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Publications

by members of

Business School
University of Colorado Denver
Denver, Colorado (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2006

  1. Antoine Martin & Michael Orlando & David Skeie, 2006. "Payment networks in a search model of money," Staff Reports 263, Federal Reserve Bank of New York.
  2. 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.
  3. 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.

2005

  1. 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).

2004

  1. Antoine Martin & Michael J. Orlando, 2004. "Barriers to network-specific innovation," Research Working Paper RWP 04-11, Federal Reserve Bank of Kansas City.
  2. Dino Falaschetti & Michael J. Orlando, 2004. "Is auditor independence endogenous: evidence and implications for public policy," Research Working Paper RWP 03-13, Federal Reserve Bank of Kansas City.
  3. 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.

2003

  1. Dino Falaschetti & Michael Orlando, 2003. "Cutting the Dividends Tax…and Corporate Governance Too?," Finance 0311008, EconWPA.

2002

  1. Michael J. Orlando, 2002. "Measuring R & D spillovers : on the importance of geographic and technological proximity," Research Working Paper RWP 02-06, Federal Reserve Bank of Kansas City.
  2. Awokuse, Titus O. & 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.
  3. Yang, Jian & Awokuse, Titus O., 2002. "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers 15826, University of Delaware, Department of Food and Resource Economics.

2000

  1. Michael J. Orlando, 2000. "On the importance of geographic and technological proximity for R&D spillovers : an empirical investigation," Research Working Paper RWP 00-02, Federal Reserve Bank of Kansas City.

1999

  1. Yang, Jian & Leatham, David J. & Haigh, Michael S., 1999. "Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application," Proceedings: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada 132337, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.

Journal articles

2015

  1. Gary J. Colbert & E. Woodrow Eckard, 2015. "Do Colleges Get What They Pay For? Evidence on Football Coach Pay and Team Performance," Journal of Sports Economics, , vol. 16(4), pages 335-352, May.

2014

  1. Hao, Xiangchao & Shi, Jing & Yang, Jian, 2014. "The differential impact of the bank–firm relationship on IPO underpricing: evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 207-232.

2013

  1. Hui Guo & Zijun Wang & Jian Yang, 2013. "Time‐Varying Risk–Return Trade‐off in the Stock Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 623-650, 06.
  2. Gu, Jingping & Li, Qi & Yang, Jian, 2013. "Fiscal deficits and mean reversion in real exchange rates," Economics Letters, Elsevier, vol. 118(2), pages 300-303.
  3. Eckard, E. Woodrow & Smith, Marlene A., 2013. "The impact of price discrimination on consumer surplus at popular music concerts," Economics Letters, Elsevier, vol. 118(1), pages 222-224.
  4. E. Woodrow Eckard, 2013. "Is the Bowl Championship Series a Cartel? Some Evidence," Journal of Sports Economics, , vol. 14(1), pages 3-22, February.

2012

  1. Pisun Xu & Yufeng Han & Jian Yang, 2012. "U.S. Monetary Policy Surprises and Mortgage Rates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(3), pages 461-507, 09.
  2. Jian Yang & Zihui Yang & Yinggang Zhou, 2012. "Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(2), pages 99-121, 02.
  3. Jian Yang & Yinggang Zhou & Wai Leung, 2012. "Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 491-521, August.
  4. Chin Man Chui & Jian Yang, 2012. "Extreme Correlation of Stock and Bond Futures Markets: International Evidence," The Financial Review, Eastern Finance Association, vol. 47(3), pages 565-587, 08.
  5. E. Woodrow Eckard & Marlene A. Smith, 2012. "The Revenue Gains from Multi‐Tier Ticket Pricing: Evidence from Pop Music Concerts," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 33(7-8), pages 463-473, October.

2011

  1. Juan Cabrera & Tao Wang & Jian Yang, 2011. "Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check," Journal of Real Estate Research, American Real Estate Society, vol. 33(4), pages 565-594.
  2. Pisun Xu & Jian Yang, 2011. "U.S. Monetary Policy Surprises and International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 459-490, November.

2010

  1. Yang, Jian & Cabrera, Juan & Wang, Tao, 2010. "Nonlinearity, data-snooping, and stock index ETF return predictability," European Journal of Operational Research, Elsevier, vol. 200(2), pages 498-507, January.
  2. Wang, Tao & Yang, Jian, 2010. "Nonlinearity and intraday efficiency tests on energy futures markets," Energy Economics, Elsevier, vol. 32(2), pages 496-503, March.
  3. Jian Yang & Yinggang Zhou & Zijun Wang, 2010. "Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence," Management Science, INFORMS, vol. 56(11), pages 2031-2049, November.

2009

  1. James R. Brown & Dino Falaschetti & Michael J. Orlando, 2009. "Auditor Independence and the Quality of Information in Financial Disclosures: Evidence for Market Discipline versus Sarbanes--Oxley Proscriptions," American Law and Economics Review, Oxford University Press, vol. 12(1), pages 39-68.
  2. 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.
  3. 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.
  4. Xiaojing Su & Tao Wang & Jian Yang, 2009. "Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach," The Financial Review, Eastern Finance Association, vol. 44(4), pages 559-582, November.
  5. Juan Cabrera & Tao Wang & Jian Yang, 2009. "Do futures lead price discovery in electronic foreign exchange markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(2), pages 137-156, 02.

