Jiawen Yang

George Washington University - School of Business

Professor

Washington, DC 20052

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 37,965

SSRN RANKINGS

Top 37,965

in Total Papers Downloads

846

CITATIONS

2

Scholarly Papers (12)

1.

Macro Stress Testing on Credit Risk of Commercial Banks in China Based on Vector Autoregression Models

Number of pages: 39 Posted: 16 Aug 2011
Tian Rongjie and Jiawen Yang
Beijing Institute of Technology and George Washington University - School of Business
Downloads 198 (103,680)

Abstract:

Credit risk, Macro stress testing, Commercial bank, VAR model

2.

China’s International Coordination in Policy Response to the 2008 Financial Crisis

Number of pages: 15 Posted: 15 Aug 2011
Jiawen Yang
George Washington University - School of Business
Downloads 117 (183,293)

Abstract:

Financial crisis, China monetary policy, economic stimulus

3.

Day and Night Returns of Chinese ADRs

Number of pages: 23 Posted: 14 Sep 2011 Last Revised: 20 Oct 2011
Hui He and Jiawen Yang
James Madison University and George Washington University - School of Business
Downloads 81 (220,842)

Abstract:

Chinese ADRs, International cross-listing, Factor pricing models, Day and night returns

4.

The Determinants of Foreign Investment Size: The Role of Parent Firm and National Distance

Number of pages: 34 Posted: 22 Oct 2011
Nan Zhou and Jiawen Yang
University of Pennsylvania - The Wharton School and George Washington University - School of Business
Downloads 62 (272,727)

Abstract:

foreign direct investment, firm investment size, liability of foreignness

5.

State Ownership, Cross-Border Acquisition, and Risk-Taking: Evidence from China's Banking Industry

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 04 Dec 2014 Last Revised: 27 Jul 2016
Wenyu Zhu and Jiawen Yang
Renmin University of China - School of Finance and George Washington University - School of Business
Downloads 59 (167,464)

Abstract:

State ownership, Bank risk, Foreign acquisition

6.

Value Premium in the Chinese Stock Market: Free Lunch or Paid Lunch?

Number of pages: 31 Posted: 15 Aug 2011
Yujia Huang and Jiawen Yang
Renmin University of China and George Washington University - School of Business
Downloads 51 (264,163)

Abstract:

International asset pricing, value premium, financial distress risk

7.

Bank Characteristics and Stock Reactions to Federal Funds Rate Target Changes

Number of pages: 33 Posted: 16 Aug 2011
Haiyan Yin and Jiawen Yang
Indiana University South Bend - School of Business and Economics and George Washington University - School of Business
Downloads 49 (279,541)

Abstract:

Bank characteristics, Stock reactions, Federal funds rate target, Event study

8.

The Sensitivity of Non-U.S. Bank Stock Returns to Changes of U.S. Monetary Policy

Number of pages: 32 Posted: 15 Aug 2011
Haiyan Yin and Jiawen Yang
Indiana University South Bend - School of Business and Economics and George Washington University - School of Business
Downloads 37 (348,872)

Abstract:

9.

US Economic Sanctions Against China: Who Gets Hurt?

The World Economy, Vol. 27, No. 7, pp. 1047-1081, July 2004
Number of pages: 28 Posted: 27 Jul 2004
George Washington University - School of Business, George Washington University - Department of International Business, George Washington University - Department of International Business and George Washington University - School of Business
Downloads 22 (415,043)
Citation 1

Abstract:

10.

How Do US Economic Sanctions Affect EU's Trade with Target Countries?

World Economy, Vol. 32, Issue 8, pp. 1223-1244, August 2009
Number of pages: 22 Posted: 15 Oct 2009
Jiawen Yang, Hossein Askari, John Forrer and Lili Zhu
George Washington University - School of Business, George Washington University - Department of International Business, George Washington University - Department of International Business and Shenandoah University
Downloads 2 (513,945)
Citation 1

Abstract:

11.

Securitization and Banks’ Equity Risk

Journal of Financial Services Research 39, 95-117, 2011
Posted: 19 Nov 2012
Deming Wu, Jiawen Yang and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC), George Washington University - School of Business and Stanford University

Abstract:

Securitization, Bank equity risk, Systematic risk, Banking

12.

Pricing-to-Market in U.S. Imports and Exports: A Time Series and Cross-Sessional Study

The Quarterly Review of Economics and Finance, Vol. 38, No. 4, Winter 1998
Posted: 08 Dec 1998
Jiawen Yang
George Washington University - School of Business

Abstract: