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Jian Yang

Global rank #9294 89%

Institution: University of Colorado Denver

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://scholar.google.com/citations?user=OgfdWE0AAAAJ&hl=en

First Publication: 2003

Most Recent: 2018

RePEc ID: pya30 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.34 0.00 1.34
All Time 0.00 1.51 6.70 0.00 10.89

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 10.60

Publications (15)

Year Article Journal Tier Authors
2018 Housing price spillovers in China: A high-dimensional generalized VAR approach Regional Science and Urban Economics B 3
2016 Are there exploitable trends in commodity futures prices? Journal of Banking & Finance B 3
2013 Fiscal deficits and mean reversion in real exchange rates Economics Letters C 3
2013 Time‐Varying Risk–Return Trade‐off in the Stock Market Journal of Money, Credit, and Banking B 3
2010 Nonlinearity and intraday efficiency tests on energy futures markets Energy Economics A 2
2009 Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence Journal of Financial and Quantitative Analysis B 4
2009 The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence Journal of Banking & Finance B 3
2008 Fiscal policy and asset markets: A semiparametric analysis Journal of Econometrics A 4
2008 Do Euro exchange rates follow a martingale? Some out-of-sample evidence Journal of Banking & Finance B 3
2007 Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests Journal of International Money and Finance B 3
2007 Causal linkages between US and Eurodollar interest rates: further evidence Applied Economics C 3
2006 International transmission of inflation among G-7 countries: A data-determined VAR analysis Journal of Banking & Finance B 3
2006 The emerging market crisis and stock market linkages: further evidence Journal of Applied Econometrics B 4
2003 The informational role of commodity prices in formulating monetary policy: a reexamination Economics Letters C 2
2003 The structure of interdependence in international stock markets Journal of International Money and Finance B 2