Yung Chiang Yang

Affiliation not provided to SSRN
SCHOLARLY PAPERS

7

DOWNLOADS

1,185

SSRN CITATIONS
Rank 47,195

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Top 47,195

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (7)

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
affiliation not provided to SSRN, The Chinese University of Hong Kong, Shenzhen and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 464 (94,499)
Citation 3

Abstract:

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Information Risk, Idiosyncratic Volatility, Earnings Announcement, Expected Returns

2.

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 University Belfast - Queen's Management School, Hull University Business School and affiliation not provided to SSRN
Downloads 319 (144,161)
Citation 2

Abstract:

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Intraday Predictability, Time-Series, Momentum

3.

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 affiliation not provided to SSRN
Downloads 175 (257,140)
Citation 5

Abstract:

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

4.

Does Corporate Social Responsibility Facilitate Public Debt Financing?

Number of pages: 55 Posted: 30 Aug 2019 Last Revised: 10 Jul 2022
Xin Chang, Bin Xu and Yung Chiang Yang
Nanyang Business School, Nanyang Technological University, University of Leeds and affiliation not provided to SSRN
Downloads 124 (338,978)

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

5.

Order Book Price Impact in the Chinese Soybean Futures Market

Number of pages: 47 Posted: 19 Feb 2021
Muzhao Jin, Fearghal Kearney, Youwei Li and Yung Chiang Yang
Queen's University Management School, Queen's University Belfast - Queen's Management School, Hull University Business School and affiliation not provided to SSRN
Downloads 102 (388,920)

Abstract:

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

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 Business School, Nanyang Technological University and affiliation not provided to SSRN
Downloads 1 (1,002,127)

Abstract:

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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 Business School, Nanyang Technological University and affiliation not provided to SSRN

Abstract:

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

7.

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 affiliation not provided to SSRN

Abstract:

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