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 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 | 231 | 2009 |
Quantitative easing and volatility spillovers across countries and asset classes Z Yang, Y Zhou Management Science 63 (2), 333-354, 2017 | 227 | 2017 |
中国股市弱式有效吗? 张亦春, 周颖刚 金融研究 3, 34-40, 2001 | 129 | 2001 |
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, 491-521, 2012 | 124 | 2012 |
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 | 122 | 2013 |
Return and volatility transmission between China's and international crude oil futures markets: A first look J Yang, Y Zhou Journal of Futures Markets 40 (6), 860-884, 2020 | 73 | 2020 |
Conditional coskewness in stock and bond markets: time-series evidence J Yang, Y Zhou, Z Wang Management Science 56 (11), 2031-2049, 2010 | 53 | 2010 |
信息不对称, 企业改革和证券市场 张亦春, 周颖刚 经济研究 5, 1997 | 42 | 1997 |
Conditional co-skewness and safe-haven currencies: A regime switching approach K Chan, J Yang, Y Zhou Journal of Empirical Finance 48, 58-80, 2018 | 34 | 2018 |
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities Y Zhou Journal of Banking & Finance 38, 216-228, 2014 | 34 | 2014 |
Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices Z Yang, Y Zhou, X Cheng Journal of Futures Markets 40 (3), 392-409, 2020 | 32 | 2020 |
中国股市弱式有效研究综述 张亦春, 周颖刚 当代财经, 30-32, 2001 | 29 | 2001 |
What makes the VIX tick? W Bailey, L Zheng, Y Zhou Available at SSRN 2143891, 2014 | 21 | 2014 |
Property investment and rental rate under housing price uncertainty: a real options approach H Wang, F Yu, Y Zhou Real Estate Economics 48 (2), 633-665, 2020 | 20 | 2020 |
中国股票市场: 监控功能的缺陷与变革 张亦春, 周颖刚 管理世界 1, 1999 | 19 | 1999 |
高房价挤出了谁?——基于中国流动人口的微观视角 周颖刚, 蒙莉娜, 卢琪 经济研究 54 (9), 106-122, 2019 | 17 | 2019 |
Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis X Cheng, H Chen, Y Zhou Journal of International Money and Finance 113, 102359, 2021 | 15 | 2021 |
Do securitized real estate markets jump? International evidence J Li, G Li, Y Zhou Pacific-Basin Finance Journal 31, 13-35, 2015 | 14 | 2015 |
Housing boom and household migration decision: new evidence from China L Meng, X Xiao, Y Zhou The Journal of Real Estate Finance and Economics 67 (3), 453-479, 2023 | 13 | 2023 |