楊智明
榮譽教授
最高學歷
美國辛辛那提大學 財務金融博士
研究領域與專長
市場穩定機制、國際金融市場、股權增資、公司治理、行為財務學、金融科技
聯絡方式
jimmy.yang@bus.oregonstate.edu
研究著作
1. Deng, J. & Yang, J. J., 2023 “Corporate Reputation and Hedging Activities”, Accounting and Finance, 63, S1, 1223-1247.
2. Huang, H. G., Tsai, W. C., Weng, P. S., & Yang, J. J., 2023 “Intraday Momentum in the VIX Futures Market”, Journal of Banking & Finance, 148, 106746.
3. Hung, W., Lin, C. T., & Yang, J. J., 2022 “Aggregate 52-week high, limited attention, and time-varying momentum profits” Journal of Banking & Finance, 141, 106531.
4. Hung, J. C., Liu, H. C., & Yang, J. J., 2022 “Does the tail risk index matter in forecasting downside risk?’ International Journal of Finance & Economics. 1-16.
5. Yan Fang, Jie Yuan, J. Jimmy Yang, and Shangjun Ying, 2021 “Crash-Based Quantitative Trading Strategies: Perspective of Behavioral Finance” Finance Research Letters 45, 102185.
6. Jui-Cheng Hung, Hung-Chun Liu, and J. Jimmy Yang, 2021 “Trading activity and price discovery in Bitcoin futures markets” Journal of Empirical Finance 62, 107-120.
7. Chia-Chen Teng and J. Jimmy Yang, 2021 “Media exposure on corporate social irresponsibility and firm performance” Pacific-Basin Finance Journal 68, 101604.
8. Hsiu-I Ting, Ming-Chun Wang, J. Jimmy Yang, and Kai-Wen Tuan, 2021 “Technical expert CEOs and corporate innovation” Pacific-Basin Finance Journal 68, 101603.
9. Yen-Ju Hsu, Yang-Cheng Lu, and J. Jimmy Yang, 2021 “News Sentiment and Stock Market Volatility” Review of Quantitative Finance and Accounting 57, 1093-1122.
10. Robin K. Chou, Yu-Chun Wang, and J. Jimmy Yang, 2021 “Share Pledging, Payout Policy, and the Value of Cash Holdings” Journal of Empirical Finance 61, 18-33.
11. Yu-Lun Chen and J. Jimmy Yang, 2021 “Trader Positions in VIX Futures” Journal of Empirical Finance 61, 1-17.
12. Chia-Chen Teng, Shaomin Li, and J. Jimmy Yang, 2021 “Family control, external governance mechanisms, and dividend payouts” Quarterly Review of Economics and Finance 79, 198-209.
13. Jui-Cheng Hung, Hung-Chun Liu, and J. Jimmy Yang, 2020 “Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators” North American Journal of Economics and Finance 52, 101165.
14. Ya-Kai Chang, Robin K. Chou, and J. Jimmy Yang, 2020 “A rare move: the effects of switching from a closing call auction to a continuous trading” Journal of Futures Markets 40, 308-328.
15. Kuo-Shing Chen and J. Jimmy Yang, 2020, “Housing Price Dynamics, Mortgage Credit and Reverse Mortgage Demand: Theory and Empirical Evidence” Real Estate Economics 48, 599-632.
16. Weifeng Hung and J. Jimmy Yang, 2018, “The MAX effect: lottery stocks with limit hits and limits to arbitrage” Journal of Financial Markets 41, 77-91.
17. Chia-Chen Teng and J. Jimmy Yang, 2018, “Chinese Lunar New Year Effect, Investor Sentiment, and Market Deregulation” Finance Research Letters 27, 175-184.
18. Raymond Brooks, Yong H. Kim, and J. Jimmy Yang, 2014, “What makes when-issued trading attractive to financial markets?” Financial Markets, Institutions & Instruments 23, 245-271.
19. Raymond Brooks, Prem Mathew, and J. Jimmy Yang, 2014, “When-issued trading in the Indian IPO market” Journal of Financial Markets 19, 170-196.
20. Kenneth Kim, Haixiao Liu, and J. Jimmy Yang, 2013, “Reconsidering price limit effectiveness” Journal of Financial Research 36, 493-518.
21. Dave Berger, Kuntara Pukthuanthong, and J. Jimmy Yang, 2013, “Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds” Journal of Portfolio Management 39, 36-48.
22. Li Dang and J. Jimmy Yang, 2013, “The choice between rights and underwritten equity offerings: evidence from Chinese stock markets” Journal of Multinational Financial Management 23, 235-253.
23. Raymond Brooks and J. Jimmy Yang, 2012, “Emerging from bankruptcy with when-issued trading” Financial Review 47, 445-467.
24. Yang Liu and J. Jimmy Yang, 2011, “Private debt, unused credit lines, and seasoned equity offerings” Quarterly Review of Economics and Finance 51, 376-388.
25. Dave Berger, Kuntara Pukthuanthong, and J. Jimmy Yang, 2011, “International diversification with frontier markets” Journal of Financial Economics 101, 227-242.
26. Julie Elston and J. Jimmy Yang, 2010, “Venture capital, ownership structure, accounting standards, and IPO underpricing: Evidence from Germany” Journal of Economics and Business 62, 517-536.
27. Ping-Hung Hsieh, Yong H. Kim, and J. Jimmy Yang, 2009, “The magnet effect of price limits: A logit approach” Journal of Empirical Finance 16, 830-837.
28. Yong H. Kim and J. Jimmy Yang, 2009, “The effect of price limits: initial public offerings vs. seasoned equities” International Review of Finance 9, 295-318.
29. Ping-Hung Hsieh and J. Jimmy Yang, 2009, “A censored stochastic volatility approach to the estimation of price limit moves” Journal of Empirical Finance 16, 337-351.
30. Yong H. Kim and J. Jimmy Yang, 2008, “The effect of price limits on intraday volatility and information asymmetry” Pacific-Basin Finance Journal 16, 522-538.
31. Yong H. Kim, Jose Yagüe, and J. Jimmy Yang, 2008, “Relative Performance of Trading Halts and Price Limits: Evidence from the Spanish Stock Exchange” International Review of Economics and Finance 17, 197-215.
32. Raymond Brooks and J. Jimmy Yang, 2007, “Teaching an old dog new tricks: using the dividend growth model in financial planning” Journal of Economics and Finance Education 6 (2), 65-73.
33. Yong H. Kim and J. Jimmy Yang, 2004, “What makes circuit breakers attractive to financial markets? A survey” Financial Markets, Institutions & Instruments 13, 109-146.