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

Journal of Corporate Finance

journal-article

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

Journal of Empirical Finance

journal-article

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

Physica A: Statistical Mechanics and its Applications

journal-article

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

Economic Modelling

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

金融评论

journal-article