Yuecheng Jia

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

Dr.

39 South College Road

Beijing

China

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

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 143 (198,697)

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Fundamental Higher-Order Moments, Granular Hypothesis, Network Origin

2.

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 136 (206,797)

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

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 134 (209,317)

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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 119 (229,256)

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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 97 (264,527)

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Skewness, profitability, stock return, growth option

6.

Political Connections and Short Sellers

Number of pages: 46 Posted: 24 Jan 2019
Hongrui Feng and Yuecheng Jia
Pennsylvania State University and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 45 (396,510)

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Political Connections, Short Selling

7.

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 34 (438,893)

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Disagreement shock, trading volume, stock return

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 28 (479,004)

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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 4 (631,867)

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State Ownership, Crash Risk

9.

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 22 (498,342)

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J33, G34

10.

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 10 (567,470)

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CEO Delta incentive, Positive externality, Incentive spillover

11.

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