IDEAS home Printed from https://ideas.repec.org/f/pmi643.html
   My authors  Follow this author

Hong Miao

Personal Details

First Name:Hong
Middle Name:
Last Name:Miao
Suffix:
RePEc Short-ID:pmi643
[This author has chosen not to make the email address public]
https://sites.google.com/site/csuhongmiao/

Affiliation

Department of Finance and Real Estate
Colorado State University

Fort Collins, Colorado (United States)
http://www.biz.colostate.edu/financeRealEstate/
RePEc:edi:dfcsuus (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Jian Yang & Zheng Li & Hong Miao, 2021. "Volatility spillovers in commodity futures markets: A network approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1959-1987, December.
  2. Arjun Chatrath & Rohan A. Christie‐David & Hong Miao & Sanjay Ramchander, 2019. "Losers and prospectors in the short‐term options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(6), pages 721-743, June.
  3. Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin, 2019. "Forecasting of density functions with an application to cross-sectional and intraday returns," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1304-1317.
  4. Kokoszka Piotr & Miao Hong & Stoev Stilian & Zheng Ben, 2019. "Risk Analysis of Cumulative Intraday Return Curves," Journal of Time Series Econometrics, De Gruyter, vol. 11(2), pages 1-31, July.
  5. Miao, Hong & Ramchander, Sanjay & Ryan, Patricia & Wang, Tianyang, 2018. "Default prediction models: The role of forward-looking measures of returns and volatility," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 146-162.
  6. Hong Miao & Sanjay Ramchander & Tianyang Wang & Jian Yang, 2018. "The impact of crude oil inventory announcements on prices: Evidence from derivatives markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 38-65, January.
  7. Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018. "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 461-485.
  8. Kokoszka Piotr & Miao Hong & Zheng Ben, 2017. "Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price," Statistics & Risk Modeling, De Gruyter, vol. 34(1-2), pages 33-53, June.
  9. Li, Changsheng & Wang, Haiyu & Miao, Hong & Ye, Bin, 2017. "The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China," Applied Energy, Elsevier, vol. 190(C), pages 204-212.
  10. Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017. "Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 13-26.
  11. Li, Keming & Lockwood, Jimmy & Miao, Hong, 2017. "Risk-shifting, equity risk, and the distress puzzle," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 275-288.
  12. Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017. "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, vol. 68(C), pages 77-88.
  13. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang, 2016. "An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments," Energy Economics, Elsevier, vol. 54(C), pages 213-223.
  14. Arjun Chatrath & Hong Miao & Sanjay Ramchander & Tianyang Wang, 2015. "The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 177-190, April.
  15. Bahram Adrangi & Arjun Chatrath & Rohan A. Christie‐David & Hong Miao & Sanjay Ramchander, 2015. "Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(11), pages 1003-1025, November.
  16. Chatrath, Arjun & Christie-David, Rohan A. & Miao, Hong & Ramchander, Sanjay, 2015. "Short-term options: Clienteles, market segmentation, and event trading," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 237-250.
  17. Piotr Kokoszka & Hong Miao & Xi Zhang, 2015. "Functional Dynamic Factor Model for Intraday Price Curves," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 456-477.
  18. Hong Miao & Sanjay Ramchander & Tianyang Wang, 2014. "The Response of Bond Prices to Insurer Ratings Changes," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(2), pages 389-413, April.
  19. Hong Miao & Sanjay Ramchander & J. Kenton Zumwalt, 2014. "S&P 500 Index‐Futures Price Jumps and Macroeconomic News," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(10), pages 980-1001, October.
  20. Elder, John & Miao, Hong & Ramchander, Sanjay, 2014. "Price discovery in crude oil futures," Energy Economics, Elsevier, vol. 46(S1), pages 18-27.
  21. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay, 2014. "Crude oil moments and PNG stock returns," Energy Economics, Elsevier, vol. 44(C), pages 222-235.
  22. Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram, 2014. "Currency jumps, cojumps and the role of macro news," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 42-62.
  23. John Elder, Hong Miao, and Sanjay Ramchander, 2013. "Jumps in Oil Prices: The Role of Economic News," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  24. John Elder & Robert J. Elliott & Hong Miao, 2013. "Fractional differencing in discrete time," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 195-204, January.
  25. Elder, John & Miao, Hong & Ramchander, Sanjay, 2012. "Impact of macroeconomic news on metal futures," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 51-65.
  26. Robert J. Elliott & John W. Lau & Hong Miao & Tak Kuen Siu, 2012. "Viterbi-Based Estimation for Markov Switching GARCH Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(3), pages 219-231, August.
  27. Arjun Chatrath & Hong Miao & Sanjay Ramchander, 2012. "Does the price of crude oil respond to macroeconomic news?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(6), pages 536-559, June.
  28. Ahmed A. A. Khalifa & Hong Miao & Sanjay Ramchander, 2011. "Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 55-80, January.
  29. Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
  30. Elliott, Robert J. & Lyle, Matthew R. & Miao, Hong, 2010. "A model for energy pricing with stochastic emission costs," Energy Economics, Elsevier, vol. 32(4), pages 838-847, July.
  31. Abel Cadenillas & Robert Elliott & Hong Miao & Zhenyu Wu, 2009. "Risk-Hedging in Real Estate Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(4), pages 265-285, December.
  32. Robert Elliott & Hong Miao, 2009. "VaR and expected shortfall: a non-normal regime switching framework," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 747-755.
  33. Robert J. Elliott & Hong Miao & Jin Yu, 2009. "Investment Timing Under Regime Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 443-463.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Hong Miao should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.