2008

  1. Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January.
  2. 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.
  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.
  4. 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.
  5. 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.
  6. Tao Wang & Jingtao Wu & Jian Yang, 2008. "Realized volatility and correlation in energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(10), pages 993-1011, October.

2007

  1. Antoine Martin & Michael Orlando, 2007. "Barriers to network-specific investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 705-728, October.
  2. 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.
  3. Jian Yang & Jaeun Shin & Moosa Khan, 2007. "Causal linkages between US and Eurodollar interest rates: further evidence," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 135-144.
  4. Eckard, E. Woodrow, 2007. "Retail price concentration, transaction costs, and price flexibility circa 1900," Explorations in Economic History, Elsevier, vol. 44(1), pages 131-153, January.

2006

  1. Orlando, Michael J., 2006. "Review of Zoltan J. Acs' Innovation and the growth of cities," Regional Science and Urban Economics, Elsevier, vol. 36(1), pages 158-162, January.
  2. 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.
  3. 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.
  4. Jian Yang, 2006. "Information transmission between Eurocurrency and domestic interest rates: evidence from the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 16(9), pages 675-685.
  5. Tao Wang & Jian Yang & Jingtao Wu, 2006. "Central bank communications and equity ETFs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(10), pages 959-995, October.
  6. E. Woodrow Eckard, 2006. "Comment: "Professional Team Sports Are Only a Game: The Walrasian Fixed-Supply Conjecture Model, Contest-Nash Equilibrium, and the Invariance Principle"," Journal of Sports Economics, , vol. 7(2), pages 234-239, May.

2005

  1. Michael J. Orlando & Michael Verba, 2005. "Do only big cities innovate? : technological maturity and the location of innovation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 31-57.
  2. 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.
  3. Jian Yang, 2005. "Government bond market linkages: evidence from Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 599-610.
  4. Jian Yang & James Kolari & Guozhong Zhu, 2005. "European public real estate market integration," Applied Financial Economics, Taylor & Francis Journals, vol. 15(13), pages 895-905.
  5. 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.
  6. 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.
  7. Jian Yang & R. Brian Balyeat & David J. Leatham, 2005. "Futures Trading Activity and Commodity Cash Price Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(1-2), pages 297-323.
  8. E. Woodrow Eckard, 2005. "Are Autocratic Rulers Also Inside Traders? Cross-Country Evidence," Economic Inquiry, Western Economic Association International, vol. 43(1), pages 13-23, January.
  9. Eckard, E. Woodrow, 2005. "Team promotion in early major league baseball and the origin of the closed sports league," Explorations in Economic History, Elsevier, vol. 42(1), pages 122-152, January.

2004

  1. Michael J. Orlando, 2004. "Measuring Spillovers from Industrial R&D: On the Importance of Geographic and Technological Proximity," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 777-786, Winter.
  2. Cardillo, Matthew & Martin, Antoine & Orland0, Michael, 2004. "Innovation on networks: Coordination, governance, and the case of VISA," Journal of Financial Transformation, Capco Institute, vol. 12, pages 104-106.
  3. Jian Yang & David A. Bessler, 2004. "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 370-386, July.
  4. 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.
  5. Jian Yang & David Bessler & Hung-Gay Fung, 2004. "The informational role of open interest in futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 11(9), pages 569-573.
  6. E. Woodrow Eckard, 2004. "The "Law of One Price" in 1901," Economic Inquiry, Western Economic Association International, vol. 42(1), pages 101-110, January.

2003

  1. 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.
  2. 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.
  3. Jian Yang & James Kolari & Insik Min, 2003. "Stock market integration and financial crises: the case of Asia," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 477-486.
  4. Z. Wang & J. Yang & D. A. Bessler, 2003. "Financial crisis and African stock market integration," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 527-533.
  5. Jian Yang & Titus Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 487-491.
  6. 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.
  7. 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.
  8. Jian Yang & Insik Min & Qi Li, 2003. "European Stock Market Integration: Does EMU Matter?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9-10), pages 1253-1276.
  9. 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, Wiley Blackwell, vol. 43(1), pages 1-33.
  10. Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.
  11. E. Woodrow Eckard, 2003. "The Anova-Based Competitive Balance Measure: A Defense," Journal of Sports Economics, , vol. 4(1), pages 74-80, February.

2002

  1. Jason P. Martinek & Michael J. Orlando, 2002. "Do primary energy resources influence industry location?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 27-44.
  2. Jason P. Martinek & Michael J. Orlando, 2002. "Neither Lucky Nor Good - The Case of Electricity Deregulation in California," The Economic and Social Review, Economic and Social Studies, vol. 33(1), pages 75-82.

