Dr Cheng Yan

Zhang, X., Kim, M., Yan, C. and Zhao, Y., (2024). Default dependence in the insurance and banking sectors: A copula approach. Journal of International Financial Markets, Institutions and Money. 91, 101911-101911

Ho, K-C., Yan, C., Gozgor, G. and Gu, Y., (2024). Energy related public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China. Energy Economics. 130, 107320-107320

Cheng, T., Yan, C. and Yan, Y., (2023). De facto time‐varying indices‐based benchmarks for mutual fund returns. Journal of Financial Research. 46 (2), 469-496

Ho, K-C., Shen, X., Yan, C. and Hu, X., (2023). Influence of green innovation on disclosure quality: Mediating role of media attention. Technological Forecasting and Social Change. 188, 122314-122314

Liu, J., Xia, S., Wang, Z., Nie, J., Ameen, N., Yan, C. and Lim, MK., (2023). How to balance economic profits and environmental protection: The impacts of cash hedging on remanufacturing supply chain. International Journal of Production Economics. 258, 108783-108783

Zhang, C., Ho, K-C., Yan, C. and Gong, Y., (2023). Societal Trust and Firm-level Trust: Substitute or Complement? An International Evidence. International Review of Financial Analysis. 86, 102543-102543

Chen, C-C., Ho, K-C., Yan, C., Yeh, C-Y. and Yu, M-T., (2023). Does ambiguity matter for corporate debt financing? Theory and evidence. Journal of Corporate Finance. 80, 102425-102425

Ren, X., Zhong, Y., Cheng, X., Yan, C. and Gozgor, G., (2023). Does carbon price uncertainty affect stock price crash risk? Evidence from China. Energy Economics. 122, 106689-106689

Li, Y., Yan, C. and Ren, X., (2023). Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. Energy Economics. 121, 106679-106679

Fang, M., Njangang, H., Padhan, H., Simo, C. and Yan, C., (2023). Social media and energy justice: A global evidence. Energy Economics. 125, 106886-106886

Ho, K-C., Chen, Y., Ye, D. and Yan, C., (2023). Now is the Time: The Impact of Linguistic Time Reference on Corporate Default Risk. The International Journal of Accounting. 58 (04)

Ho, K-C., Yan, C., Mao, Z. and An, F., (2023). Corporate sustainability policies and corporate investment efficiency: Evidence from the quasi-natural experiment in China. Energy Economics. 127 (B), 107050-107050

Duan, K., Liu, Y., Yan, C. and Huang, Y., (2023). Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. Energy Economics. 127, 107049-107049

Huang, Y., Zhu, Q., Yan, C. and Zeng, Y., (2023). Your gender identity is who you are: Female chief executive officers and corporate debt structure. International Journal of Finance & Economics

Ren, X., Yuan, K., Tao, L. and Yan, C., (2023). Carbon Prices Forecasting Using Group Information. Energy Research Letters. 4 (4)

Wang, X. and Yan, C., (2022). Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles?. IMF Economic Review. 70 (2), 252-299

Ren, X., Tong, Z., Sun, X. and Yan, C., (2022). Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model. Energy Economics. 107, 105855-105855

Ren, X., Duan, K., Tao, L., Shi, Y. and Yan, C., (2022). Carbon Prices Forecasting in Quantiles. Energy Economics. 108, 105862-105862

Dong, D., Wu, K., Fang, J., Gozgor, G. and Yan, C., (2022). Investor attention factors and stock returns: Evidence from China. Journal of International Financial Markets, Institutions and Money. 77, 101499-101499

Ren, X., Li, Y., Yan, C., Wen, F. and Lu, Z., (2022). The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method. Technological Forecasting and Social Change. 179, 121611-121611

Gu, Y., Ho, K., Xia, S. and Yan, C., (2022). Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment. Energy Economics. 109, 105967-105967

Shi, Y., Stasinakis, C., Xu, Y. and Yan, C., (2022). Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis. 82, 102192-102192

Shi, Y., Chen, D., Guo, B., Xu, Y. and Yan, C., (2022). The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis. 83, 102295-102295

Yan, C., Mao, Z. and Ho, K-C., (2022). Effect of green financial reform and innovation pilot zones on corporate investment efficiency. Energy Economics. 113, 106185-106185

Zhu, Q., Jin, S., Huang, Y. and Yan, C., (2022). Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. Energy Economics. 113, 106197-106197

Wang, J., Dong, K., Sha, Y. and Yan, C., (2022). Envisaging the carbon emissions efficiency of digitalization: The case of the internet economy for China. Technological Forecasting and Social Change. 184, 121965-121965

