TY - JOUR
T1 - Corporate Reputation and Hedging Activities
JF - Accounting and Finance
Y1 - 2023
A1 - Deng,Junfang
A1 - Yang,Jimmy
KW - Accounting
KW - Finance
VL - 63
CP - S1
U2 - a
U4 - 220996175872
ID - 220996175872
ER -
TY - JOUR
T1 - Crash-Based Quantitative Trading Strategies: Perspective of Behavioral Finance
JF - Finance Research Letters
Y1 - 2022
A1 - Fang,Yan
A1 - Yuan,Jie
A1 - Yang,Jimmy
A1 - Ying,Shangjun
KW - Finance
VL - 45
U2 - a
U4 - 218946035712
ID - 218946035712
ER -
TY - JOUR
T1 - Chinese Lunar New Year Effect, Investor Sentiment, and Market Deregulation
JF - Finance Research Letters
Y1 - 2018
A1 - Teng,Chia-Chen
A1 - Yang,Jimmy
KW - Finance
AB - This paper provides empirical evidence and a behavioral explanation for the Chinese Lunar New Year (CLNY) effect and investigates whether the holiday effect weakens after market deregulation. Using emotion proxies from literature, we find that positive emotion plays an important role in contributing to higher returns surrounding the CLNY. We also show that the CLNY effect weakens when foreign investors’ participation increases, suggesting that the market deregulation may have contributed to this diminishing calendar anomaly.
VL - 27
UR - https://www.sciencedirect.com/science/article/pii/S1544612317305640
U2 - a
U4 - 144773136384
ID - 144773136384
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2016
A1 - Yang,Jimmy
A1 - Lin,KC
A1 - Johnson,Shane
KW - Finance
JA - Finance Seminar
CY - Taiwan
U2 - c
U4 - 144773206016
ID - 144773206016
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2016
A1 - Yang,Jimmy
A1 - Lin,KC
A1 - Johnson,Shane
KW - Finance
JA - Entrepreneurship Society Seminar
CY - Taiwan
U2 - c
U4 - 144794408960
ID - 144794408960
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2016
A1 - Yang,Jimmy
A1 - Lin,KC
A1 - Johnson,Shane
KW - Finance
JA - Finance Seminar
CY - Taiwan
U2 - c
U4 - 144794304512
ID - 144794304512
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2016
A1 - Yang,Jimmy
A1 - Lin,KC
A1 - Johnson,Shane
KW - Finance
JA - Finance Seminar
CY - Taiwan
U2 - c
U4 - 144773222400
ID - 144773222400
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2015
A1 - Yang,Jimmy
A1 - Lin,KC
KW - Finance
JA - Finance Seminar
CY - Taiwan
U2 - c
U4 - 127152746496
ID - 127152746496
ER -
TY - HEAR
T1 - The cost of corporate social irresponsibility
Y1 - 2015
A1 - Yang,Jimmy
A1 - Lin,KC
KW - Finance
JA - Finance Seminar
CY - Taiwan
U2 - c
U4 - 127152736256
ID - 127152736256
ER -
TY - JOUR
T1 - The choice between rights and underwritten equity offerings: Evidence from Chinese Stock Markets
JF - Journal of Multinational Financial Management
Y1 - 2013
A1 - Dang,Li
A1 - Yang,Jimmy
KW - Accounting
KW - Finance
AB - We study the choice and valuation effects of alternative flotation methods using a sample of Chinese firms that must meet the return on equity (ROE) thresholds set by the government to raise equity capital. The ROE requirement, although changed over time, seems to play an important role on the valuation and performance of seasoned equity offerings. The analysis of 219 rights and 75 underwritten offerings between 2000 and 2004 shows that Chinese firms that are not qualified for the flotation method with a higher ROE requirement suffer the most at announcement and experience significantly lower buy-and-hold abnormal returns than those that are qualified. Our results suggest that the freedom to choose their preferred flotation method may be valuable to firms that meet the higher ROE requirement. Finally, our probit models identify several determinants of the choice of flotation methods.
VL - 23
CP - 3
U2 - a
U4 - 2658564097
ID - 2658564097
ER -
TY - HEAR
T1 - The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets
Y1 - 2011
A1 - Yang,Jimmy
KW - Finance
JA - 2011 FMA Asian Conference
CY - Queenstown, New Zealand
U2 - c
U4 - 53000245248
ID - 53000245248
ER -
TY - JOUR
T1 - A censored stochastic volatility approach to the estimation of price limit moves
JF - Journal of Empirical Finance
Y1 - 2009
A1 - Hsieh,Ping-Hung
A1 - Yang,Jimmy
KW - Finance
KW - Supply Chain
AB - A censored stochastic volatility model is developed to reconstruct a return series censored by price limits, one popular form of market stabilization mechanisms. When price limits are reached, the observed prices are truncated and the equilibrium prices are unobservable, which makes further financial analyses difficult. The model offers theoretically sound estimates of censored returns and is demonstrated via simulations to outperform existing approaches with respect to the estimates of model parameters, unconditional means, and standard deviations. The algorithm is applied to model stock and futures returns and results are consistent with the simulation outcomes.
VL - 16
CP - 2
U2 - a
U4 - 2658519041
ID - 2658519041
ER -
TY - HEAR
T1 - The choice between rights and underwritten equity offerings: evidence from the Chinese Stock Markets
Y1 - 2007
A1 - Dang,Li
A1 - Yang,Jimmy
KW - Accounting
KW - Finance
JA - Financial Management Association Meeting
CY - Orlando
U2 - c
U4 - 8582137857
ID - 8582137857
ER -
TY - HEAR
T1 - Cooling-off effect of price limits: evidence from transactions data
Y1 - 2006
A1 - Yang,Jimmy
A1 - Kim,Yong H
KW - Finance
JA - Globalization and Economic Asymmetries Conference
CY - Boston
U2 - c
U4 - 2658510849
ID - 2658510849
ER -
TY - HEAR
T1 - Cooling-off and magnet effects of price limits
Y1 - 2004
A1 - Yang,Jimmy
KW - Finance
JA - Conference on the Theories and Practices of Securities and Financial Markets
CY - Kaohsiung, Taiwan
U2 - c
U4 - 649916416
ID - 649916416
ER -