Cheng Yan
Cheng Yan
Associate Professor, University of Essex üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Alıntı yapanlar
Alıntı yapanlar
Heterogeneous impacts of renewable energy and environmental patents on CO2 emission-Evidence from the BRIICS
C Cheng, X Ren, Z Wang, C Yan
Science of the total environment 668, 1328-1338, 2019
Hot money in bank credit flows to emerging markets during the banking globalization era
AM Fuertes, K Phylaktis, C Yan
Journal of International Money and Finance 60, 29-52, 2016
Uncovered equity “disparity” in emerging markets
AM Fuertes, K Phylaktis, C Yan
Journal of International Money and Finance 98, 102066, 2019
Time-varying skills (versus luck) in US active mutual funds and hedge funds
B Cai, T Cheng, C Yan
Journal of Empirical Finance 49, 81-106, 2018
On cross-border bank credit and the US financial crisis transmission to equity markets
C Yan, K Phylaktis, AM Fuertes
Journal of International Money and Finance 69, 108-134, 2016
Personal consumption in the United States during the COVID-19 crisis
D Dong, G Gozgor, Z Lu, C Yan
Applied Economics 53 (11), 1311-1316, 2021
The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach
K Duan, X Ren, Y Shi, T Mishra, C Yan
Energy Economics 95, 105131, 2021
Evaluating the size of the bootstrap method for fund performance evaluation
T Cheng, C Yan
Economics letters 156, 36-41, 2017
Withdrawn: A general jump‐diffusion process to price volatility derivatives
C Yan, B Zhao
Journal of Futures Markets 39 (1), 15-37, 2019
A skeptical appraisal of the bootstrap approach in fund performance evaluation
H Zhang, C Yan
Financial Markets, Institutions & Instruments 27 (2), 49-86, 2018
Mean-variance versus naïve diversification: The role of mispricing
C Yan, H Zhang
Journal of International Financial Markets, Institutions and Money 48, 61-81, 2017
Bankruptcy prediction with financial systemic risk
Z Jia, Y Shi, C Yan, M Duygun
The European Journal of Finance 26 (7-8), 666-690, 2020
In search of the optimal number of fund subgroups
C Yan, T Cheng
Journal of Empirical Finance 50, 78-92, 2019
Modelling fundamental analysis in portfolio selection
H Zhang, C Yan
Quantitative Finance 18 (8), 1315-1326, 2018
A Financial Engineering Approach to Identify Stock Market Bubble
Systems Engineering Procedia 2, 153-162, 2011
Does globalisation alleviate polarisation?
J Fang, G Gozgor, C Yan
The World Economy 44 (4), 1031-1052, 2021
Listed zombie firms and top executive gender: Evidence from an emerging market
J Fang, G Gozgor, CKM Lau, W Wu, C Yan
Pacific-Basin Finance Journal 62, 101357, 2020
Is informational inefficiency priced in stock markets? A comparison between the US and Chinese cases
B Yang, F Xue, Y Su, C Yan
Pacific-Basin Finance Journal 55, 222-238, 2019
Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX
B Zhao, C Yan, S Hodges
Financial Review 54 (1), 165-199, 2019
Hot money in disaggregated capital flows
C Yan
The European Journal of Finance 24 (14), 1190-1223, 2018
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20