Zhu, Q., Jin, S., Huang, Y., Yan, C. and Chen, C., (2022). Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. International Review of Financial Analysis. 84, 102377-102377

Ren, X., Zhang, X., Yan, C. and Gozgor, G., (2022). Climate policy uncertainty and firm-level total factor productivity: Evidence from China. Energy Economics. 113, 106209-106209

Ren, X., Qin, J., Jin, C. and Yan, C., (2022). Global oil price uncertainty and excessive corporate debt in China. Energy Economics. 115, 106378-106378

Shi, Y., Stasinakis, C., Xu, Y., Yan, C. and Zhang, X., (2022). Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis. 83, 102284-102284

Lu, Z., Gozgor, G., Mahalik, MK., Padhan, H. and Yan, C., (2022). Welfare gains from international trade and renewable energy demand: Evidence from the OECD countries. Energy Economics. 112, 106153-106153

Gozgor, G., Lau, MCK., Zeng, Y., Yan, C. and Lin, Z., (2022). The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization. Journal of Travel Research. 61 (4), 872-886

Chen, S., Li, J., Liu, X. and Yan, C., (2022). Mutual fund centrality and the remote acquisitions of listed firms in China*. The European Journal of Finance. 29 (14), 1-29

Damianov, DS., Wang, X. and Yan, C., (2021). Google Search Queries, Foreclosures, and House Prices. The Journal of Real Estate Finance and Economics. 63 (2), 177-209

Cheng, T., Yan, C. and Yan, Y., (2021). Improved inference for fund alphas using high-dimensional cross-sectional tests. Journal of Empirical Finance. 61, 57-81

Duan, K., Ren, X., Shi, Y., Mishra, T. and Yan, C., (2021). The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. Energy Economics. 95, 105131-105131

Yan, C. and Yan, J., (2021). Optimal and naive diversification in an emerging market: Evidence from China's A‐shares market. International Journal of Finance & Economics. 26 (3), 3740-3758

Gu, Y., Ho, K-C., Yan, C. and Gozgor, G., (2021). Public Environmental Concern, CEO Turnover, and Green Investment: Evidence from a Quasi-Natural Experiment in China. Energy Economics. 100, 105379-105379

Wang, X., Yan, C., Yan, J. and Gozgor, G., (2021). Emerging Stock Market Exuberance and International Short-term Flows. Journal of International Financial Markets, Institutions and Money. 75, 101417-101417

Chen, Y., Dai, M., Goncalves-Pinto, L., Xu, J. and Yan, C., (2021). Incomplete Information and the Liquidity Premium Puzzle. Management Science. 67 (9), 5703-5729

Jia, Z., Shi, Y., Yan, C. and Duygun, M., (2020). Bankruptcy prediction with financial systemic risk. The European Journal of Finance. 26 (7-8), 666-690

Yan, C. and Cheng, T., (2019). In search of the optimal number of fund subgroups. Journal of Empirical Finance. 50, 78-92

Fuertes, A-M., Phylaktis, K. and Yan, C., (2019). Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance. 98, 102066-102066

Yan, C. and Zhao, B., (2019). A general jump-diffusion process to price volatility derivatives. Journal of Futures Markets. 39 (1), 15-37

Zhao, B., Yan, C. and Hodges, S., (2019). Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review. 54 (1), 165-199

Cai, B., Cheng, T. and Yan, C., (2018). Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance. 49, 81-106

Yan, C., (2018). Hot money in disaggregated capital flows. The European Journal of Finance. 24 (14), 1190-1223

Zhang, H. and Yan, C., (2018). A skeptical appraisal of the bootstrap approach in fund performance evaluation. Financial Markets, Institutions and Instruments. 27 (2), 49-86

Yan, C. and Wang, X., (2018). The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. Journal of International Financial Markets, Institutions and Money. 56, 38-54

Zhang, H. and Yan, C., (2018). Modelling fundamental analysis in portfolio selection. Quantitative Finance. 18 (8), 1315-1326

Cheng, T. and Yan, C., (2017). Evaluating the size of the bootstrap method for fund performance evaluation. Economics Letters. 156, 36-41

Yan, C. and Zhang, H., (2017). Mean-variance versus naïve diversification: The role of mispricing. Journal of International Financial Markets, Institutions and Money. 48, 61-81

Fuertes, A-M., Phylaktis, K. and Yan, C., (2016). Hot money in bank credit flows to emerging markets during the banking globalization era. Journal of International Money and Finance. 60, 29-52

Yan, C., Phylaktis, K. and Fuertes, A-M., (2016). On cross-border bank credit and the U.S. financial crisis transmission to equity markets. Journal of International Money and Finance. 69, 108-134