Journal Articles
W. Hung, Lin, C. - T., and Yang, J.,
“Aggregate 52-week high, limited attention, and time-varying momentum profits”,
Journal of Banking & Finance, vol. 141, p. 106531, 2022.
J. Deng and Yang, J.,
“Corporate Reputation and Hedging Activities”,
Accounting and Finance, vol. 63, no. S1, pp. 1223-1247, 2023.
Y. Fang, Yuan, J., Yang, J., and Ying, S.,
“Crash-Based Quantitative Trading Strategies: Perspective of Behavioral Finance”,
Finance Research Letters, vol. 45, p. 102185, 2022.
C. - C. Teng, Li, S., and Yang, J.,
“Family control, external governance mechanisms, and dividend payouts”,
Quarterly Review of Economics and Finance, vol. 79, pp. 198-209, 2021.
D. Berger, Pukthuanthong, K., and Yang, J.,
“International diversification with frontier markets”,
Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.
H. - G. Huang, Tsai, W. - C., Weng, P. - S., and Yang, J.,
“Intraday Momentum in the VIX Futures Market”,
Journal of Banking & Finance, vol. 148, p. 106746, 2023.
P. - H. Hsieh, Kim, Y. H., and Yang, J.,
“The magnet effect of price limits: a logit approach”,
Journal of Empirical Finance, vol. 16, no. 5, pp. 830-837, 2009.
Y. Liu and Yang, J.,
“Private Debt, Unused Credit Lines, and Seasoned Equity Offerings”,
Quarterly Review of Economics and Finance, vol. 51, no. 4, pp. 376-388, 2011.
Y. - K. Chang, Chou, R. K., and Yang, J.,
“A rare move: the effects of switching from a closing call auction to a continuous trading”,
The Journal of Futures Markets, vol. 40, no. 3, pp. 308-328, 2020.
K. Kim, Liu, H., and Yang, J.,
“Reconsidering Price Limit Effectiveness”,
Journal of Financial Research, vol. 36, no. 4, pp. 493-518, 2013.
Y. H. Kim, Yague, J., and Yang, J.,
“Relative Performance of Trading Halts and Price Limits: Evidence from the Spanish Stock Exchange”,
International Review of Economics and Finance, vol. 17, no. 2, pp. 197-215, 2008.
R. Chou, Wang, Y. - C., and Yang, J.,
“Share Pledging, Payout Policy, and the Value of Cash Holdings”,
Journal of Empirical Finance, vol. 61, no. March, pp. 18-33, 2021.
H. - I. Ting, Wang, M. - C., Yang, J., and Tuan, K. - W.,
“Technical expert CEOs and corporate innovation”,
Pacific-Basin Finance Journal, vol. 68, 2021.
Y. - L. Chen and Yang, J.,
“Trader Positions in VIX Futures”,
Journal of Empirical Finance, vol. 61, no. March, pp. 1-17, 2021.
J. - C. Hung, Liu, H. - C., and Yang, J.,
“Trading activity and price discovery in Bitcoin futures markets”,
Journal of Empirical Finance, vol. 62, no. June, pp. 107-120, 2021.
Y. H. Kim and Yang, J.,
“What makes circuit breakers attractive to financial markets? A survey”,
Financial Markets, Institutions and Instruments, vol. 13, no. 3, pp. 109-146, 2004.
R. Brooks, Kim, Y. H., and Yang, J.,
“What makes when-issued trading attractive to financial markets?”,
Financial Markets, Institutions and Instruments, vol. 23, no. 5, pp. 245-271, 2014.