← All authors Xiaoguang Yang University of Chinese Academy of Sciences (per OpenAlex) · ORCID · OpenAlex
79 papers in scope · 78 published · 1 on the econ.EM arXiv · 1,484 citations · h-index 20 (over the papers listed here)
Papers (1 of 79)
What Drives the Regret Premium: Evidence from China
published 2025 · Journal of International Financial Markets Institutions and Money · 1 citations
with Shujie Wang, Liyan Han, Tongshuai Qiao
Green innovation drives the realization of carbon neutrality and the weak Porter effect
published 2025 · Energy Economics · 1 citations
with Yuwen Zhou, Lixin Tian
Cascading failure, financial network and systemic risk
published 2025 · The North American Journal of Economics and Finance · 1 citations
with Chuangxia Huang, Hualu Miao, Jie Cao, Huirui Yang
Information Content of the Geography of Underwriters on Bond Market
published 2025 · Financial Management · 4 citations
Research on credit card default repayment prediction model
published 2024 · The Journal of Finance and Data Science · 3 citations
with Junhong Li, Jijia Kang, Jie Wu, H Wang, Hongping Wang
Local government debts and corporate bond spreads: Evidence from China
published 2024 · Economic and Political Studies · 2 citations
with Haoming Ye, Yan Wang
Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period
published 2024 · Research in International Business and Finance · 12 citations
with Jiang Yong, Nassar S. Al-Nassar, Yi-Shuai Ren, Chaoqun Ma
Enhancing external oversight: The complementary role of regulatory minority shareholders in China
published 2024 · Finance research letters · 4 citations
with Shengyuan Huang, Junhong Li, Ye Zhou
Pareto efficiency of infinite-horizon cooperative stochastic differential games with Markov jumps and Poisson jumps
published 2024 · Mathematics and Computers in Simulation · 4 citations
with Po Hu, MA Hongbin, Yifen Mu
STOCK MARKET RESPONSE TO METEOROLOGICAL DISASTER RISK: FROM LIQUIDITY PERSPECTIVE
published 2024 · Climate Change Economics · 1 citations
with Jie Wu, Yunong Wang
Robust green Schumpeterian endogenous growth model and spatial Kuznets curve
published 2024 · Energy Economics · 13 citations
with Yuwen Zhou, Lixin Tian, Bingyue Wan
How mutual funds respond to asymmetric feedback trading in China’s stock market
published 2024 · Journal of Management Science and Engineering · 3 citations
with Die Wan, Li Yang
Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks
published 2024 · Journal of International Financial Markets Institutions and Money · 23 citations
with Yi-Shuai Ren, Tony Klein, Jiang Yong, Chaoqun Ma
Financial network structure and systemic risk
published 2023 · European Journal of Finance · 16 citations
with Chuangxia Huang, Yanchen Deng, Yaqian Cai, Xin Yang
Schumpeterian endogenous growth model under green innovation and its enculturation effect
published 2023 · Energy Economics · 27 citations
with Yuwen Zhou, Lixin Tian
Extreme climate risks and corporate bond yield spreads: evidence from China
published 2023 · Asia-Pacific Journal of Accounting & Economics · 10 citations
Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?
published 2023 · Economic Modelling · 7 citations
with Chuangxia Huang, Yaqian Cai, Yanchen Deng, Xin Yang
Network characteristics and stock liquidity:Evidence from the UK
published 2022 · Finance research letters · 8 citations
with Xin Yang, Cheng Jin, Chuangxia Huang
The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests
published 2022 · Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad · 8 citations
with Jiang Yong, Yi-Shuai Ren, Chaoqun Ma, Olaf Weber
Impact of lockdown and government subsidies on rural households at early COVID-19 pandemic in China
published 2022 · China Agricultural Economic Review · 33 citations
Identification of crisis in the Chinese stock market based on complex network
published 2022 · Applied Economics Letters · 6 citations
with Chuangxia Huang, Shijie Liu, Xin Yang
A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events
published 2022 · Soft Computing · 24 citations
with Yuxiang Cheng, Jiayu Yi, Kin Keung Lai, Luis Seco
Can financial crisis be detected? Laplacian energy measure
published 2022 · European Journal of Finance · 19 citations
with Chuangxia Huang, Yunke Deng, Xin Yang, Jinde Cao
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles
published 2022 · The North American Journal of Economics and Finance · 20 citations
with Jiang Yong, Yi-Shuai Ren, Seema Narayan, Chaoqun Ma
The Informational Role of Ownership Networks in Bank Lending
published 2022 · Journal of Financial and Quantitative Analysis · 25 citations
with Haoyu Gao, Hong Ru
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy
