Research Publications for Yang (Greg) Hou
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Hu, Y., Hou, Y., & Oxley, L. (2019). What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective. SSRn. doi:10.2139/ssrn.3442706
Lang, C., Hu, Y., Oxley, L., & Hou, Y. (2019). The sustainability and profitability of Bitcoin mining: A Time-Varying Granger Causality approach. SSRN. doi:10.2139/ssrn.3448837
Fernando, J. M. R., Li, L., & Hou, Y. (2019). Corporate governance and default prediction: a reality test. Applied Economics, 51(24), 2669-2686. doi:10.1080/00036846.2018.1558351
Hou, Y., & Wu, M. (2019). An empirical study on the influencing factors for the over-investment of Chinese SOEs (94839). MPRA.
Other publications by:
HOU, Yang (Greg)Hou, Y. G., & Holmes, M. (2019). Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures. Australian Journal of Management, online, 031289621987997. doi:10.1177/0312896219879974
Hou, Y., Li, S., & Wen, F. (2019). Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with semi-nonparametric approach. Energy Economics, 83, 119-143. doi:10.1016/j.eneco.2019.06.020
Other publications by:
HOU, Yang (Greg)Fernando, J., Li, L., & Hou, Y. (2019). Financial versus non-financial information for default prediction: Evidence from Sri Lanka and the USA. Emerging Markets Finance and Trade, online, 21 pages. doi:10.1080/1540496X.2018.1545644
Fernando, J., Li, L., & Hou, Y. (2019). Corporate governance and correlation in corporate defaults. Corporate Governance: An International Review, online. doi:10.1111/corg.12306
Open Access version at:
https://hdl.handle.net/10289/13188
Other publications by:
LI, Ming Yuan Y (Leon) :: HOU, Yang (Greg)Hu, Y., Hou, Y., & Oxley, L. (2019). Spot and futures prices of bitcoin: Causality, cointegration and price discovery from a time-varying perspective (13/19). Waikato Management School.
Hou, Y., & Li, S. (2019). Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. International Review of Economics and Finance, online, 50 pages. doi:10.1016/j.iref.2019.11.003
Other publications by:
HOU, Yang (Greg)