2001

  1. Jian Yang & George Davis & David Leatham, 2001. "Impact of interest rate swaps on corporate capital structure: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 75-81.
  2. 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.
  3. Jian Yang & Michael Haigh & David Leatham, 2001. "Agricultural liberalization policy and commodity price volatility: a GARCH application," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 593-598.
  4. Jian Yang & David A. Bessler & David J. Leatham, 2001. "Asset storability and price discovery in commodity futures markets: A new look," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(3), pages 279-300, 03.
  5. Eckard, E Woodrow, 2001. "Free Agency, Competitive Balance, and Diminishing Returns to Pennant Contention," Economic Inquiry, Western Economic Association International, vol. 39(3), pages 430-43, July.
  6. Ajeyo Banerjee & E. Woodrow Eckard, 2001. "Why Regulate Insider Trading? Evidence from the First Great Merger Wave (1897-1903)," American Economic Review, American Economic Association, vol. 91(5), pages 1329-1349, December.

2000

  1. 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.
  2. Jian Yang & David J. Leatham & Spencer A. Case, 2000. "The wealth effect of swap usage in the food processing industry," Agribusiness, John Wiley & Sons, Ltd., vol. 16(3), pages 367-379.

1999

  1. 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.

1998

  1. Jian Yang & David J. Leatham, 1998. "Market efficiency of US grain markets: Application of cointegration tests," Agribusiness, John Wiley & Sons, Ltd., vol. 14(2), pages 107-112.
  2. Ajeyo Banerjee & E. Woodrow Eckard, 1998. "Are Mega-Mergers Anticompetitive? Evidence from the First Great Merger Wave," RAND Journal of Economics, The RAND Corporation, vol. 29(4), pages 803-827, Winter.
  3. J.C. Bosch & E. Woodrow Eckard & Insup Lee, 1998. "EPA enforcement, firm response strategies, and stockholder wealth: an empirical examination," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(3), pages 167-177.
  4. E. Eckard, 1998. "The NCAA Cartel and Competitive Balance in College Football," Review of Industrial Organization, Springer, vol. 13(3), pages 347-369, June.
  5. Bosch, Jean-Claude & Eckard, E Woodrow & Singal, Vijay, 1998. "The Competitive Impact of Air Crashes: Stock Market Evidence," Journal of Law and Economics, University of Chicago Press, vol. 41(2), pages 503-19, October.

1997

  1. Weidenbaum, Murray & Douglass, Christopher & Orlando, Michael, 1997. "How to achieve a healthier environment and a stronger economy," Business Horizons, Elsevier, vol. 40(1), pages 9-16.

1994

  1. Eckard, E Woodrow, Jr, 1994. "An Empirical Test of the Free Rider and Market Power Hypotheses: A Comment," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 586-89, August.
  2. Eckard, E. Jr., 1994. "Plant-level scale economies and industrial concentration," The Quarterly Review of Economics and Finance, Elsevier, vol. 34(2), pages 173-182.

1991

  1. Bosch, Jean-Claude & Eckard, E Woodrow, Jr, 1991. "The Profitability of Price Fixing: Evidence from Stock Market Reaction to Federal Indictments," The Review of Economics and Statistics, MIT Press, vol. 73(2), pages 309-17, May.
  2. Bryant, Peter G & Eckard, E Woodrow, Jr, 1991. "Price Fixing: The Probability of Getting Caught," The Review of Economics and Statistics, MIT Press, vol. 73(3), pages 531-36, August.
  3. Eckard, E Woodrow, Jr, 1991. "Competition and the Cigarette TV Advertising Ban," Economic Inquiry, Western Economic Association International, vol. 29(1), pages 119-33, January.

1988

  1. Eckard, E Woodrow, Jr, 1988. "Erratum [Advertising, Concentration Changes, and Consumer Welfare]," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 547, August.
  2. Eckard, E Woodrow, Jr, 1988. "Advertising, Concentration Changes, and Consumer Welfare," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 340-43, May.

1987

  1. Eckard, E Woodrow, Jr, 1987. "Advertising, Competition, and Market Share Instability," The Journal of Business, University of Chicago Press, vol. 60(4), pages 539-52, October.

1985

  1. Eckard, E Woodrow, Jr, 1985. "The Effects of State Automobile Dealer Entry Regulation on New Car Prices," Economic Inquiry, Western Economic Association International, vol. 23(2), pages 223-42, April.

1982

  1. Eckard, E Woodrow, Jr, 1982. "Firm Market Share, Price Flexibility, and Imperfect Information," Economic Inquiry, Western Economic Association International, vol. 20(3), pages 388-92, July.

1981

  1. Eckard, E Woodrow, Jr, 1981. "Concentration Changes and Inflation: Some Evidence [A Note on Inflation and Concentration] ," Journal of Political Economy, University of Chicago Press, vol. 89(5), pages 1044-51, October.

1979

  1. Eckard, E Woodrow, Jr, 1979. "A Note on the Empirical Measurement of Vertical Integration," Journal of Industrial Economics, Wiley Blackwell, vol. 28(1), pages 105-07, September.

Books

2008

  1. Dino Falaschetti & Michael J. Orlando, 2008. "Money, Financial Intermediation and Governance," Books, Edward Elgar, number 4196, March.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.