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Yang Hou

Personal Details

First Name:Yang
Middle Name:Greg
Last Name:Hou
Suffix:
RePEc Short-ID:pho666
[This author has chosen not to make the email address public]

Affiliation

Department of Finance
Waikato Management School
University of Waikato

Hamilton, New Zealand
https://www.management.ac.nz/about/subject-areas/finance
RePEc:edi:dfwaknz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hou, Yang & Holmes, Mark, 2017. "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper 82000, University Library of Munich, Germany.
  2. Hou, Yang & Li, Steven, 2017. "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper 81999, University Library of Munich, Germany.
  3. Hou, Yang & Nartea, Gilbert, 2017. "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper 81995, University Library of Munich, Germany.

Articles

  1. Jayasuriya Mahapatabendige Ruwani Fernando & Leon Li & Yang (Greg) Hou, 2019. "Corporate governance and default prediction: a reality test," Applied Economics, Taylor & Francis Journals, vol. 51(24), pages 2669-2686, May.
  2. Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.
  3. Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
  4. Yang Hou & Steven Li, 2015. "Volatility behaviour of stock index futures in China: a bivariate GARCH approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 128-154, March.
  5. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.
  6. Yang Hou & Steven Li, 2013. "Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(1), pages 49-70, March.
  7. Hou, Yang & Li, Steven, 2013. "Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 109-131.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CTA: Contract Theory and Applications (3) 2017-10-22 2017-10-22 2017-10-22
  2. NEP-FMK: Financial Markets (2) 2017-10-22 2017-10-22
  3. NEP-MST: Market Microstructure (2) 2017-10-22 2017-10-22
  4. NEP-CNA: China (1) 2017-10-22
  5. NEP-RMG: Risk Management (1) 2017-10-22
  6. NEP-TRA: Transition Economics (1) 2017-10-22

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