Author Page for Yuecheng Jia

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

Number of pages: 70 Posted: 17 Oct 2019 Last Revised: 25 May 2023

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 434 (116,641)

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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 329 (158,942)

Citation 1

Abstract:

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 266 (198,220)

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4.

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

Number of pages: 59 Posted: 23 Jul 2022

Yuecheng Jia, Betty J. Simkins, Zheng Xu and Runyu Zhang

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 229 (229,597)

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5.

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 224 (234,338)

Citation 2

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6.

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 and Oklahoma State University - Stillwater - Department of Finance

Downloads 179 (288,676)

Citation 1

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7.

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

Downloads 173 (296,041)

Citation 2

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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 125 (385,999)

Citation 2

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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 48 (686,551)

Abstract:

8.

Profitability Skewness and Stock Return

Number of pages: 67 Posted: 17 Aug 2017 Last Revised: 08 Aug 2023

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 170 (300,392)

Citation 3

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9.

Political Connections and Short Sellers

Number of pages: 71 Posted: 24 Jan 2019 Last Revised: 31 Jan 2023

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 152 (330,195)

Abstract:

10.

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 109 (425,231)

Abstract:

11.

Risk in Mining and Cryptocurrency Returns: Evidence from Electricity Prices

Number of pages: 103 Posted: 27 Dec 2022 Last Revised: 09 Aug 2023

Yuecheng Jia, Haoxi Yang and Runyu Zhang

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

Downloads 108 (428,099)

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12.

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 73 (547,786)

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13.

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 53 (643,393)

Citation 2

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14.

Salience Theory and the Cross--Section of Cryptocurrency Returns

Number of pages: 22 Posted: 25 Sep 2023

Yuecheng Jia, Zheng Xu, Vera Zhang and Jiangyu Zhao

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

Downloads 48 (671,792)

Abstract:

15.

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 37 (743,829)

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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

Yuecheng Jia

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

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Scholarly Papers (16)

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