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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.
P. - H. Hsieh and Yang, J., “A censored stochastic volatility approach to the estimation of price limit moves”, Journal of Empirical Finance, vol. 16, no. 2, pp. 337-351, 2009.
C. - C. Teng and Yang, J., “Chinese Lunar New Year Effect, Investor Sentiment, and Market Deregulation”, Finance Research Letters, vol. 27, pp. 175-184, 2018.
L. Dang and Yang, J., “The choice between rights and underwritten equity offerings: Evidence from Chinese Stock Markets”, Journal of Multinational Financial Management, vol. 23, no. 3, pp. 235-253, 2013.
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.
D. Berger, Pukthuanthong, K., and Yang, J., “Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds”, Journal of Portfolio Management, vol. 39, pp. 36-48, 2013.
J. - C. Hung, Liu, H. - C., and Yang, J., “Does the tail risk index matter in forecasting downside risk?”, International Journal of Finance and Economics, pp. 1-16, 2022.
Y. H. Kim and Yang, J., “Effect of price limits: initial public offerings versus seasoned equities”, International Review of Finance, vol. 9, no. 3, pp. 295-318, 2009.
Y. H. Kim and Yang, J., “The Effect of Price Limits on Intraday Volatility and Information Asymmetry”, Pacific-Basin Finance Journal, vol. 16, no. 5, pp. 522-538, 2008.
R. Brooks and Yang, J., “Emerging from bankruptcy with when-issued trading”, Financial Review, vol. 47, pp. 445-467, 2012.
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.
K. - S. Chen and Yang, J., “Housing Price Dynamics, Mortgage Credit and Reverse Mortgage Demand: Theory and Empirical Evidence”, Real Estate Economics, vol. 48, no. 2, pp. 599-632, 2020.
J. - C. Hung, Liu, H. - C., and Yang, J., “Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators”, North American Journal of Economics and Finance, vol. 52, pp. 101-165, 2020.
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.
W. Hung and Yang, J., “The MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrage”, Journal of Financial Markets, vol. 41, pp. 77-91, 2018.
C. - C. Teng and Yang, J., “Media exposure on corporate social irresponsibility and firm performance”, Pacific-Basin Finance Journal, vol. 68, 2021.
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.
R. Brooks and Yang, J., “Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning”, Journal of Economics and Finance Education, vol. 6, no. 2, pp. 65-73, 2007.
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.
J. Elston and Yang, J., “Venture Capital, Ownership Structure, Accounting Standards and IPO Underpricing: Evidence from Germany”, Journal of Economics and Business, vol. 62, no. Special Issue, pp. 517-536, 2010.
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.
R. Brooks, Mathew, P., and Yang, J., “When-issued trading in the Indian IPO market”, Journal of Financial Markets, vol. 19, pp. 170-196, 2014.
Presentations
W. Hung, Lin, C. - T., and Yang, J., “Aggregate 52-week high, limited attention, and time-varying momentum profits”, Research Seminar. Victoria, Canada, 2022.
J. Yang and Liu, Y., “Are banking relations beneficial to established firms? evidence from seasoned equity offerings”, Financial Management Association Meeting. Salt Lake City, Utah, 2006.
L. Dang and Yang, J., “The choice between rights and underwritten equity offerings: evidence from the Chinese Stock Markets”, Financial Management Association Meeting. Orlando, 2007.
J. Yang, “The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets”, 2011 FMA Asian Conference. Queenstown, New Zealand, 2011.
J. Yang, “Cooling-off and magnet effects of price limits”, Conference on the Theories and Practices of Securities and Financial Markets. Kaohsiung, Taiwan, 2004.
J. Yang and Kim, Y. H., “Cooling-off effect of price limits: evidence from transactions data”, Globalization and Economic Asymmetries Conference. Boston, 2006.
J. Yang, Lin, K. C., and Johnson, S., “The cost of corporate social irresponsibility”, Finance Seminar. Taiwan, 2016.
J. Yang and Lin, K. C., “The cost of corporate social irresponsibility”, Finance Seminar. Taiwan, 2015.
J. Yang, Lin, K. C., and Johnson, S., “The cost of corporate social irresponsibility”, Finance Seminar. Taiwan, 2016.
J. Yang, Lin, K. C., and Johnson, S., “The cost of corporate social irresponsibility”, Finance Seminar. Taiwan, 2016.
J. Yang and Lin, K. C., “The cost of corporate social irresponsibility”, Finance Seminar. Taiwan, 2015.
J. Yang, Lin, K. C., and Johnson, S., “The cost of corporate social irresponsibility”, Entrepreneurship Society Seminar. Taiwan, 2016.
J. Yang and Kim, Y. H., “The effect of price limits: initial public offerings vs. seasoned equities”, Financial Management Association Annual Meeting. New Orleans LA, 2004.
R. Brooks and Yang, J., “Emerging from Bankruptcy with When-Issued Trading”, Financial Management Association annual meeting. Dallas, 2008.
J. Yang, “Empirical Financial Studies and Policy Implications”, 3rd Global Economy and Governance International Conference. Taipei, 2015.
J. Yang and Elston, J., “The Impact of Accounting Standards and Ownership Structure on IPO Underpricing: Evidence from Germany's Neuer Markt”, Academy of Entrepreneurial Finance. Las Vegas, NV, 2008.
J. Yang and Elston, J., “The impact of accounting standards and ownership structure on IPO underpricing: evidence from Germany’s Neuer Market”, Academy of Entrepreneurial Finance Conference. Las Vegas, 2008.
J. Yang and Kim, Y. H., “The impact of price limits on initial public offerings: evidence from the Taiwan Stock Exchange”, Financial Management Association Annual Doctoral Student Seminar. Toronto, Canada, 2001.

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