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Filters: Keyword is Finance and Author is Yang,Jimmy  [Clear All Filters]
2018
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.
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.
2020
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.
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.
2021
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.
C. - C. Teng and Yang, J., “Media exposure on corporate social irresponsibility and firm performance”, Pacific-Basin Finance Journal, vol. 68, 2021.
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.
2022
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.
W. Hung, Lin, C. - T., and Yang, J., “Aggregate 52-week high, limited attention, and time-varying momentum profits”, Research Seminar. Victoria, Canada, 2022.
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.
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.
2023
J. Deng and Yang, J., “Corporate Reputation and Hedging Activities”, Accounting and Finance, vol. 63, no. S1, pp. 1223-1247, 2023.
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.

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