Did COVID-19 tourism sector supports alleviate investor fear? von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les

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Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Larkin, Charles, Oxley, Les

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Financial contagion among COVID-19 concept-related stocks in China von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les

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Speed of adjustment towards target leverage: evidence from a quantile regression analysis von Nguyen, Thao, Bai, Min, Hou, Greg, Truong, Cameron

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Do higher order moments of return distribution provide better decisions in minimum-variance hedging?: Evidence from US stock index futures von Yang Greg Hou, Mark Holmes

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Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Larkin, Charles, Lucey, Brian, Oxley, Les

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The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les

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Corporate governance and correlation in corporate defaults von Fernando, Jayasuriya M.R., Li, Leon, Hou, Yang (Greg)

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Do higher order moments of return distribution provide better decisions in minimum-variance hedging?: Evidence from US stock index futures von Hou, Yang (Greg), Holmes, Mark

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Corporate governance and default prediction: a reality test von Fernando, Jayasuriya Mahapatabendige Ruwani, Li, Leon, Hou, Yang (Greg)

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The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry von Corbet, Shaen, Hou, Yang, Hu, Yang, Oxley, Les

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Drought risk and capital structure dynamics von Nguyen, Thao, Bai, Min, Hou, Greg, Truong, Cameron

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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets von Duppati, Geeta, Hou, Yang, Scrimgeour, Frank

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Do higher order moments of return distribution provide better decisions in minimum-variance hedging?: Evidence from US stock index futures von Yang (Greg) Hou, Mark Holmes

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Do higher order moments of return distribution provide better decisions in minimum-variance hedging?: Evidence from US stock index futures von Yang Greg Hou, Mark Holmes

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Workforce culture diversity and compliance costs in the global banking sector von Bai, Min, Hou, Greg, Scrimgeour, Frank

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Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China von Hou, Yang (Greg), Li, Steven

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Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les, Xu, Danyang

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Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon von Ruwani Fernando, Jayasuriya Mahapatabendige, Li, Leon, Hou, Greg

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An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event von Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les

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