Jian Yang
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The structure of interdependence in international stock markets
DA Bessler, J Yang
Journal of International Money and Finance 22 (2), 261-287, 2003
Stock market integration and financial crises: the case of Asia
J Yang, JW Kolari, I Min
Applied Financial Economics 13 (7), 477-486, 2003
Asset storability and price discovery of commodity futures markets: a new look
J Yang, D Bessler, DJ Leatham
Journal of Futures Markets 21(3), 279-300, 2001
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
J Yang, Z Yang, Y Zhou
Journal of Futures Markets 32 (2), 99-121, 2012
The relationship between stock returns and volatility in international stock markets
Q Li, J Yang, C Hsiao, YJ Chang
Journal of Empirical Finance 12 (5), 650-665, 2005
The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
J Yang, Y Zhou, Z Wang
Journal of Banking & Finance 33 (4), 670-680, 2009
Futures trading activity and commodity cash price volatility
J Yang, RB Balyeat, DJ Leatham
Journal of Business Finance & Accounting 32 (1‐2), 297-323, 2005
European stock market integration: does EMU matter?
J Yang, I Min, Q Li
Journal of business finance & accounting 30 (9‐10), 1253-1276, 2003
The emerging market crisis and stock market linkages: further evidence
J Yang, C Hsiao, Q Li, Z Wang
Journal of Applied Econometrics 21 (6), 727-744, 2006
Market segmentation and information asymmetry in Chinese stock markets: A VAR analysis
J Yang
Financial Review 38 (4), 591-609, 2003
The informational role of commodity prices in formulating monetary policy: a reexamination
TO Awokuse, J Yang
Economics Letters 79 (2), 219-224, 2003
Do futures lead price discovery in electronic foreign exchange markets?
J Cabrera, T Wang, J Yang
Journal of Futures Markets, 2009, 2009
Financial crisis and African stock market integration
Z Wang, J Yang, DA Bessler
Applied Economics Letters 10 (9), 527-533, 2003
Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets
J Yang, Y Zhou, WK Leung
The Journal of Real Estate Finance and Economics 45 (2), 491-521, 2012
Price dynamics in the international wheat market: modeling with error correction and directed acyclic graphs
DA Bessler, J Yang, M Wongcharupan
Journal of Regional Science 43 (1), 1-33, 2003
Agricultural liberalization policy and commodity price volatility: a GARCH application
J Yang, MS Haigh, DJ Leatham
Applied Economics Letters 8 (9), 593-598, 2001
Realized volatility and correlation in energy futures markets
T Wang, J Wu, J Yang
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
Is value premium a proxy for time-varying investment opportunities: Some time series evidence
H Guo, R Savickas, Z Wang, J Yang
Journal of Financial and Quantitive Analysis 44 (1), 133-154, 2009
Contagion around the October 1987 stock market crash
J Yang, DA Bessler
European Journal of Operational Research 184 (1), 291-310, 2008
Credit Risk Spillovers among Financial Institutions around the Global Credit Crisis: Firm-Level Evidence
J Yang, Y Zhou
Management Science 59 (10), 2343-2359, 2013
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Artikelen 1–20