Yen-Cheng Chang

National Taiwan University - College of Management

Associate Professor of Finance

Department and Graduate Institute of Finance

College of Management

Taipei 106

Taiwan

National Taiwan University - Center for Research in Econometric Theory and Applications

1 Sec. 4, Roosevelt Road

Taipei 106, 106

Taiwan

SCHOLARLY PAPERS

7

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4,439

SSRN CITATIONS
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SSRN RANKINGS

Top 6,298

in Total Papers Citations

84

CROSSREF CITATIONS

85

Scholarly Papers (7)

Regression Discontinuity and the Price Effects of Stock Market Indexing

Review of Financial Studies, Vol. 28, No. 1, 2015
Number of pages: 53 Posted: 03 Jul 2013 Last Revised: 19 Jul 2015
Yen-Cheng Chang, Harrison G. Hong and Inessa Liskovich
National Taiwan University - College of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Texas at Austin - Department of Finance
Downloads 2,172 (6,459)
Citation 11

Abstract:

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index inclusion, regression discontinuity

Rules and Regression Discontinuities in Asset Markets

Number of pages: 46 Posted: 29 Aug 2011 Last Revised: 13 Aug 2013
Yen-Cheng Chang and Harrison G. Hong
National Taiwan University - College of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 678 (38,301)
Citation 3

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portfolio rules, regression discontinuity, index inclusion

Regression Discontinuity and the Price Effects of Stock Market Indexing

NBER Working Paper No. w19290
Number of pages: 54 Posted: 10 Aug 2013
Yen-Cheng Chang, Harrison G. Hong and Inessa Liskovich
National Taiwan University - College of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Texas at Austin - Department of Finance
Downloads 19 (566,546)
Citation 20

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2.

Does Diversity Lead to Diverse Opinions? Evidence from Languages and Stock Markets

Rock Center for Corporate Governance at Stanford University Working Paper No. 168, Stanford University Graduate School of Business Research Paper No. 13-16
Number of pages: 53 Posted: 01 Jan 2014 Last Revised: 20 Jan 2015
National Taiwan University - College of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics, Stanford Graduate School of Business, Hofstra University - Frank G. Zarb School of Business and New York University (NYU) - New York University (NYU), Shanghai
Downloads 714 (36,254)
Citation 7

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3.

Information Environment and Investor Behavior

Journal of Banking and Finance, Vol. 59, 2015
Number of pages: 59 Posted: 15 Mar 2011 Last Revised: 20 Jul 2015
Yen-Cheng Chang and Hung-Wen Cheng
National Taiwan University - College of Management and Department of Financial Engineering and Actuarial Mathematics, Soochow University
Downloads 397 (76,426)
Citation 1

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Confirmation Bias, Momentum, Intangible Returns

4.

Short-Termist CEO Compensation in Speculative Markets: A Controlled Experiment

31st Australasian Finance and Banking Conference 2018
Number of pages: 68 Posted: 14 Jul 2017 Last Revised: 15 Jan 2020
Yen-Cheng Chang, Minjie Huang, Yu-Siang Su and Kevin Tseng
National Taiwan University - College of Management, University of Louisville - Department of Finance, National Taiwan University - Department of Finance and Federal Reserve Bank of Richmond
Downloads 272 (116,422)
Citation 2

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CEO Compensation, Speculative Market, Disagreement, Institutional Ownership

5.

Jump Variance Risk: Evidence from Option Valuation and Stock Returns

Journal of Futures Markets, Forthcoming
Number of pages: 47 Posted: 17 Mar 2017 Last Revised: 28 Mar 2019
National Taiwan University, National Taiwan University - College of Management, Department of Financial Engineering and Actuarial Mathematics, Soochow University, University of Chicago and Federal Reserve Bank of Richmond
Downloads 140 (214,678)

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Jump Variance Risk, Option Valuation, Non-Monotonic Pricing Kernel, Return Predictability

6.

Testing Disagreement Models

Number of pages: 42 Posted: 05 Dec 2019 Last Revised: 10 Dec 2019
National Taiwan University - College of Management, National Taiwan University, Stockholm School of Economics and Federal Reserve Bank of Richmond
Downloads 46 (416,748)

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investor disagreement, crash risk, EDGAR, behavioral finance

7.

Does Governance Travel Across Industries? A Mutual Fund Episode

Number of pages: 35
Yen-Cheng Chang, Kevin Tseng and Chia-Yi Yen
National Taiwan University - College of Management, Federal Reserve Bank of Richmond and National Taiwan University
Downloads 1

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Knowledge Transmission, Return Gap, Corporate Governance, Regression Discontinuity