published 2021 · Computational Economics · 11 citations
with Baoqiang Zhan, Shu Zhang, Helen S. Du
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
published 2021 · International Review of Economics & Finance · 24 citations
with Chuangxia Huang, Xian Zhao, Yunke Deng, Xin Yang
The information advantage from existing bank-firm relationships -evidence from new clients’ screening
published 2021 · Asia-Pacific Journal of Accounting & Economics · 2 citations
with Yun Wang
Systemically important financial institutions in China: from view of tail risk spillover network
published 2021 · Applied Economics Letters · 9 citations
with Xin Yang, Shan Chen, Zhifeng Liu, Chuangxia Huang
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
published 2021 · International Journal of Finance & Economics · 6 citations
IPO relative difficulty, M&A option and size effect
published 2021 · Journal of Asian Economics · 2 citations
with Die Wan, Yang Teng
A network perspective of comovement and structural change: Evidence from the Chinese stock market
published 2021 · International Review of Financial Analysis · 55 citations
with Chuangxia Huang, Yunke Deng, Jinde Cao, Xin Yang
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
published 2021 · International Journal of Finance & Economics · 51 citations
with Xin Yang, Shan Chen, Hong Liu, Chuangxia Huang
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model
published 2020 · International Review of Economics & Finance · 20 citations
with Jiang Yong, Gang-Jin Wang, Chaoqun Ma
Measurement of Individual Investor Sentiment and Its Application: Evidence from Chinese Stock Message Board
published 2020 · Emerging Markets Finance and Trade · 13 citations
with Chuangxia Huang, Shigang Wen, Xin Yang, Jinde Cao
Regional Credit, Technological Innovation, and Economic Growth in China: A Spatial Panel Analysis
published 2020 · Discrete Dynamics in Nature and Society · 9 citations
with Huan Zhou, Shaojian Qu, Qinglu Yuan
Dynamic network topology and market performance: A case of the Chinese stock market
published 2020 · International Journal of Finance & Economics · 49 citations
with Chuangxia Huang, Xian Zhao, Renli Su, Xin Yang
Business conditions, uncertainty shocks and Bitcoin returns
published 2020 · Evolutionary and Institutional Economics Review · 10 citations
with Jiang Yong, Gang-Jin Wang, Danyan Wen
Systemic Importance of China’s Financial Institutions: A Jump Volatility Spillover Network Review
published 2020 · Entropy · 14 citations
with Xin Yang, Xian Zhao, Xu Gong, Chuangxia Huang
WITHDRAWN:Investor's anticipation and future market movement: Evidence of self-fulfilling prophecy effect from the The Chinese stock market
published 2019 · The Journal of Finance and Data Science · 1 citations
with Yun Wan
How to detect crashes before they burst: Evidence from Chinese stock market
published 2019 · Physica A Statistical Mechanics and its Applications · 20 citations
with Kai Xing
An empirical study of the self-fulfilling prophecy effect in Chinese stock market
published 2019 · The Journal of Finance and Data Science · 6 citations
with Yun Wan
Borrower Opacity and Loan Performance: Evidence from China
published 2019 · Journal of Financial Services Research · 11 citations
with Haoyu Gao, Junbo Wang, Lin Zhao
Dynamic matching pennies on networks
published 2019 · International Journal of Game Theory · 14 citations
with Zhigang Cao, Cheng-Zhong Qin, Boyu Zhang
Predicting default rates by capturing critical transitions in the macroeconomic system
published 2019 · Finance research letters · 9 citations
with Kai Xing
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model
published 2018 · Sustainability · 10 citations
Fashion and Homophily
published 2018 · Operations Research · 18 citations · first circulated 2013
with Boyu Zhang, Zhigang Cao, Cheng-Zhong Qin
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM
published 2018 · International Journal of Information Technology & Decision Making · 83 citations
with Jihong Xiao, Xuehong Zhu, Chuangxia Huang, Fenghua Wen, Meirui Zhong
Embedding games with strategic complements into games with strategic substitutes
published 2018 · Journal of Mathematical Economics · 2 citations
with Zhigang Cao, Xujin Chen, Cheng-Zhong Qin, Changjun Wang
Symmetric games revisited
published 2018 · Mathematical Social Sciences · 18 citations
with Zhigang Cao
working paper 2018 · arXiv · 3 citations
Preface: Special Issue on New Challenges in Financial Optimization and Risk Management
published 2018 · Journal of the Operations Research Society of China · 1 citations
with Shushang Zhu
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk?
