Hong-Yi Chen

National Chengchi University - Department of Finance

Associate Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei , 11623

Taiwan

  • National Chengchi University - Department of Finance

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 38,001

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17

CROSSREF CITATIONS

6

Scholarly Papers (12)

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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 2,631 (9,072)
Citation 2

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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
Hong-Yi Chen, Sheng‐Syan Chen, Chin-Wen Hsin and Cheng-Few Lee
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 1,441 (23,377)
Citation 7

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

3.

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
Downloads 1,243 (29,108)
Citation 2

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

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
Cheng-Few Lee, Manak Gupta, Hong-Yi Chen and Alice C. Lee
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 311 (168,226)

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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
Ivan E. Brick, Hong-Yi Chen, Chia-Hsun Hsieh and Cheng-Few Lee
Rutgers Business School, National Chengchi University - Department of Finance, National Central University and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 229 (228,892)
Citation 2

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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
Hong-Yi Chen, Manak Gupta, Alice C. Lee and Cheng-Few Lee
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 196 (264,237)
Citation 1

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

7.

Detecting Corporate ESG Performance: The Role of ESG Materiality in Corporate Financial Performance and Risks

Number of pages: 28 Posted: 23 Dec 2022
Sharon S. Yang, Jr-Wei Huang and Hong-Yi Chen
affiliation not provided to SSRN, Hubei University of Economics and National Chengchi University - Department of Finance
Downloads 155 (323,805)

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CSR, ESG Disclosure Score, SASB ESG Score, Material issues, Financial performance, Financial risk

8.

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 110 (420,940)

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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

9.

Internet Search, Fund Flows, and Fund Performance

Journal of Banking and Finance, Forthcoming
Number of pages: 69 Posted: 13 May 2021
Hong-Yi Chen, Hsuan-Chi Chen and Christine W. Lai
National Chengchi University - Department of Finance, University of New Mexico and National Taiwan Normal University
Downloads 74 (541,774)

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Internet search, fund flows, fund performance, Google Trends, search volume index

10.

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 61 (599,599)

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

11.

Fundamental-Driven CSR Return Comovement

Number of pages: 58 Posted: 15 Sep 2023
Yueh-Hsiang Lin, Hong-Yi Chen and Sheng-Syan Chen
National Taipei University of Business, National Chengchi University - Department of Finance and National Taiwan University
Downloads 22 (871,865)

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Return comovement, Corporate social responsibility (CSR), Fundamentals, Affordable fund view, Asset growth

12.

CSR Return Comovement

Number of pages: 57 Posted: 07 Dec 2022
Yueh-Hsiang Lin, Hong-Yi Chen and Sheng-Syan Chen
National Taipei University of Business, National Chengchi University - Department of Finance and National Taiwan University
Downloads 19 (900,494)

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Return comovement, Corporate social responsibility (CSR), Fundamentals, Affordable fund view, Asset growth