Browsing by Author "Hou, Yang (Greg)"
Now showing items 1-2 of 2
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Corporate governance and correlation in corporate defaults
(Wiley, 2019)Manuscript Type Empirical Research Question/Issue This study examines the effect of weak corporate governance in terms of concentrated ownership, low board effectiveness, low financial transparency and higher shareholder ... -
Volatility and skewness spillover between stock index and stock index futures markets during the crash period: New evidence from China
(2018)This paper examines volatility and skewness spillover between the Chinese stock index and index futures markets during a market crash in 2015. The volatility spillover from futures to spot is significant and stronger than ...
