Joey Yang

Associate Professor, BEc Zhongnan, MFin PhD E.Cowan

  • 77 Citations
  • 5 h-Index
20042019
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Mathematics

Stock Prices
Duration Models
Conditional Model
Statistical Model
Forecast
Minimum Mean Square Error
Time Series Models
Excess
Financial Markets
Stock Returns
Model
Deviation
Statistical property
Dividend
Transactions
Variance Decomposition
Moving Average Model
Discount
Multivariate Models
Time-varying
Proportion
Class
Restriction
Market

Business & Economics

Investors
Managers
Microstructure
Moving average
Liquidation
Generalized autoregressive conditional heteroscedasticity
Hedge ratio
Factors
Futures markets
Autoregressive conditional heteroskedasticity
Discount
Information diffusion
Global financial crisis
Sentiment
Probability of informed trading
Traders
Trading strategies
Fund managers
Integrated
Volatility index
Multivariate GARCH
Hedging effectiveness
Fund management
Corporate finance
Financial econometrics
Market microstructure
Liquidity provision
Implied volatility
Announcement
Time-varying
Information-based trading