@booklet {1969951, title = {Location-based Data on Social Commerce Platforms can Provide Insights for Business Decisions}, year = {2019}, month = {2019}, address = {Corvallis, OR}, keywords = {Business Analytics}, author = {Chang,Xiaohui} } @article {1969971, title = {The Lead-Lag Relationship between the Spot and Futures Markets in China}, journal = {Quantitative Finance}, volume = {17}, year = {2017}, month = {2017}, pages = {1447{\textendash}1456}, abstract = {Based on daily and one-minute high-frequency returns, this paper examines the
lead-lag dependence between the CSI 300 index spot and futures markets from 2010 to 2014. The
nonparametric and nonlinear thermal optimal path method is adopted. Empirical results of the
daily data indicate that the lead-lag relationship between the two markets is within one day but
this relationship is volatile since neither of the two possible situations (the futures leads or lags
behind the spot market) takes a dominant place. Besides, our results from high-frequency data
demonstrate that there is a price discovery in the Chinese futures market: the intraday one-minute
futures return leads the cash return by 0~5 minutes regardless of the price trend of the market.}, keywords = {Business Analytics}, author = {Wang,Donghua and Tu,Jingqing and Chang,Xiaohui and Li,Saiping} }