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Information flows within and across sectors in Chinese stock markets

Wang, Zijun; Kutan, Ali Mustafa; Yang, Jian - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 767-780

Persistent link: https://www.econbiz.de/10003099294

Information flow between forward and spot markets : evidence from the Chinese Renminbi

Tong, Jiadong; Wang, Zijun; Yang, Jian - In: The journal of futures markets 36 (2016) 7, pp. 695-718

Persistent link: https://www.econbiz.de/10011568547

Information Flow between Forward and Spot Markets : Evidence from the Chinese Renminbi

Tong, Jiadong - 2015

We apply a new model selection approach that allows for the joint determination of structural breaks and cointegration to examine the term structure of Chinese Renminbi (RMB)-U.S. dollar spot and forward exchange rates during the managed-floating period of 2005-2013. We find that the RMB market...

Persistent link: https://www.econbiz.de/10013017122

Regional inequality in China's health care expenditures

Chou, Win-lin; Wang, Zijun - In: Health economics 18 (2009), pp. 137-146

Persistent link: https://www.econbiz.de/10003898898

Fiscal deficit and debt conditions for China

Liu, Yingqiu; Fung, Hung-gay; Wang, Zijun - In: Emerging markets finance & trade : a journal of the … 41 (2005) 5, pp. 56-74

Persistent link: https://www.econbiz.de/10003271355

Market segmentation and information asymmetry in Chinese stock markets : a VAR analysis

Yang, Jian - In: The financial review : the official publication of the … 38 (2003) 4, pp. 591-609

Persistent link: https://www.econbiz.de/10001813240

Currency convertibility and linkage between Chinese official and swap market exchange rates

Yang, Jian; Leatham, David J. - In: Contemporary economic policy : a journal of Western … 19 (2001) 3, pp. 347-359

Persistent link: https://www.econbiz.de/10001594782

Price Discovery in China’s Crude Oil Futures Markets : An Emerging Asian Benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - 2022

We examine the price discovery performance of China’s crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and non-deliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at...

Persistent link: https://www.econbiz.de/10014236263

Can volume be more informative than prices? : evidence from Chinese housing markets

Yang, Jian; Tong, Meng; Yu, Ziliang - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 633-672

Persistent link: https://www.econbiz.de/10014342047

Low- frequency versus high-frequency housing price spillovers in China

Yang, Jian; Li, Zheng; Yu, Ziliang - In: Accounting and finance 64 (2024) 4, pp. 3713-3749

Persistent link: https://www.econbiz.de/10015164703