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M
P. Mathew, “When-issued trading in the Indian IPO market”, Midwest Finance Association Conference. New Orleans, 2012.
P. Mathew and Hughen, C., “The Dynamics of International Information Flow: Evidence from Daily Data on Country Funds”, Midwest Finance Association. Chicago, 2006.
P. Mathew and Hibara, N., “The Effectiveness of VC Firm Involvement in the Japanese IPO Process”, Financial Management Association Meeting. 2004.
P. Mathew and Hughen, C., “The Dynamics of International Information Flow: Evidence from Daily Country FUnds”, Academy of Financial Services. Salt Lake City, Utah, 2006.
L
R. Longo, “Careers in Accounting Profession”, West Albany High School, Business Education. Albany, OR, 2018.
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.
C. Lee, Chung, K. H., and Yang, S., “Corporate Governance and the Informational Efficiency of Prices”, Financial Management, vol. 45, no. Spring 2016, pp. 239-260, 2016.
K
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., “What makes circuit breakers attractive to financial markets? A survey”, Financial Markets, Institutions and Instruments, vol. 13, no. 3, pp. 109-146, 2004.
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.
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.
T. Khoury, Mathew, P., and Hibara, N., “Entrepreneurial Foresight and the Endogenous Choice of Market Intermediaries in Japanese IPOs”, Academy of Management Annual Meeting. Montreal, Canada, 2010.
J. Kalodimos, “Proposals Meant to Spark Nuanced Conversation about Stock Buybacks”. 2016.
J. Kalodimos, “Disruption in Health Care Markets”. 2017.
J. Kalodimos and Lundberg, C., “Shareholder Rights in Mergers and Acquisitions: Are Appraisal Rights Being Abused?”, Finance Research Letters, 2017.
J. Kalodimos, “How Important is Governance? Evidence from Heart Attack Survival”, Southwestern Finance Association Annual Conference. Dallas, TX, 2014.
J. Kalodimos, Bhandari, T., and Iliev, P., “Progress in Understanding Proxy Access and the Shareholder Proposal Process”. 2017.
J. Kalodimos, “Internal Governance and Performance: Evidence From When External Discipline is Weak”, Seminar Series. San Diego State University, 2015.
J. Kalodimos, Gilbert, T., Hrdlicka, C., and Siegel, S., “Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas”, Review of Asset Pricing Studies, 2014.
J. Kalodimos, “Internal Governance and Performance: Evidence From When External Discipline is Weak”, Journal of Corporate Finance, vol. 43, pp. 193-216, 2017.
J. Kalodimos, “Public versus Private Provision of Governance: The Case of Proxy Access”, SFS Cavalcade. Toronto, Ontario, 2016.
J. Kalodimos and Leavitt, K., “Experimental Shareholder Activism: A Novel Approach to Organizational Research”, Journal of Vocational Behavior, vol. 120, 2020.
J. Kalodimos, Iliev, P., and Bhandari, T., “Public versus Private Provision of Governance: The Case of Proxy Access”. 2015.
J. Kalodimos, “A Gadfly's Perspective”. 2016.
J
R. Johnson, “Instructional and presentation materials on Corporate Governance and Financial Performance Measures”, Hewlett Packard Imaging & Printing Group Financial Analyst Convocation. 2000.
R. Johnson, “Finance for Sourcing Professionals”, Training Program for Hewlett Packard. H-P sites in Corvallis, Oregon; Dublin Ireland; Aguadilla Puerto Rico; and Singapore, 2000.
Z. Jiang, Kim, K. A., Lie, E., and Yang, S., “Share Repurchases, Catering, and Dividend Substitution”, Journal of Corporate Finance, vol. 21, no. June 2013, pp. 36-50, 2013.
H
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.
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.
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. - 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.
W. Hung, Lin, C. - T., and Yang, J., “Aggregate 52-week high, limited attention, and time-varying momentum profits”, Research Seminar. Victoria, Canada, 2022.
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.
J. C. Hughen, Mathew, P., and Ragan, K., “A NAV a Day Keeps the Inefficiency Away? Fund Trading Strategies using Daily Values”, Financial Services Review, vol. 14, pp. 213-230, 2005.
C. J. Hughen, Mathew, P., and Ragan, K. P., “The Effects of Market Inefficiencies on Trading Strategies for Country Funds”, International Journal of Finance, vol. 16, no. 2, pp. 2964-84, 2005.
C. Hughen and Mathew, P., “The efficiency of international information flow: Evidence from the ETF and CEF Prices”, International Review of Financial Analysis, vol. 18, no. 1-2, pp. 40-49, 2009.
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 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.
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.
P. - H. Hsieh, Kim, Y. H., and Yang, J., “The Magnet Effect of Price Limits: Evidence from Transactions Data”, National Joint Statistical Meetings. Seattle, Washington, 2006.
P. - H. Hsieh, Kim, Y. H., and Yang, J., “The Magnet Effect of Price Limits: Evidence from Transactions Data”, Asian Finance Association Meeting. Hong Kong, 2007.
R. Houmes and Chira, I., “The Effect of Ownership Structure on the Price Earnings Ratio-Returns Anomaly”, International Review of Financial Analysis, 2015.
B. Houmes, Chira, I., and Boylan, B., “The Valuation Effect of Accounting Standard 158 on Firms with High and Low Financial Risk”, Atlantic Economic Journal, vol. 39, no. 1, pp. 47-57, 2011.
N. Hibara and Mathew, P., “Grandstanding and Venture Capital Firms in Newly Established IPO Markets”, Journal of Entrepreneurial Finance, 2004.
S. He, “Untitled”, Financial Intermediation Research Society (FIRS) Conference. Croatia, 2013.
S. He, “Anti-Takeover Provisions, Corporate Governance, and Firm Performance”, Financial Management Association Annual Meeting 2015. Orlando, 2015.
S. He and Chemmanur, T. J., “Institutional Trading, Information Production, and Corporate Spin-offs”, Journal of Corporate Finance, vol. 38, 2016.
S. He and Lei, C. W., “Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firms”, Journal of Financial and Quantitative Analysis, vol. 51, 2016.
S. He, Chemmanur, T., He, J., and Nandy, D., “Product Market Characteristics and the Choice between IPOs and Acquisitions”, Journal of Financial and Quantitative Analysis, 2018.

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