Yong Jin

The Hong Kong Polytechnic University - School of Accounting and Finance

Assistant Professor

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS

423

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Does the Introduction of One Derivative Affect Another Derivative? The Effect of Credit Default Swaps Trading on Equity Options

Number of pages: 52 Posted: 16 May 2018 Last Revised: 04 Sep 2019
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Hong Kong Polytechnic University - School of Accounting and Finance, University of Illinois at Urbana-Champaign - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 204 (156,812)
Citation 1

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CDS, delta-hedged option return, financial intermediation capacity, option market quality, information spillover

2.

International Diversification through iShares and Their Rivals

Journal of Risk, Vol.19, 2017
Number of pages: 42 Posted: 16 Aug 2016 Last Revised: 24 Jan 2017
Jie Cao, Rao Fu and Yong Jin
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Chinese University of Hong Kong - Department of Decision Sciences & Managerial Economics and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 193 (165,078)

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International Diversification, Mean Variance Spanning Tests, Exchange Traded Funds, Closed-End Country Funds, ADRs

3.

Beat Equal Weighting: a Strategy for Portfolio Optimisation

Risk, Forthcoming
Number of pages: 15 Posted: 16 Aug 2015 Last Revised: 19 Dec 2018
Yong Jin and Lie Wang
The Hong Kong Polytechnic University - School of Accounting and Finance and Massachusetts Institute of Technology (MIT), Department of Mathematics
Downloads 25 (517,338)

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4.

Financial Constraints and Synergy Gains from Mergers and Acquisitions

Journal of International Financial Management & Accounting, Vol. 30, Issue 1, pp. 60-82, 2019
Number of pages: 23 Posted: 30 Jan 2019
Yang Duan and Yong Jin
Hong Kong Baptist University (HKBU) and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1 (682,426)
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acquisitions, financial constraint, mergers, synergy gains

5.

Network Effect and Tax Planning in IT Companies’ Global Entry Decisions

Posted: 24 Oct 2019
School of Business Administration, South China University of Technology, South China University of Technology - School of Business Administration (SBA), affiliation not provided to SSRN, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Florida - Warrington College of Business

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6.

Impact of Channel Co-opetition and Tax on a Multinational Firm's Local Production Decision

Posted: 24 Oct 2019
School of Business Administration, South China University of Technology, South China University of Technology, The Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics

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7.

To Trump or Not to Trump? Impact of Competition on Innovations of IT Industry

Posted: 20 Aug 2018
Nanyang Technological University (NTU) - Division of Banking & Finance, University of Florida - Warrington College of Business, The Hong Kong Polytechnic University - School of Accounting and Finance, Xi'an Jiaotong University (XJTU) and University of Florida - Warrington College of Business Administration

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Product Market Competition, Innovation, Information Technology, Patent, Import Tariff

8.

On Empirical Likelihood Option Pricing

Journal of Risk, Vol. 19, No. 5, 2017
Number of pages: 14 Posted: 01 Jun 2017
Amazon.com, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Hong Kong Polytechnic University - School of Accounting and Finance and Indiana University Purdue University Indianapolis (IUPUI)
Downloads 0 (699,843)
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nonparametric, option pricing, empirical likelihood, robust, blocking time series