published 2017 · Eurasia Journal of Mathematics Science and Technology Education · 7 citations
with Chuangxia Huang, Zhifang He, Xu Gong, Fenghua Wen
Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China
published 2017 · Physica A Statistical Mechanics and its Applications · 22 citations
with Sumuya Borjigin, Yating Yang, Leilei Sun
Shapley's conjecture on the cores of abstract market games
published 2017 · Games and Economic Behavior · 5 citations
with Zhigang Cao, Cheng-Zhong Qin
Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis
published 2017 · Financial Innovation · 14 citations
with Ke Cheng
High‐Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market
published 2017 · International Review of Finance · 17 citations
with Die Wan
Asymmetric Synchronicity in Extreme Stock Price Movements: Evidence from China’s Stock Market
published 2017 · Procedia Computer Science · 6 citations
with Yang Liu
Liquidity dynamics around intraday price jumps in Chinese stock market
published 2016 · Journal of Systems Science and Complexity · 10 citations
with Die Wan, Xianhua Wei
Asymmetries of Positive Feedback Trading in Individual Stocks: Evidences from China
published 2016 · Journal of Management Science and Engineering · 16 citations · first circulated 2015
with Die Wan, Weiyi Liu, Junbo L. Wang
Stability Analysis of SIR Model with Distributed Delay on Complex Networks
published 2016 · PLoS ONE · 92 citations
with Chuangxia Huang, Jie Cao, Fenghua Wen
Economic and environmental impacts of foreign direct investment in China: A spatial spillover analysis
published 2016 · China Economic Review · 99 citations
with Jianhuan Huang, Xudong Chen, Bihong Huang
Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain
published 2016 · Applied Energy · 94 citations
with Qiming Li, Ke Cheng
Extreme return, extreme volatility and investor sentiment
published 2016 · Filomat · 15 citations
with Xu Gong, Fenghua Wen, Zhifang He, Jia Yang, Bin Pan
Impacts of Oil Price Shocks on the Returns of China's Listed Oil Companies
published 2015 · Energy Procedia · 7 citations
with Qiming Li, Ke Cheng
Social norms and public transport usage: empirical study from Shanghai
published 2015 · Transportation · 80 citations
with Dong Zhang, Jan-Dirk Schmöcker, Satoshi Fujii
The reverse volatility asymmetry in Chinese financial market
published 2014 · Applied Financial Economics · 15 citations
with Die Wan, Ke Cheng
Intercorporate default contagion from industry failures: Stress testing on creditee linkage networks of China
published 2014 · Journal of Financial Engineering · 2 citations
with Mingmin Yang, Haoyu Gao, Zhigang Cao
Parametric and non-parametric combination model to enhance overall performance on default prediction
published 2014 · Journal of Systems Science and Complexity · 5 citations
with Jun Li, Liang Pan, Muzi Chen
An Empirical Study of the Effect of Investor Sentiment on Returns of Different Industries
published 2014 · Mathematical Problems in Engineering · 37 citations
with Chuangxia Huang, Xin Yang, Sheng Hu
Social Interaction and Stock Market Participation: Evidence from China
published 2014 · Mathematical Problems in Engineering · 18 citations
with Zhifeng Liu, Tingting Zhang
Fashion, Cooperation, and Social Interactions
published 2013 · PLoS ONE · 26 citations
with Zhigang Cao, Haoyu Gao, Xinglong Qu, Mingmin Yang
Complementary cooperation, minimal winning coalitions, and power indices
published 2012 · Theoretical Computer Science · 1 citations
with Zhigang Cao
Copula contagion index and its efficiency
published 2012 · Applied Financial Economics · 10 citations
with Ke Cheng, Fengbin Lu
Selfish bin covering
published 2011 · Theoretical Computer Science · 11 citations
with Zhigang Cao
Coalition formation in weighted simple-majority games under proportional payoff allocation rules
published 2009 · International Journal of Automation and Computing · 5 citations
with Zhigang Cao
Discriminant Analysis of Zero Recovery for China's NPL
published 2009 · Journal of Applied Mathematics and Decision Sciences · 10 citations
with Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen
FALSE FINANCIAL STATEMENTS: CHARACTERISTICS OF CHINA'S LISTED COMPANIES AND CART DETECTING APPROACH
published 2008 · International Journal of Information Technology & Decision Making · 89 citations
with Belinna Bai, Jerome Yen
The partial inverse minimum spanning tree problem when weight increase is forbidden
published 2007 · European Journal of Operational Research · 25 citations
with Mao-cheng Cai, C.W. Duin, Jianzhong Zhang
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