Research Publications for Yang (Greg) Hou

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Author's Publications

Publications ByHOU, Yang (Greg)

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  • Hou, Y., & Li, S. (2017). Time-varying price discovery and autoregressive loading factors: Evidence from S&P 500 cash and e-mini futures markets. In 2017 Global Finance Conference (pp. 48 pages). New York, USA.

  • Hou, Y., & Li, S. (2016). Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. Economic Modelling, 52(Part B), 884-897. doi:10.1016/j.econmod.2015.10.025

  • Hou, Y., & Li, S. (2015). Volatility behaviour of stock index futures in China: a bivariate GARCH approach. Studies in Economics and Finance, 32(1), 128-154. doi:10.1108/SEF-10-2013-0158

  • Hou, Y. (2014). Pricing dynamics, informational efficiency and hedging performance of CSI 300 Index Futures Market. (PhD Thesis, University of South Australia).

  • Hou, Y., & Li, S. (2014). The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns. International Review of Economics & Finance, 33, 319-337. doi:10.1016/j.iref.2014.03.001

  • Hou, Y., & Li, S. (2013). Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches. Pacific-Basin Finance Journal, 24, 109-131. doi:10.1016/j.pacfin.2013.04.001

  • Hou, Y., & Li, S. (2013). Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. Asia-Pacific Financial Markets, 20(1), 49-70. doi:10.1007/s10690-012-9158-8

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