D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 35 Citations 5,435 81 World Ranking 1490 National Ranking 905

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Econometrics
  • Inflation

Stock market, Monetary economics, Econometrics, Cointegration and Volatility are his primary areas of study. His research in the fields of Emerging stock markets overlaps with other disciplines such as Diversification. He studies Monetary economics, namely Monetary policy.

His Cointegration study combines topics in areas such as Variance decomposition of forecast errors, Financial economics and Commodity. His study looks at the intersection of Financial economics and topics like International stock markets with Error correction model. Jian Yang does research in Volatility, focusing on Autoregressive conditional heteroskedasticity specifically.

His most cited work include:

  • The structure of interdependence in international stock markets (311 citations)
  • Stock market integration and financial crises: the case of Asia (207 citations)
  • Asset storability and price discovery in commodity futures markets: A new look (181 citations)

What are the main themes of his work throughout his whole career to date?

Jian Yang spends much of his time researching Monetary economics, Financial economics, Econometrics, Futures contract and Stock market. His biological study spans a wide range of topics, including Cointegration, Error correction model, Variance decomposition of forecast errors, Stock exchange and International stock markets. His work in the fields of Econometrics, such as Volatility and Conditional variance, overlaps with other areas such as Computer science, Proxy and Predictability.

His Volatility research incorporates elements of Risk premium and Structural break. The Futures contract study which covers Asset that intersects with Multivariate garch and Bivariate garch. His research in Stock market intersects with topics in Bond, Autoregressive conditional heteroskedasticity, Financial crisis and Hedge.

He most often published in these fields:

  • Monetary economics (42.06%)
  • Financial economics (34.13%)
  • Econometrics (30.16%)

What were the highlights of his more recent work (between 2014-2021)?

  • Econometrics (30.16%)
  • Monetary economics (42.06%)
  • Financial economics (34.13%)

In recent papers he was focusing on the following fields of study:

Jian Yang mainly focuses on Econometrics, Monetary economics, Financial economics, Futures contract and Financial crisis. His work deals with themes such as Market data and Default, which intersect with Econometrics. He interconnects Hedge and Stock market in the investigation of issues within Monetary economics.

His research integrates issues of Maturity, Renminbi, Cointegration and Forward rate in his study of Financial economics. His Cointegration study combines topics in areas such as Price discovery, Cash and Market price. In the field of Futures contract, his study on Oil futures, Normal backwardation and Contango overlaps with subjects such as Lag.

Between 2014 and 2021, his most popular works were:

  • Are there exploitable trends in commodity futures prices (18 citations)
  • Are there exploitable trends in commodity futures prices (18 citations)
  • Housing price spillovers in China: A high-dimensional generalized VAR approach (17 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Inflation
  • Econometrics

His primary areas of investigation include Futures contract, Normal backwardation, Recession, Lag and Contango. Jian Yang has researched Futures contract in several fields, including Oil-storage trade, Maturity and Price response. The Normal backwardation study combines topics in areas such as Market timing, Transaction cost and Econometrics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

The structure of interdependence in international stock markets

David A. Bessler;Jian Yang.
Journal of International Money and Finance (2003)

581 Citations

Stock market integration and financial crises: the case of Asia

Jian Yang;James W. Kolari;Insik Min.
Applied Financial Economics (2003)

444 Citations

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

Jian Yang;David A. Bessler;David J. Leatham.
Journal of Futures Markets (2001)

297 Citations

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

Jian Yang;Zihui Yang;Yinggang Zhou.
Journal of Futures Markets (2012)

229 Citations

The relationship between stock returns and volatility in international stock markets

Qi Li;Jian Yang;Cheng Hsiao;Young-Jae Chang.
Journal of Empirical Finance (2005)

196 Citations

High responsitivity intrinsic photoconductors based on AlxGa1−xN

B. W. Lim;Q. C. Chen;J. Y. Yang;M. Asif Khan.
Applied Physics Letters (1996)

194 Citations

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

Jian Yang;Yinggang Zhou;Zijun Wang.
Journal of Banking and Finance (2009)

180 Citations

Futures Trading Activity and Commodity Cash Price Volatility

Jian Yang;R. Brian Balyeat;David J. Leatham.
Journal of Business Finance & Accounting (2005)

158 Citations

European Stock Market Integration: Does EMU Matter?

Jian Yang;Insik Min;Qi Li.
Journal of Business Finance & Accounting (2003)

147 Citations

The emerging market crisis and stock market linkages: further evidence

Jian Yang;Cheng Hsiao;Qi Li;Zijun Wang.
Journal of Applied Econometrics (2006)

133 Citations

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Best Scientists Citing Jian Yang

David A. Bessler

David A. Bessler

Texas A&M University

Publications: 29

Shawkat Hammoudeh

Shawkat Hammoudeh

Drexel University

Publications: 18

Steven P. DenBaars

Steven P. DenBaars

University of California, Santa Barbara

Publications: 16

Brian M. Lucey

Brian M. Lucey

Trinity College Dublin

Publications: 14

Rangan Gupta

Rangan Gupta

University of Pretoria

Publications: 12

Wing-Keung Wong

Wing-Keung Wong

Asian University

Publications: 11

Eva Monroy

Eva Monroy

Grenoble Alpes University

Publications: 11

Paresh Kumar Kumar Narayan

Paresh Kumar Kumar Narayan

Monash University

Publications: 11

Qiang Ji

Qiang Ji

Chinese Academy of Sciences

Publications: 10

Duc Khuong Nguyen

Duc Khuong Nguyen

IPAG Business School

Publications: 10

Guglielmo Maria Caporale

Guglielmo Maria Caporale

Brunel University London

Publications: 10

Fernando Calle

Fernando Calle

Technical University of Madrid

Publications: 10

Pierre Gibart

Pierre Gibart

Centre national de la recherche scientifique, CNRS

Publications: 9

Yiuman Tse

Yiuman Tse

University of Missouri–St. Louis

Publications: 8

Bernard Beaumont

Bernard Beaumont

Centre national de la recherche scientifique, CNRS

Publications: 8

Simplice A. Asongu

Simplice A. Asongu

African Governance and Development Institute

Publications: 7

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