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 - Department of Finance

1, Sec. 4, Roosevelt Road

Taipei, 106

Taiwan

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

1, Sec. 4, Roosevelt Road

Taipei, 106

Taiwan

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 9,822

SSRN RANKINGS

Top 9,822

in Total Papers Downloads

6,291

SSRN CITATIONS
Rank 5,184

SSRN RANKINGS

Top 5,184

in Total Papers Citations

176

CROSSREF CITATIONS

84

Scholarly Papers (10)

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, Yen-Cheng Chang, Harrison G. Hong and Inessa Liskovich
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Texas at Austin - Department of Finance
Downloads 2,481 (6,975)
Citation 10

Abstract:

Loading...

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, Yen-Cheng Chang and Harrison G. Hong
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 691 (47,582)
Citation 3

Abstract:

Loading...

portfolio rules, regression discontinuity, index inclusion

Regression Discontinuity and the Price Effects of Stock Market Indexing

Number of pages: 54 Posted: 10 Aug 2013 Last Revised: 17 Sep 2021
Yen-Cheng Chang, Yen-Cheng Chang, Harrison G. Hong and Inessa Liskovich
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Texas at Austin - Department of Finance
Downloads 26 (626,801)
Citation 48

Abstract:

Loading...

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
Yen-Cheng Chang, Yen-Cheng Chang, Harrison G. Hong, Larissa Tiedens, Na Wang and Bin Zhao
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, 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 Thammasat Business School
Downloads 880 (34,659)
Citation 14

Abstract:

Loading...

3.
Downloads 641 ( 53,447)
Citation 1

Testing Disagreement Models

Journal of Finance, Forthcoming, Swedish House of Finance Research Paper No. 20-5
Number of pages: 69 Posted: 05 Dec 2019 Last Revised: 20 Jul 2021
Yen-Cheng Chang, Yen-Cheng Chang, Pei-Jie Hsiao, Alexander Ljungqvist, Alexander Ljungqvist and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, National Taiwan University, Centre for Economic Policy Research (CEPR)Stockholm School of Economics and National Taiwan University - Department of Finance
Downloads 641 (52,772)
Citation 1

Abstract:

Loading...

investor disagreement, crash risk, EDGAR, behavioral finance

Testing Disagreement Models

Number of pages: 72 Posted: 08 May 2020 Last Revised: 22 Sep 2021
Yen-Cheng Chang, Yen-Cheng Chang, Pei-Jie Hsiao, Alexander Ljungqvist, Alexander Ljungqvist and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, National Taiwan University, Centre for Economic Policy Research (CEPR)Stockholm School of Economics and National Taiwan University - Department of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

4.

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

Contemporary Accounting Research, 2021, Vol. 38, pp. 2105-2156
Number of pages: 74 Posted: 14 Jul 2017 Last Revised: 16 Oct 2021
Yen-Cheng Chang, Yen-Cheng Chang, Minjie Huang, Yu-Siang Su and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, University of Louisville - Department of Finance, National Taiwan University - Department of Finance and National Taiwan University - Department of Finance
Downloads 446 (83,475)
Citation 1

Abstract:

Loading...

CEO Compensation, Speculative Market, Disagreement, Institutional Ownership

5.

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, Yen-Cheng Chang, Hung-Wen Cheng and Hung-Wen Cheng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance and Department of Financial Engineering and Actuarial Mathematics, Soochow UniversityDepartment of Financial Engineering and Actuarial Mathematics, Soochow University
Downloads 417 (90,253)
Citation 2

Abstract:

Loading...

Confirmation Bias, Momentum, Intangible Returns

Do Corporate Disclosures Constrain Strategic Analyst Behavior?

Swedish House of Finance Research Paper No. 20-12
Number of pages: 68 Posted: 05 May 2020 Last Revised: 01 Jul 2021
Yen-Cheng Chang, Yen-Cheng Chang, Alexander Ljungqvist, Alexander Ljungqvist and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, Centre for Economic Policy Research (CEPR)Stockholm School of Economics and National Taiwan University - Department of Finance
Downloads 346 (110,880)
Citation 1

Abstract:

Loading...

Financial Analysts, EDGAR, Mandatory Disclosure, Financial Intermediary

Do Corporate Disclosures Constrain Strategic Analyst Behavior?

Number of pages: 65 Posted: 08 May 2020
Yen-Cheng Chang, Yen-Cheng Chang, Alexander Ljungqvist, Alexander Ljungqvist and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, Centre for Economic Policy Research (CEPR)Stockholm School of Economics and National Taiwan University - Department of Finance
Downloads 1 (839,238)
  • Add to Cart

Abstract:

Loading...

7.

Jump Variance Risk: Evidence from Option Valuation and Stock Returns

Journal of Futures Markets, Volume 39, Issue 7, pp. 890-915
Number of pages: 47 Posted: 17 Mar 2017 Last Revised: 16 Oct 2021
Hsuan-Ling Chang, Yen-Cheng Chang, Yen-Cheng Chang, Hung-Wen Cheng, Hung-Wen Cheng, Po-Hsiang Peng and Kevin Tseng
National Taiwan University, National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, Department of Financial Engineering and Actuarial Mathematics, Soochow UniversityDepartment of Financial Engineering and Actuarial Mathematics, Soochow University, University of Chicago and National Taiwan University - Department of Finance
Downloads 158 (238,085)

Abstract:

Loading...

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

8.

Diversity, Disagreement, and Stock Price Crash Risk

Number of pages: 46 Posted: 12 Feb 2021
Yen-Cheng Chang, Yen-Cheng Chang, Yu-Siang Su, Kevin Tseng and Na Wang
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, National Taiwan University - Department of Finance, National Taiwan University - Department of Finance and Hofstra University - Frank G. Zarb School of Business
Downloads 152 (245,851)

Abstract:

Loading...

linguistic diversity, investor disagreement, stock price crash risk

9.

Does Governance Travel Across Industries? A Mutual Fund Episode

Number of pages: 35 Posted: 12 Mar 2020
Yen-Cheng Chang, Yen-Cheng Chang, Kevin Tseng and Chia-Yi Yen
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, National Taiwan University - Department of Finance and Mannheim Business School
Downloads 52 (478,055)

Abstract:

Loading...

Knowledge Transmission, Return Gap, Corporate Governance, Regression Discontinuity

10.

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

Contemporary Accounting Research, Forthcoming
Posted: 16 Mar 2021
Yen-Cheng Chang, Yen-Cheng Chang, Minjie Huang, Yu-Siang Su and Kevin Tseng
National Taiwan University - College of ManagementNational Taiwan University - Department of Finance, University of Louisville - Department of Finance, National Taiwan University - Department of Finance and National Taiwan University - Department of Finance

Abstract:

Loading...

CEO Compensation, Speculative Market, Disagreement