Hai-Chin Yu

Chung Yuan Christian University

Professor of Finance

22 Pu-Jen,Pu-chung Li

Chung-Li, Taiwan 32023

Taiwan

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 34,913

SSRN RANKINGS

Top 34,913

in Total Papers Downloads

1,722

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (18)

1.

Statistical Properties of Volatility in Fractal Dimension and Probability Distribution Among Six Stock Markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong

Applied Financial Economics, Vol.14, No.15, October 2004; Western Economics Association International Conference Working Paper
Number of pages: 33 Posted: 09 Aug 2003 Last Revised: 09 Apr 2020
Hai-Chin Yu and Ming-Chang Huang
Chung Yuan Christian University and Chung Yuan Christian University
Downloads 392 (94,257)

Abstract:

Loading...

Volatility, fractal dimension, probability distribution

2.

Multiple Versus Single Banking Relationships in an Emerging Market: Some Taiwanese Evidence

INTERNATIONAL BANKING ISSUES, V.R. Lynde, ed., Nova Publishers, USA, 2006
Number of pages: 30 Posted: 28 Oct 2003
Hai-Chin Yu and Der-Tzon Hsieh
Chung Yuan Christian University and National Taiwan University - Department of Economics
Downloads 349 (107,576)
Citation 1

Abstract:

Loading...

Banking Relationships, Bank Debt, Debt Structure, Capital Structure, Information Disclosure

3.

Public Debt, Bank Debt and Non-Bank Private Debt and Firm Characteristics Among Taiwanese Listed Companies

FMA 2003 Annual Meeting Denver, Colorado
Number of pages: 34 Posted: 06 Aug 2003
Hai-Chin Yu
Chung Yuan Christian University
Downloads 304 (125,007)

Abstract:

Loading...

4.

Phase Distribution and Phase Correlation of Financial Time Series

Physical Review E, Vol. 73, 016118, 2006
Number of pages: 13 Posted: 13 Dec 2005
Institute of Physics, Academia Sinica, Chung Yuan Christian University, Chung Yuan Christian University and Drexel University - Department of Finance
Downloads 213 (178,240)

Abstract:

Loading...

Phase Distribution, High Frequency, Levy's Stable Distribution, Intraday Data

5.

Statistical Properties of Volatility in Fractal Dimension and Probability Distribution Among Six Stock Markets

Number of pages: 33 Posted: 12 Aug 2004
Hai-Chin Yu and Ming-Chang Huang
Chung Yuan Christian University and Chung Yuan Christian University
Downloads 202 (187,276)

Abstract:

Loading...

Volatility, fractal dimension, probability distribution

6.

Asymmetric Information, Collateral and Interest Rate: The Case of Taiwan

EMERGING MARKET FINANCE AND INVESTMENT, John Doukas, Jay Chou, eds., Greenwood Press, 1998
Number of pages: 20 Posted: 14 May 2006
Hai-Chin Yu
Chung Yuan Christian University
Downloads 138 (258,956)

Abstract:

Loading...

Collateral, Interest Rate, Asymmetric Information, Loan Market, Credit Market

7.

How Do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York

Journal of the Academy of Finance, Vol. 3, No. 2, pp. 173-187, 2005
Number of pages: 15 Posted: 13 Dec 2005
Ingyu Chiou, James Jordan-Wagner and Hai-Chin Yu
Eastern Illinois University, Eastern Illinois University and Chung Yuan Christian University
Downloads 124 (280,793)

Abstract:

Loading...

Price Transmission, Exchange Rate, Financial Market, Causality.

8.

Keiretsu Style Main Bank Relationships, R&D Investment, Leverage, and Firm Value: Quantile Regression Approach

Handbook of Quantitative Finance and Risk Management, Volumes I, II & III, ed. by Cheng-Few Lee, Part IV, Ch. 53, 829-841, New York: Springer Publisher. ISBN: 978-0-387-77116-8, 2010
Posted: 06 May 2020
Hai-Chin Yu, Der-Tzon Hsieh and Chih-Sean Chen
Chung Yuan Christian University, National Taiwan University - Department of Economics and Chung Yuan Christian University

Abstract:

Loading...

Main Bank, R&D, Firm Value, Keiretsu

9.

Application Of Discriminant Analysis, Factor Analysis, Logistic Regression, And KMV-Merton Model In Credit Risk Analysis

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Chapter 126, ed. by Cheng-Few Lee, World Scientific Publishing Co. Ltd. ISBN: 978-981-12-0238-4
Posted: 06 May 2020
Cheng-Few Lee and Hai-Chin Yu
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Chung Yuan Christian University

Abstract:

Loading...

