Yuecheng Jia

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

Dr.

39 South College Road

Beijing

China

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 42,039

SSRN RANKINGS

Top 42,039

in Total Papers Downloads

1,607

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (15)

1.

A Seesaw Effect in the Cryptocurrency Market: Understanding the Lead–Lag Effect Among Cryptocurrencies

Number of pages: 62 Posted: 17 Oct 2019 Last Revised: 06 Feb 2022
Yuecheng Jia, Yangru Wu, Shu Yan and Chenxi YIN
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Rutgers University, Newark - School of Business - Department of Finance & Economics, Oklahoma State University - Stillwater - Department of Finance and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 268 (159,982)

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Cryptocurrency, Cross Predictability, Lead–Lag, Seesaw Effect, LASSO, Money Flow

2.

Information Spillovers and Predictable Currency Returns: An Analysis via Machine Learning

Number of pages: 48 Posted: 03 Feb 2019 Last Revised: 06 Feb 2022
Yuecheng Jia, Yangru Wu and Shu Yan
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Rutgers University, Newark - School of Business - Department of Finance & Economics and Oklahoma State University - Stillwater - Department of Finance
Downloads 265 (161,818)
Citation 1

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Foreign Exchange, Currency Return, Post — LASSO, Information Spillovers

3.

There is a Growth Premium After All

Number of pages: 50 Posted: 19 Jun 2017 Last Revised: 06 Feb 2022
Yuecheng Jia, Shu Yan and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Oklahoma State University - Stillwater - Department of Finance and Nankai University
Downloads 224 (190,295)

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Book-to-Market ratio, Temporary Component of B/M, Growth Option, Growth Premium

4.

Skewness and Momentum

Number of pages: 46 Posted: 17 Aug 2017
Yuecheng Jia and Shu Yan
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Oklahoma State University - Stillwater - Department of Finance
Downloads 177 (235,335)
Citation 1

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Skewness, momentum, stock returns, industry portfolios, options

5.

Higher-Order Moments of Fundamentals: A Literature Review

Number of pages: 35 Posted: 28 Mar 2017 Last Revised: 19 Aug 2017
Yuecheng Jia, Ivilina Popova and Betty J. Simkins
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Texas State University - San Marcos and Oklahoma State University - Stillwater - Department of Finance
Downloads 160 (256,320)

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Fundamental Higher-Order Moments, Granular Hypothesis, Network Origin

6.

Profitability Skewness and Stock Return

Number of pages: 47 Posted: 17 Aug 2017
Yuecheng Jia and Shu Yan
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Oklahoma State University - Stillwater - Department of Finance
Downloads 127 (307,166)
Citation 2

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Skewness, profitability, stock return, growth option

State Ownership, Implicit Government Bailout Guarantee, and Crash Risk: Evidence From China

Number of pages: 46 Posted: 03 Feb 2019
Mingfa Ding, Zhongda He, Yuecheng Jia and Mi Shen
Lund University - Department of Economics, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 103 (358,041)

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State Ownership, Crash Risk

State Ownership, Implicit Government Bailout Guarantee, and Crash Risk: Evidence From China

2019 Financial Markets & Corporate Governance Conference
Number of pages: 46 Posted: 01 Feb 2019
Mingfa Ding, Zhongda He, Yuecheng Jia and Mi Shen
Lund University - Department of Economics, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 17 (751,127)

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State Ownership, Crash Risk

8.

Political Connections and Short Sellers

Number of pages: 71 Posted: 24 Jan 2019 Last Revised: 06 Feb 2022
Yuecheng Jia, Betty J. Simkins and Hongrui Feng
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Oklahoma State University - Stillwater - Department of Finance and Pennsylvania State University
Downloads 105 (351,075)

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Political Connections, Short Selling

9.

The Size of Disagreement Shock

Number of pages: 35 Posted: 17 Aug 2017
Yuecheng Jia, Di Liu and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
Downloads 49 (528,975)

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Disagreement shock, trading volume, stock return

10.

Are CEOs Incentivized to Shelter Good Information?

Number of pages: 53 Posted: 17 Aug 2017
Hongrui Feng and Yuecheng Jia
Pennsylvania State University and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 37 (588,505)
Citation 1

Abstract:

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J33, G34

11.

Psychological Anchoring Effect, the Cross Section of Cryptocurrency Returns, and Cryptocurrency Market Anomalies

Number of pages: 59 Posted: 23 Jul 2022
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Oklahoma State University - Stillwater - Department of Finance, Central University of Finance and Economics and Central University of Finance and Economics
Downloads 27 (649,622)

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Cryptocurrency, Nearness to 30-day High, Cryptocurrency Return, Psychological Barriers

12.

An “Online” Growth Premium: What Does Daily Online Sales Growth Say About Retail Investors’ Behavior and Stock Returns?

Number of pages: 64 Posted: 27 Apr 2022
Yuecheng Jia and Yangru Wu
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 27 (649,622)

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Daily Online Sales Growth, Growth Premium, Retail Investors

13.

The Positive Externalities of CEO Delta

Number of pages: 63 Posted: 17 Aug 2017
Hongrui Feng and Yuecheng Jia
Pennsylvania State University and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 21 (694,231)

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CEO Delta incentive, Positive externality, Incentive spillover

14.

Second and Higher Moments of Fundamentals: A Literature Review

European Financial Management, Vol. 26, Issue 1, pp. 216-237, 2020
Number of pages: 22 Posted: 19 May 2020
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Texas State University - San Marcos, Oklahoma State University and Oklahoma State University
Downloads 0 (907,776)

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fundamental higher moments, fundamental second moments, granular network, non‐Gaussian shocks, time‐varying volatility

15.

Are Investors Compensated for the Unit Shocks of Idiosyncratic Volatility

Posted: 19 Jun 2017
Haoxi Yang, Yuecheng Jia and Hongrui Feng
Nankai University, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Pennsylvania State University

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Idiosyncratic Volatility, Uncertainty of Arbitrage Risk