Hui-Ching Chuang

Yuan Ze University - College of Management

135, Yuan-Tung Rd.

Taoyuan, 320

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

482

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Risk Management, and Financial Econometrics  ”

Scholarly Papers (5)

1.

Double Machine Learning with Gradient Boosting and its Application to the Big N Audit Quality Effect

USC-INET Research Paper No. 19-05
Number of pages: 35 Posted: 12 Mar 2019 Last Revised: 16 Mar 2020
Jui-Chung Yang, Hui-Ching Chuang and Chung-Ming Kuan
Department of Economics, National Tsing Hua University, Yuan Ze University - College of Management and Department of Finance, National Taiwan University
Downloads 276 (155,441)
Citation 1

Abstract:

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Audit Quality, Average Treatment Effect, Big N Effect, Double Machine Learning, Gradient Boosting, Performance-Matched Discretionary Accruals

2.

Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach

Number of pages: 43 Posted: 30 Oct 2019 Last Revised: 28 Sep 2020
Hui-Ching Chuang and Jau‐er Chen
Yuan Ze University - College of Management and National Taiwan University
Downloads 91 (385,121)

Abstract:

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LGD, LASSO, treatment effect, recentered influence function, double selection

3.

The Effect of Language on Investing: Evidence from Searches in Chinese Versus English

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 70 Posted: 11 Jul 2019 Last Revised: 27 Apr 2021
Yuan Ze University - College of Management, Fordham University, Fuzhou University of International Studies and Trade and National Yang Ming Chiao Tung University
Downloads 57 (495,531)

Abstract:

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investor attention, local advantage, return prediction, earning surprise, information asymmetry

4.

Systematic and Discretionary Hedge Funds: Classification and Performance Comparison

Number of pages: 31 Posted: 27 Sep 2021 Last Revised: 04 Jan 2022
Hui-Ching Chuang and Chung‐Ming Kuan
Yuan Ze University - College of Management and National Taiwan University
Downloads 38 (583,666)

Abstract:

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False discovery rate, Random forest, Statistical learning, Textual analysis

5.

Assessing Systemic Risk Based on the CARE System

Number of pages: 29 Posted: 30 Nov 2020
Hui-Ching Chuang, O-Chia Chuang and Zhenhong Huang
Yuan Ze University - College of Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 20 (702,905)

Abstract:

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asymmetric spillover, expected shortfall, expectile, tail dependence, Value-at-Risk