The structure of interdependence in international stock markets DA Bessler, J Yang Journal of International Money and Finance 22 (2), 261-287, 2003 | 679 | 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 | 531 | 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 | 362 | 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 | 288 | 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 | 242 | 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 | 233 | 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 | 190 | 2005 |
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 | 161 | 2006 |
European stock market integration: does EMU matter? J Yang, I Min, Q Li Journal of Business Finance & Accounting 30 (9‐10), 1253-1276, 2003 | 148 | 2003 |
The informational role of commodity prices in formulating monetary policy: a reexamination TO Awokuse, J Yang Economics Letters 79 (2), 219-224, 2003 | 141 | 2003 |
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 | 139 | 2003 |
Market segmentation and information asymmetry in Chinese stock markets: A VAR analysis J Yang Financial Review 38 (4), 591-609, 2003 | 135 | 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 | 129 | 2001 |
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 | 127 | 2013 |
Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets J Yang, Y Zhou, WK Leung Journal of Real Estate Finance and Economics 45 (2), 491-521, 2012 | 125 | 2012 |
Do futures lead price discovery in electronic foreign exchange markets? J Cabrera, T Wang, J Yang Journal of Futures Markets 29, 137-156, 2009 | 124 | 2009 |
Financial crisis and African stock market integration Z Wang, J Yang, DA Bessler Applied Economics Letters 10 (9), 527-533, 2003 | 121 | 2003 |
Price discovery in wheat futures markets J Yang, DJ Leatham Journal of Agricultural and Applied Economics 31 (2), 359-370, 1999 | 113 | 1999 |
Realized volatility and correlation in energy futures markets T Wang, J Wu, J Yang Journal of Futures Markets 28 (10), 993-1011, 2008 | 98 | 2008 |
Nonlinearity and intraday efficiency tests on energy futures markets T Wang, J Yang Energy Economics 32 (2), 496-503, 2010 | 97 | 2010 |