloadable!] (restricted)

  5. Tao Wang & Jian Yang & Marc W. Simpson, 2008. "U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look," The Financial Review, Eastern Finance Association, vol. 43(4), pages 509-541, November. [Downloadable!] (restricted)

  6. Yang, Jian & Su, Xiaojing & Kolari, James W., 2008. "Do Euro exchange rates follow a martingale? Some out-of-sample evidence," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 729-740, May. [Downloadable!] (restricted)

  7. Wang, Zijun & Yang, Jian & Li, Qi, 2007. "Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 86-103, February. [Downloadable!] (restricted)

  8. Jian Yang & Jaeun Shin & Moosa Khan, 2007. "Causal linkages between US and Eurodollar interest rates: further evidence," Applied Economics, Taylor and Francis Journals, vol. 39(2), pages 135-144, February. [Downloadable!] (restricted)

  9. Yang, Jian & Guo, Hui & Wang, Zijun, 2006. "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2681-2700, October. [Downloadable!] (restricted)
    Other versions:

  10. Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744. [Downloadable!]
    Other versions:

  11. Jian Yang, 2006. "Information transmission between Eurocurrency and domestic interest rates: evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 675-685, June. [Downloadable!] (restricted)

  12. Jian Yang & R. Brian Balyeat & David J. Leatham, 2005. "Futures Trading Activity and Commodity Cash Price Volatility," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 32(1-2), pages 297-323. [Downloadable!] (restricted)

  13. Jian Yang & James W. Kolari & Guozhong Zhu, 2005. "European public real estate market integration," Applied Financial Economics, Taylor and Francis Journals, vol. 15(13), pages 895-905, September. [Downloadable!] (restricted)

  14. Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December. [Downloadable!] (restricted)

  15. Jian Yang, 2005. "Government bond market linkages: evidence from Europe," Applied Financial Economics, Taylor and Francis Journals, vol. 15(9), pages 599-610, June. [Downloadable!] (restricted)

  16. Yang, Jian, 2005. "International bond market linkages: a structural VAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 39-54, January. [Downloadable!] (restricted)

  17. Wang, Zijun & Kutan, Ali M. & Yang, Jian, 2005. "Information flows within and across sectors in Chinese stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 767-780, September. [Downloadable!] (restricted)

  18. Jian Yang & David A. Bessler & Hung-Gay Fung, 2004. "The informational role of open interest in futures markets," Applied Economics Letters, Taylor and Francis Journals, vol. 11(9), pages 569-573, January. [Downloadable!] (restricted)

  19. Jian Yang & David A. Bessler, 2004. "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Oxford University Press, vol. 42(3), pages 370-386, July. [Downloadable!] (restricted)

  20. Yang, Jian & Kolari, James W. & Sutanto, Peter Wibawa, 2004. "On the stability of long-run relationships between emerging and US stock markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 233-248, July. [Downloadable!] (restricted)

  21. Jian Yang & James W. Kolari & Insik Min, 2003. "Stock market integration and financial crises: the case of Asia," Applied Financial Economics, Taylor and Francis Journals, vol. 13(7), pages 477-486, January. [Downloadable!] (restricted)

  22. David A Bessler & Jian Yang & Metha Wongcharupan, 2003. "Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs," Journal of Regional Science, Blackwell Publishing, vol. 43(1), pages 1-33. [Downloadable!] (restricted)

  23. Jian Yang & Insik Min & Qi Li, 2003. "European Stock Market Integration: Does EMU Matter?," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 30(9-10), pages 1253-1276. [Downloadable!] (restricted)

  24. Z. Wang & J. Yang & D. A. Bessler, 2003. "Financial crisis and African stock market integration," Applied Economics Letters, Taylor and Francis Journals, vol. 10(9), pages 527-533, July. [Downloadable!] (restricted)

  25. Jian Yang & Moosa M. Khan & Lucille Pointer, 2003. "Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 39(6), pages 39-53, November. [Downloadable!] (restricted)

  26. Jian Yang, 2003. "Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis," The Financial Review, Eastern Finance Association, vol. 38(4), pages 591-609, November. [Downloadable!] (restricted)

  27. Jian Yang & Titus O. Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor and Francis Journals, vol. 10(8), pages 487-491, June. [Downloadable!] (restricted)
    Other versions:

  28. Bessler, David A. & Yang, Jian, 2003. "The structure of interdependence in international stock markets," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 261-287, April. [Downloadable!] (restricted)

  29. Awokuse, Titus O. & Yang, Jian, 2003. "The informational role of commodity prices in formulating monetary policy: a reexamination," Economics Letters, Elsevier, vol. 79(2), pages 219-224, May. [Downloadable!] (restricted)
    Other versions:

  30. Yang, Jian & Davis, George C & Leatham, David J, 2001. "Impact of Interest Rate Swaps on Corporate Capital Structure: An Empirical Investigation," Applied Financial Economics, Taylor and Francis Journals, vol. 11(1), pages 75-81, February. [Downloadable!] (restricted)

  31. Jian Yang & David J. Leatham, 2001. "Currency Convertibility And Linkage Between Chinese Official And Swap Market Exchange Rates," Contemporary Economic Policy, Western Economic Association International, vol. 19(3), pages 347-359, 07. [Downloadable!] (restricted)

  32. Yang, Jian & Haigh, Michael S & Leatham, David J, 2001. "Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application," Applied Economics Letters, Taylor and Francis Journals, vol. 8(9), pages 593-98, September. [Downloadable!] (restricted)

  33. Yang, Jian & Bessler, David A. & Leatham, David J., 2000. "The Law Of One Price: Developed And Developing Country Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(03), December. [Downloadable!]

  34. Yang, Jian & Leatham, David J., 1999. "Price Discovery In Wheat Futures Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(02), August. [Downloadable!]

  35. RePEc:jaa:jagape:v:31:y:1999:i:2:p:359-70 is not listed on IDEAS

  36. RePEc:jaa:jagape:v:32:y:2000:i:3:p:429-440 is not listed on IDEAS

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2005-05-23 2006-09-16 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2005-10-29 Author is listed
  3. NEP-FIN: Finance (1) 2005-10-29 Author is listed
  4. NEP-FMK: Financial Markets (3) 2005-06-14 2005-10-29 2006-09-16 Author is listed
  5. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16 Author is listed
  6. NEP-MAC: Macroeconomics (2) 2005-05-23 2006-09-16 Author is listed
  7. NEP-MON: Monetary Economics (1) 2005-05-23 Author is listed
  8. NEP-RMG: Risk Management (1) 2006-09-16 Author is listed
  9. NEP-TRA: Transition Economics (1) 2005-10-29 Author is listed
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2006-09-16 Author is listed
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This page was last updated on 2009-11-11.

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