Hou, Yang and Holmes, Mark (2017): On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging.
Hou, Yang and Nartea, Gilbert (2017): Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash.
Hou, Yang and Li, Steven (2017): Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets.
Hou, Yang and Meng, Jiayin (2018): The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment.
Hou, Yang and Wu, Manling (2019): An empirical study on the influencing factors for the over-investment of Chinese SOEs.
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