Hong-Yi Chen

National Chengchi University - Department of Finance

Assistant Professor

No. 64, Chih-Nan Road

Section 2

Wenshan, Taipei , 11623

Taiwan

  • National Chengchi University - Department of Finance

SCHOLARLY PAPERS

8

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5,389

SSRN CITATIONS
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Top 44,952

in Total Papers Citations

5

CROSSREF CITATIONS

7

Scholarly Papers (8)

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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 2,365 (5,836)
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 1,294 (15,631)
Citation 5

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

3.

Persistency of the Momentum Effect

Downloads 1,084 ( 20,355)
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 1,083 (20,024)
Citation 1

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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 (715,383)
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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
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 281 (113,934)

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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 at Taiwan and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 162 (192,435)
Citation 1

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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 87 (304,196)
Citation 1

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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 78 (324,781)

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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

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 38 (453,386)

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