Hong-Yi Chen

National Chengchi University - Department of Finance

Assistant Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei , 11623

Taiwan

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 8,550

SSRN RANKINGS

Top 8,550

in Total Papers Downloads

5,247

CITATIONS
Rank 37,778

SSRN RANKINGS

Top 37,778

in Total Papers Citations

9

Scholarly Papers (8)

1.

Technical, Fundamental, and Combined Information for Separating Winners from Losers

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 52 Posted: 16 Apr 2010 Last Revised: 29 Jul 2016
Hong-Yi Chen, Cheng-Few Lee and Wei-Kang Shih
National Chengchi University - Department of Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 2,324 (5,511)
Citation 2

Abstract:

Loading...

BOS ratio; Combined investment strategy; Financial statement analysis; Fundamental analysis; Momentum strategies; Technical analysis; Trading volume

2.

Does Revenue Momentum Drive or Ride Earnings or Price Momentum?

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 22 Mar 2010 Last Revised: 11 Oct 2013
National Chengchi University - Department of Finance, National Taiwan University - Department of Finance, Yuan-Ze University - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 1,271 (14,797)
Citation 6

Abstract:

Loading...

Revenue Surprises; Earnings Surprises; Post-Earnings-Announcement Drift; Momentum Strategies

3.
Downloads 1,051 ( 19,756)
Citation 1

Persistency of the Momentum Effect

European Financial Management (2016)
Number of pages: 48 Posted: 28 Aug 2015 Last Revised: 24 Jun 2018
Hong-Yi Chen, Pin-Huang Chou and Chia-Hsun Hsieh
National Chengchi University - Department of Finance, National Central University and National Central University at Taiwan
Downloads 1,050 (19,430)
Citation 1

Abstract:

Loading...

Delayed reaction hypothesis; Duration; Persistent losers; Persistent momentum strategy; Persistent winners; Heterogeneous beliefs; Information asymmetry

Persistency of the Momentum Effect

European Financial Management, Vol. 24, Issue 5, pp. 856-892, 2018
Number of pages: 37 Posted: 16 Nov 2018
Hong-Yi Chen, Pin-Huang Chou and Chia-Hsun Hsieh
National Chengchi University - Department of Finance, National Central University and National Central University at Taiwan
Downloads 1 (674,836)
  • Add to Cart

Abstract:

Loading...

delayed reaction hypothesis, duration, heterogeneous beliefs, information asymmetry, persistent momentum strategy

4.

Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence

Journal of Corporate Finance, Vol. 17, No. 3, 2011
Number of pages: 45 Posted: 05 Apr 2010 Last Revised: 20 Apr 2014
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Temple University - Department of Finance, National Chengchi University - Department of Finance and State Street Corporate
Downloads 276 (108,784)
Citation 2

Abstract:

Loading...

Dividend Policy, Optimal Payout Ratio, Financial Flexibility, Uncertainty

5.

A Comparison of Alternative Models for Estimating Firm's Growth Rate

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 36 Posted: 31 Aug 2015
Rutgers Business School, National Chengchi University - Department of Finance, National Central University at Taiwan and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 145 (198,412)
Citation 1

Abstract:

Loading...

Arithmetic average method; Compound-sum method; Continuous regression method; Discount cash flow model; Discrete regression method; Dividend growth model; Geometric average method; Gordon’s growth model; Growth rate; Internal growth model; Sustainable growth model

6.

Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach

Journal of Banking and Finance, Vol. 37, No. 4, 2013
Number of pages: 61 Posted: 22 Mar 2010 Last Revised: 11 Mar 2015
National Chengchi University - Department of Finance, Temple University - Department of Finance, State Street Corporate and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 79 (305,684)
Citation 2

Abstract:

Loading...

Dividend Policy; Payout Ratio; Growth Rate; Specification Error; Logistic Equation, Partial Adjustment Model, Mean Reverting Process

7.

Alternative Errors-in-Variables Models and Their Applications in Finance Research

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 44 Posted: 12 Mar 2015
Hong-Yi Chen, Alice C. Lee and Cheng-Few Lee
National Chengchi University - Department of Finance, State Street Corporate and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 64 (340,792)

Abstract:

Loading...

Measurement error; Errors-in-variables; Cost of capital; Capital structure; Investment equation; Capital asset pricing model; Classical method; Grouping method; Instrumental variable method, Mathematical programming method, Maximum likelihood method, LISREL method; Bayesian approach

8.

Inconsistent Bond Pricing in a Rational Mark

Review of Pacific Basin Financial Markets and Policies (RPBFMP), Forthcoming
Number of pages: 29 Posted: 12 Oct 2013 Last Revised: 05 May 2015
Hong-Yi Chen and Hsiao-Yin Chen
National Chengchi University - Department of Finance and Kainan University - Department of Business and Entrepreneurial Management
Downloads 37 (430,826)

Abstract:

Loading...

Bond pricing; Notching policy; Expected utility theory; Prospect theory; Cumulative prospect theory