Yuecheng Jia

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

Dr.

39 South College Road

Beijing

China

SCHOLARLY PAPERS

12

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CROSSREF CITATIONS

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Scholarly Papers (12)

1.

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

Number of pages: 44 Posted: 03 Feb 2019
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 180 (172,288)

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

2.

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 155 (196,019)

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Fundamental Higher-Order Moments, Granular Hypothesis, Network Origin

3.

There is a Growth Premium After All

Number of pages: 52 Posted: 19 Jun 2017 Last Revised: 08 Aug 2018
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 152 (199,199)

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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 137 (216,867)

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Skewness, momentum, stock returns, industry portfolios, options

5.

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 103 (267,552)
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Skewness, profitability, stock return, growth option

6.

Political Connections and Short Sellers

Number of pages: 47 Posted: 24 Jan 2019 Last Revised: 30 Sep 2019
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 59 (370,362)

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Political Connections, Short Selling

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 48 (413,892)

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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 8 (639,747)

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State Ownership, Crash Risk

8.

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

Number of pages: 43 Posted: 17 Oct 2019
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 affiliation not provided to SSRN
Downloads 42 (429,004)

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

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 40 (437,005)

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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 28 (491,544)
Citation 1

Abstract:

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J33, G34

11.

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 13 (580,413)

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CEO Delta incentive, Positive externality, Incentive spillover

12.

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