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

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 11,896

SSRN RANKINGS

Top 11,896

in Total Papers Downloads

3,299

CITATIONS

2

Scholarly Papers (5)

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 1,597 (8,106)
Citation 2

Abstract:

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 649 (31,892)
Citation 1

Abstract:

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 13 (505,553)
Citation 2

Abstract:

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 Shanghai Advanced Institute of Finance
Downloads 331 (39,907)

Abstract:

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 304 (66,668)

Abstract:

Confirmation Bias, Momentum, Intangible Returns

4.

Jump Variance Risk: Evidence from Option Valuation and Stock Returns

Number of pages: 41 Posted: 17 Mar 2017 Last Revised: 21 Aug 2017
National Taiwan University, National Taiwan University - College of Management, Department of Financial Engineering and Actuarial Mathematics, Soochow University, University of Chicago and University of Kansas School of Business
Downloads 60 (303,474)

Abstract:

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

5.

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

Number of pages: 41 Posted: 14 Jul 2017 Last Revised: 03 Aug 2017
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 University of Kansas School of Business
Downloads 0 (308,673)

Abstract:

CEO Compensation, Speculative Market, Disagreement, Overinvestment