World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
45
Citations
7138
World Ranking
1768
National Ranking
1042

Overview

Jian Yang is affiliated with the University of Colorado Denver in the United States. Their research spans interdisciplinary fields primarily centered on economics, econometrics, finance, and earth and planetary sciences. The subfields they work in include economics and econometrics, general economics, econometrics and finance, finance, paleontology, and accounting.

Their recent scholarly output covers diverse topics with a focus on regional development, environmental economics, market dynamics, monetary policy, and fiscal policy. Their main research themes include:

  • Regional Development and Environment
  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Global Financial Crisis and Policies
  • Economic Zones and Regional Development
  • Regional Economics and Spatial Analysis
  • Fiscal Policy and Economic Growth

Jian Yang has published several research papers in well-known venues. Recent publications include:

  • "Analysis of the Impact and Mechanisms of Green Credit Policy On Corporate Performance," 2023, SSRN Electronic Journal
  • "Intraday Trading Activity and Liquidity on International Crude Oil Futures Markets: A First Look," 2024, SSRN Electronic Journal
  • "Place-Based Policies, Firm Markup, and Allocative Efficiency: Evidence from China's Economic Zones," 2024, SSRN Electronic Journal
  • "Re-investigation of Bowmanites laxus Halle, 1927, a sphenopsid fructification from the Permian of China," 2024, Review of Palaeobotany and Palynology
  • "Trend factors around the world: Performance and determinants," 2025, Journal of Banking & Finance

Their work has appeared multiple times in the SSRN Electronic Journal, with additional publications in the Review of Palaeobotany and Palynology and the Journal of Banking & Finance.

Frequent collaborators contributing to their research include Xin Liu, Yuting Shi, Qian Li, Hong Miao, and Wenyi Lyu. The diversity of these coauthors highlights engagement across economics and earth sciences.

Best Publications

  • The structure of interdependence in international stock markets

    David A. Bessler;Jian Yang

  • Stock market integration and financial crises: the case of Asia

    Jian Yang;James W. Kolari;Insik Min

  • Asset storability and price discovery in commodity futures markets: A new look

    Jian Yang;David A. Bessler;David J. Leatham

  • Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China†

    Jian Yang;Zihui Yang;Yinggang Zhou

  • The relationship between stock returns and volatility in international stock markets

    Qi Li;Jian Yang;Cheng Hsiao;Young-Jae Chang

  • The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence

    Jian Yang;Yinggang Zhou;Zijun Wang

  • High responsitivity intrinsic photoconductors based on AlxGa1−xN

    B. W. Lim;Q. C. Chen;J. Y. Yang;M. Asif Khan

  • Futures Trading Activity and Commodity Cash Price Volatility

    Jian Yang;R. Brian Balyeat;David J. Leatham

  • European Stock Market Integration: Does EMU Matter?

    Jian Yang;Insik Min;Qi Li

  • Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs

    David A Bessler;Jian Yang;Metha Wongcharupan

  • The emerging market crisis and stock market linkages: further evidence

    Jian Yang;Cheng Hsiao;Qi Li;Zijun Wang

  • THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION

    Titus O Awokuse;Jian Yang

  • Agricultural liberalization policy and commodity price volatility: a GARCH application

    Jian Yang;David J. Leatham;Michael S. Haigh

  • Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis

    Jian Yang

  • Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets

    Jian Yang;Jian Yang;Yinggang Zhou;Wai Kin Leung

  • Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence

    Jian Yang;Yinggang Zhou

  • Nonlinearity and intraday efficiency tests on energy futures markets

    Tao Wang;Jian Yang

  • Do futures lead price discovery in electronic foreign exchange markets

    Juan Cabrera;Tao Wang;Jian Yang

  • Financial crisis and African stock market integration

    Z. Wang;J. Yang;D. A. Bessler

  • Do Euro exchange rates follow a martingale? Some out-of-sample evidence.

    Jian Yang;Xiaojing Su;James W. Kolari

  • Asset Storability and Price Discovery of Commodity Futures Markets: A New Look

    Jian Yang;David A. Bessler;David J. Leatham

  • Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China

    Jian Yang;Yinggang Zhou;Zihui Yang

  • The Emerging Market Crisis and Stock Market Linkages: Further Evidence

    Cheng Hsiao;Cheng Hsiao;Cheng Hsiao;Zijun Wang;Jian Yang

Frequent Co-Authors

David A. Bessler
David A. Bessler Texas A&M University
Cheng Hsiao
Cheng Hsiao University of Southern California
James W. Kolari
James W. Kolari Texas A&M University
Kalok Chan
Kalok Chan City University of Hong Kong
M. Asif Khan
M. Asif Khan University of South Carolina
Shu Lin
Shu Lin University of California, Davis
Yongheng Deng
Yongheng Deng University of Wisconsin–Madison
Hung-Gay Fung
Hung-Gay Fung University of Missouri–St. Louis

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