J. Jimmy Yang
Oregon State University
H-index: 16
North America-United States
Top articles of J. Jimmy Yang
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Order Spoofing, Price Impact, and Market Quality | Price Impact, and Market Quality | Jianqiang Chen Pei-Fang Hsieh J Jimmy Yang | 2024/2 |
Time‐varying price discovery in regular and microbitcoin futures | Journal of Futures Markets | Yu‐Lun Chen J Jimmy Yang | 2024/1 |
Covered Interest Rate Parity Deviations, COVID-19 Pandemic Infection Cases, and Vaccination | COVID-19 Pandemic Infection Cases, and Vaccination | Yu-Lun Chen Wan-Shin Mo J Jimmy Yang | 2023 |
Exchange rate spillover, carry trades, and the COVID-19 pandemic | Economic modelling | Wan-Shin Mo J Jimmy Yang Yu-Lun Chen | 2023/4/1 |
Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market | International Review of Financial Analysis | Ke Xu Yu-Lun Chen J Jimmy Yang | 2023/11/1 |
Intraday momentum in the VIX futures market | Journal of Banking & Finance | Hong-Gia Huang Wei-Che Tsai Pei-Shih Weng J Jimmy Yang | 2023/3/1 |
Do lottery characteristics matter for analysts’ forecast behavior? | Review of Quantitative Finance and Accounting | Mei-Chen Lin J Jimmy Yang | 2023/10 |
Return spillover across China's financial markets | Pacific-Basin Finance Journal | Yu-Lun Chen Wan-Shin Mo Rong-Ling Qin J Jimmy Yang | 2023/9/1 |
Price Impact of Order Revisions: Evidence from Order Spoofing | Available at SSRN 4304143 | Jianqiang Chen Pei-Fang Hsieh J Jimmy Yang | 2023/2/26 |
Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures | Finance Research Letters | Yu-Lun Chen Yung Ting Chang J Jimmy Yang | 2023/7/1 |
Asymmetric dynamic correlations and portfolio management between Bitcoin and stablecoins | Available at SSRN 4360094 | Kuo-Shing Chen J Jimmy Yang | 2023/2/24 |
Investor Sentiment and Stock Market Crashes: A Heliobiological Perspective | Available at SSRN 4188543 | Chia-Chen Teng Wei‐Shao Wu J Jimmy Yang | 2023 |
Does the tail risk index matter in forecasting downside risk? | International Journal of Finance & Economics | Jui‐Cheng Hung Hung‐Chun Liu J Jimmy Yang | 2023/7 |
Return Spillover and its Determinants in China's Financial Markets | Available at SSRN 4235517 | Wan-Shin Mo J Jimmy Yang Yu-Lun Chen Rong-Ling Qin | 2022/10/5 |
Aggregate 52-week high, limited attention, and time-varying momentum profits | Journal of Banking & Finance | Weifeng Hung Ching-Ting Lin J Jimmy Yang | 2022/8/1 |
Crash-based quantitative trading strategies: Perspective of behavioral finance | Finance Research Letters | Yan Fang Jie Yuan J Jimmy Yang Shangjun Ying | 2022/3/1 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing | Available at SSRN 4606787 | Jui-Cheng Hung Hung-Chun Liu J Jimmy Yang | 2022 |
Family control, external governance mechanisms, and dividend payouts | The Quarterly Review of Economics and Finance | Chia-Chen Teng Shaomin Li J Jimmy Yang | 2021/2/1 |
Technical expert CEOs and corporate innovation | Pacific-Basin Finance Journal | Hsiu-I Ting Ming-Chun Wang J Jimmy Yang Kai-Wen Tuan | 2021/9/1 |
Media exposure on corporate social irresponsibility and firm performance | Pacific-Basin Finance Journal | Chia-Chen Teng J Jimmy Yang | 2021/9/1 |
