Chung-Ying Yeh

Tunghai University-Department of Finance

Assistant Professor

Taichung 407

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

669

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

When Does Investor Sentiment Predict Stock Returns?

Number of pages: 40 Posted: 16 Mar 2010
San-Lin Chung, Chi-Hsiou Daniel Hung and Chung-Ying Yeh
National Taiwan University - Department of Finance, University of Glasgow - Adam Smith Business School and Tunghai University-Department of Finance
Downloads 632 (46,475)
Citation 9

Abstract:

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Investor Sentiment; Stock Returns; Return Predictability; Markov-Switching Vector Autoregressive Model; Bootstrap

2.

What Drives Systemic Credit Risk? Evidence from the US State CDS Market

The Journal of Fixed Income 28 (4)
Number of pages: 66 Posted: 27 Jul 2017 Last Revised: 07 Jan 2020
Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
Washington State University, SUNY at Buffalo - School of Management, Tunghai University-Department of Finance and Central Michigan University
Downloads 37 (483,489)
Citation 2

Abstract:

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Systemic Credit Risk, State Fiscal Problems, Macroeconomic Fundamentals, Economic Beta, Credit Spread Comovement, Kalman Filter