Yang Cao

Education

Grenoble Ecole de Management
France

Master of philosophy

Southwest Jiaotong University
China

Master of applied economics

Southwest Jiaotong University
China

Bachelor of finance

Publications

The information value of M&A press releases

Published by

Journal of Corporate Finance

Summary

journal-article

Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks

Published by

Journal of Empirical Finance

Summary

journal-article

Hot money and China’s stock market volatility: Further evidence using the GARCH–MIDAS model

Published by

Physica A: Statistical Mechanics and its Applications

Summary

journal-article

Forecasting house prices using dynamic model averaging approach: Evidence from China

Published by

Economic Modelling

Summary

journal-article

股票流动性是否促进研发创新——基于我国医药板块的研究

Published by

金融评论

Summary

journal-article