Export 8 results:
Filters: First Letter Of Title is R and Author is Yang,Jimmy  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
R
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.
J. Yang, “Reconsidering Price Limit Effectiveness”, Finance seminar at University of New South Wales. Sydney, Australia, 2011.
K. Kim, Liu, H., and Yang, J., “Reconsidering Price Limit Effectiveness”, Journal of Financial Research, vol. 36, no. 4, pp. 493-518, 2013.
J. Yang, “Reconsidering Price Limit Effectiveness”, 2011 Asian Finance Association meeting. Macao, 2011.
J. Yang, Kim, Y. H., and Yague, J., “The relative performance between price limits and trading halts: Spanish evidence”, Seminar at the Oregon State University. Corvallis, OR, 2003.
J. Yang, Kim, Y. H., and Yague, J., “The relative performance between price limits and trading halts: Spanish evidence”, Financial Management Association Annual Meeting. Denver CO, 2003.
J. Yang, Kim, Y. H., and Yague, J., “The relative performance between price limits and trading halts: Spanish evidence”, Finance workshop at the University of Cincinnati. 2002.
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.