Journal Articles
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.
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.
D. Berger, Pukthuanthong, K., and Yang, J.,
“International diversification with frontier markets”,
Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.
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.
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. Deng and Yang, J.,
“Corporate Reputation and Hedging Activities”,
Accounting and Finance, vol. 63, no. S1, pp. 1223-1247, 2023.
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.