John Hua Fan

Griffith University - Department of Accounting, Finance and Economics

Brisbane, Queensland 4111

Australia

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 28,563

in Total Papers Downloads

2,079

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

The Untold Story of Commodity Futures in China

Journal of Futures Markets, Forthcoming
Number of pages: 69 Posted: 21 Feb 2018 Last Revised: 26 Jan 2020
John Hua Fan and Tingxi Zhang
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 654 (49,014)
Citation 5

Abstract:

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China; Commodity futures; Position limits; Margins; Price discovery; Momentum; Term structure; Hedging pressure; Liquidity; Diversification

2.

Speculative Pressure

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 02 Dec 2018 Last Revised: 02 Dec 2019
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Cass Business School, City University of London and Audencia Business School
Downloads 417 (85,621)

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Speculative Pressure, Futures Markets, Risk Premium, Pricing

3.

No More Excuses! Performance of ESG-Integrated Portfolios in Australia

Accounting & Finance, forthcoming
Number of pages: 59 Posted: 05 Mar 2018 Last Revised: 05 Jun 2020
Darren Lee, John Hua Fan and Victor Wong
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 257 (145,330)

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Australia; ESG; SRI; Portfolio management; Diversification risk; Sector analysis; Fiduciary duty

4.

Sustainable factor investing: Where doing well meets doing good

International Review of Economics & Finance, Forthcoming
Number of pages: 53 Posted: 18 Apr 2019 Last Revised: 04 Aug 2020
John Hua Fan and Lachlan Michalski
Griffith University - Department of Accounting, Finance and Economics and University of Queensland - Faculty of Business, Economics and Law
Downloads 207 (178,859)
Citation 2

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ESG integration; Size; Momentum; Quality; Crash risk

5.

Investable Commodity Premia in China

Journal of Banking and Finance, Forthcoming
Number of pages: 58 Posted: 25 Feb 2020 Last Revised: 27 Mar 2021
Robert J. Bianchi, John Hua Fan and Tingxi Zhang
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 142 (247,504)
Citation 1

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China, Commodity Futures, Momentum, Carry, Capacity, Investability

6.

Internationalization of Futures Markets: Lessons from China

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 54 Posted: 15 Nov 2019 Last Revised: 08 Sep 2020
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 104 (310,711)
Citation 1

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China; Futures markets; Internationalization; Market quality; PTA; Iron ore

7.

The ‘Necessary Evil’ in Chinese Commodity Markets

Journal of Commodity Markets, Forthcoming
Number of pages: 46 Posted: 06 Oct 2019 Last Revised: 11 Mar 2021
John Hua Fan, Di Mo and Tingxi Zhang
Griffith University - Department of Accounting, Finance and Economics, RMIT University and Griffith University - Department of Accounting, Finance and Economics
Downloads 86 (350,699)

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China, Commodity markets, Speculators, Volatility, Co-movement, Correlation

8.

Exploiting the Dynamics of Commodity Futures Curves

Number of pages: 40 Posted: 12 Feb 2021 Last Revised: 27 Apr 2021
Griffith University, Griffith University - Department of Accounting, Finance and Economics, Audencia Business School and Griffith University - Department of Accounting, Finance and Economics
Downloads 83 (358,270)

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Commodity futures, Nelson-Siegel model, Spread, Butterfly

9.

Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach

Number of pages: 32 Posted: 25 Oct 2018 Last Revised: 23 Feb 2019
Robert J. Bianchi, John Hua Fan and Neda Todorova
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 75 (380,054)
Citation 2

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Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion

10.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 54 (449,001)

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Momentum, Commodity Futures, Anomaly, Limits to Arbitrage, Investor Sentiment

11.

Estimation and Performance Evaluation of Optimal Hedge Ratios in the Carbo Market of the European Union Emissions Trading Scheme

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
John Hua Fan, Eduardo Roca and Alexandr Akimov
Griffith University - Department of Accounting, Finance and Economics, Griffith University and Griffith University - Department of Accounting, Finance and Economics

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carbon market, CO2, conditional hedge ratio, hedging, emissions trading, risk management