Yuan-Teng Hsu

Shanghai Business School

Shanghai

China

  • Shanghai Business School

SCHOLARLY PAPERS

5

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146

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Why Do Stock Repurchases Change Over Time?

European Financial Management, Forthcoming
Number of pages: 29 Posted: 11 Jan 2020 Last Revised: 23 Nov 2020
Yuan-Teng Hsu and Chia-Wei Huang
Shanghai Business School and National Taiwan Normal University
Downloads 63 (409,081)

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Stock repurchase, earnings management, Sarbanes–Oxley Act

2.

Measuring Long-Term Tail Risk: Evaluating the Performance of the Square-Root-of-Time Rule

Journal of Empirical Finance, Vol. 47, 2018
Number of pages: 36 Posted: 17 May 2019
Jying-Nan Wang, Jiangze Du and Yuan-Teng Hsu
Minghsin University of Science and Technology, Jiangxi University of Finance and Economics - School of Finance and Shanghai Business School
Downloads 36 (516,313)

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Value at risk, Square-root-of-time rule, Serial dependence, Heavy-tail

3.

How Do Job Vacancy Rates Predict Firm Performance? A Web Crawling Massive Data Perspective

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 43 Posted: 03 Nov 2020
Huai-Chun Lo, Kees Koedijk, Xiang Gao and Yuan-Teng Hsu
Yuan Ze University, TIAS School of Business and Society, Tilburg University, affiliation not provided to SSRN and Shanghai Business School
Downloads 27 (564,690)

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Job vacancy; Web crawler; Big data; Firm performance; Corporate strategy

4.

Further Evidence on Calendar Anomalies

European Financial Management, Forthcoming, 2021
Number of pages: 33 Posted: 16 Mar 2021
Yuan-Teng Hsu, Kees Koedijk, Hung-Chun Liu and Jying-Nan Wang
Shanghai Business School, TIAS School of Business and Society, Tilburg University, Chung Yuan Christian University - Department of Finance and College of Management, Yuan Ze University
Downloads 20 (616,539)

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Cross-market ETF; leveraged ETF; LETF; day-of-the-week effect; “T+1” trading rule

5.

Estimating Peer Effects in Corporate Innovation: Evidence from Compensation Peer Groups

Posted: 16 Mar 2021
Yuan-Teng Hsu, Chia-Wei Huang and Kees Koedijk
Shanghai Business School, National Taiwan Normal University and TIAS School of Business and Society, Tilburg University

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Peer Effect; R&D Expenditure; Patent; Compensation Peer Group