Discriminant Analysis, Factor Analysis, Logistic Regression, KMV-Merton Model, Probit Model, MIDAS Logit Model, Hazard Model, Merton Distance Model

10.

Social Media, Bank Relationships and Firm Value

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Chapter 66, ed. by Cheng-Few Lee, World Scientific Publishing Co. Ltd. ISBN: 978-981-12-0238-4
Posted: 06 May 2020
Chia-Hui Chao and Hai-Chin Yu
Hsing Wu University and Chung Yuan Christian University

Abstract:

Loading...

Social Media, Facebook, Bank Relationships, Firm Value

11.

Financial Reforms and The Differential Impact of Foreign versus Domestic Banking Relationships on Firm Value

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Chapter 25, ed. by Cheng-Few Lee, World Scientific Publishing Co. Ltd. ISBN: 978-981-12-0238-4
Posted: 06 May 2020
Chung Yuan Christian University, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers Business School: Newark and New Brunswick

Abstract:

Loading...

foreign bank relationships, foreign bank debt, financial reform

12.

Banking Relationships, Managerial Incentives, Board Monitoring and Corporate Cash Holdings: An Emerging Market Perspective

Review of Quantitative Finance and Accounting, volume 44, pages 353–378. (2015)
Posted: 05 May 2020
Chung Yuan Christian University, Rutgers Business School: Newark and New Brunswick and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

Loading...

Bank monitoring, Managerial ownership, Banking relationship, Corporate governance, Cash holdings

13.

Public Debt, Bank Debt, and Non-Bank Private Debt in Emerging and Developed Financial Markets

Banks and Bank Systems, Vol. 3, No. 4, pp. 4-11, 2008
Posted: 21 Dec 2008 Last Revised: 12 Aug 2009
Hai-Chin Yu, Ken H. Johnson and Der-Tzon Hsieh
Chung Yuan Christian University, Florida Atlantic University - Finance and National Taiwan University - Department of Economics

Abstract:

Loading...

Bank debt, public debt, private debt, debt structure

14.

How Does Public Debt Compliment the Interrelationships between Banking Relationships and Firm Profitability?

International Research Journal of Finance and Economics, Vol. 12, pp. 36-55, 2007
Posted: 06 Jul 2007 Last Revised: 12 Aug 2009
Chung Yuan Christian University, Florida Atlantic University - College of Business and National Taiwan University - Department of Economics

Abstract:

Loading...

Banking relationship, information disclosure, profitability, public debt

15.

Does the Weekday Effect of the Yen/Dollar Spot Rates Exist in Tokyo, London, and New York? an Analysis of Panel Probability Distributions

Applied Economics, Vol. 40, pp. 353-375
Posted: 16 Aug 2006 Last Revised: 07 Jan 2010
Hai-Chin Yu, Ingyu Chiou and James Jordan-Wagner
Chung Yuan Christian University, Eastern Illinois University and Eastern Illinois University

Abstract:

Loading...

Probability Distribution, Volatility, Intraday return, Panel data, Weekday Effect

16.

Statistical Properties, Dynamic Conditional Correlation, Scaling Analysis of High-Frequency Intraday Stock Returns: Evidence from Dow-Jones and Nasdaq Indices

Physica A, Vol. 8, No. 388, pp. 1555-1570, 2009, Drexel University Working Paper, 18TH Australian Banking and Finance Annual Meeting 2005 in Sydney, Eastern Finance Association 2006 Annual Meeting in Philadelphia, USA
Posted: 08 May 2006 Last Revised: 13 Aug 2009
Drexel University - Department of Finance, Chung Yuan Christian University and Institute of Physics, Academia Sinica

Abstract:

Loading...

High Frequency, Probability Distribution, Financial Markets, Dynamic Conditional Correlation, Panel Data.

17.

Multiple Banking Relationships, Managerial Ownership Concentration and Firm Value: A Simultaneous Equations Approach

The Quarterly Review of Economics and Finance, 52 (2012), 286-297. , Quarterly Review of Economics and Finance, Vol. 52, 2012
Posted: 27 Jan 2004 Last Revised: 09 Apr 2020
Chung Yuan Christian University, Rutgers Business School: Newark and New Brunswick and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

Loading...

Bank Monitoring, Bank Relationships, Managerial Incentive, Corporate Governance.

18.

Banks' Capital Structure and the Liquid Asset - Policy Implication of Taiwan

Pacific Economic Review, Vol. 5, No. 1, February 2000, 109-114, https://doi.org/10.1111/1468-0106.00093
Posted: 20 Aug 2003 Last Revised: 09 Nov 2020
Hai-Chin Yu
Chung Yuan Christian University

Abstract:

Loading...

Capital structure, Bank capital, Bank risk, Bank Liquidity, Capital ratio