Contagion around the October 1987 stock market crash. - Jian Yang 006; David A. Bessler (Eur. J. Oper. Res., 2008)

Nonlinearity, data-snooping, and stock index ETF return predictability. - Jian Yang 006; Juan Cabrera; Tao Wang 019 (Eur. J. Oper. Res., 2010)

Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence. - Jian Yang 006; Yinggang Zhou; Zijun Wang (Manag. Sci., 2010)

Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence. - Jian Yang 006; Yinggang Zhou (Manag. Sci., 2013)