Yung Chiang Yang

University College Dublin (UCD) College of Business

Belfield

Dublin, 4

Ireland

  • University College Dublin (UCD) College of Business

SCHOLARLY PAPERS

7

DOWNLOADS

735

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (7)

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1.

Is Information Risk Priced? Evidence from Abnormal Idiosyncratic Volatility

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 12 Nov 2018
Yung Chiang Yang, Bohui Zhang and Chu Zhang
University College Dublin (UCD) College of Business, The Chinese University of Hong Kong, Shenzhen and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 354 (97,435)
Citation 3

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Information Risk, Idiosyncratic Volatility, Earnings Announcement, Expected Returns

2.

Price Discovery in the Chinese Gold Market

Journal of Futures Markets, Forthcoming
Number of pages: 42 Posted: 06 May 2016 Last Revised: 15 Dec 2019
Muzhao Jin, Youwei Li, Jian-Xin Wang and Yung Chiang Yang
Queen's University Management School, Hull University Business School, University of Technology Sydney and University College Dublin (UCD) College of Business
Downloads 160 (212,592)
Citation 5

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Chinese gold market, Futures, Price discovery, Information share, Component share, Information leadership share, Sequential price discovery

3.

Intraday Time-series Momentum: Evidence from China

Journal of Futures Markets, Forthcoming, QMS Research Paper 2019/12
Number of pages: 38 Posted: 13 Dec 2019 Last Revised: 11 Dec 2020
Muzhao Jin, Fearghal Kearney, Youwei Li and Yung Chiang Yang
Queen's University Management School, Queen's Management School, Hull University Business School and University College Dublin (UCD) College of Business
Downloads 132 (250,021)
Citation 1

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Intraday Predictability, Time-Series, Momentum

4.

Does Corporate Social Responsibility Facilitate Public Debt Financing?

Number of pages: 51 Posted: 30 Aug 2019 Last Revised: 19 Jan 2020
Xin (Simba) Chang, Bin Xu and Yung Chiang Yang
Nanyang Business School, Nanyang Technological University, University of Leeds and University College Dublin (UCD) College of Business
Downloads 87 (331,280)

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public debt, debt ownership structure, corporate social responsibility, window dressing, financial constraints

5.

Order Book Price Impact in the Chinese Soybean Futures Market

Number of pages: 47
Muzhao Jin, Fearghal Kearney, Youwei Li and Yung Chiang Yang
Queen's University Management School, Queen's Management School, Hull University Business School and University College Dublin (UCD) College of Business
Downloads 2

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Order flow imbalance, Limit order book, Price impact, Futures markets

6.

Liquidity and Crises in Asian Equity Markets

Market Microstructure in Emerging and Developed Markets (Wiley), Forthcoming
Posted: 16 Dec 2013
Charlie Charoenwong, David K. Ding and Yung Chiang Yang
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and University College Dublin (UCD) College of Business

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Asian markets, emerging markets, financial crisis, liquidity, trading activity

7.

Asset Liquidity and Stock Liquidity: International Evidence

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Asset Liquidity and Stock Liquidity: International Evidence

Journal of Business Finance & Accounting, Vol. 41, Issue 3-4, pp. 435-468, 2014
Number of pages: 34 Posted: 11 Apr 2014
Charlie Charoenwong, Beng Soon Chong and Yung Chiang Yang
Nanyang Technological University (NTU), Nanyang Technological University (NTU) - Nanyang Business School and University College Dublin (UCD) College of Business
Downloads 0
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stock liquidity, asset liquidity, IFRS, transparency, cash holdings

Asset Liquidity and Stock Liquidity: International Evidence

Journal of Business Finance & Accounting, Forthcoming
Posted: 16 Dec 2013
Charlie Charoenwong, Beng Soon Chong and Yung Chiang Yang
Nanyang Technological University (NTU), Nanyang Technological University (NTU) - Nanyang Business School and University College Dublin (UCD) College of Business

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Stock Liquidity, Asset Liquidity, IFRS, Transparency, Cash Holdings