Dragon Yongjun Tang

The University of Hong Kong - Faculty of Business and Economics

Professor of Finance

KKL 1004

Pokfulam Road

Pokfulam

Hong Kong

  • The University of Hong Kong - Faculty of Business and Economics

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    • Tel: (852)22194321
SCHOLARLY PAPERS

39

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390

Scholarly Papers (39)

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1.

The Effects of Mandatory ESG Disclosure Around the World

European Corporate Governance Institute – Finance Working Paper No. 754/2021, Swiss Finance Institute Research Paper No. 21-44
Number of pages: 75 Posted: 26 Apr 2021 Last Revised: 10 Nov 2023
Philipp Krueger, Zacharias Sautner, Dragon Yongjun Tang and Rui Zhong
University of Geneva - Geneva Finance Research Institute (GFRI), University of Zurich - Department of Banking and Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 13,401 (585)
Citation 47

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Sustainability reports, ESG reporting, Nonfinancial information, ESG incidents

2.

The Value of Employee Satisfaction in Disastrous Times: Evidence from COVID-19

Review of Finance
Number of pages: 61 Posted: 26 Mar 2020 Last Revised: 18 Apr 2022
Chenyu Shan and Dragon Yongjun Tang
Shanghai University of Finance and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 5,617 (2,577)
Citation 30

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Employee satisfaction, Shareholder value, Intangible assets, COVID-19

3.

Liquidity and Credit Default Swap Spreads

Downloads 4,400 ( 3,917)
Citation 64

Liquidity and Credit Default Swap Spreads

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 22 Jan 2009
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 2,767 (8,215)
Citation 60

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Credit Default Swaps, Credit Spreads, Liquidity, Liquidity Risk

Liquidity and Credit Default Swap Spreads

Number of pages: 65 Posted: 22 Aug 2007
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,633 (18,963)
Citation 82

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4.

Do Shareholders Benefit from Green Bonds?

Number of pages: 55 Posted: 25 Oct 2018 Last Revised: 24 Nov 2018
Dragon Yongjun Tang and Yupu Zhang
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 2,697 (8,716)
Citation 14

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Green Bonds, Corporate Social Responsibility, Environmental, Social, and Governance (ESG), Institutional Ownership, Stock Liquidity, Investor Attention

5.

The Determinants of ESG Ratings: Rater Ownership Matters

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54 Posted: 22 Jul 2021 Last Revised: 06 Jun 2022
Dragon Yongjun Tang, Jiali Yan and Chelsea Yaqiong Yao
The University of Hong Kong - Faculty of Business and Economics, University of Exeter Business School and Lancaster University - Lancaster University Management School
Downloads 2,142 (12,630)
Citation 11

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ESG, Rating agencies, Conflicts of interest, Ownership structure

6.

Credit Default Swaps – A Survey

Foundations and Trends® in Finance: Vol. 9: No. 1–2, pp 1-196
Number of pages: 199 Posted: 03 Dec 2014 Last Revised: 13 Jan 2015
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 1,524 (21,467)
Citation 14

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7.

Did Subjectivity Play a Role in CDO Credit Ratings?

Journal of Finance, Forthcoming, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, McCombs Research Paper Series No. FIN-04-10
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 23 Feb 2012
John M. Griffin and Dragon Yongjun Tang
University of Texas at Austin - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,517 (21,625)
Citation 45

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CDO, Credit Rating

8.

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

Downloads 708 (30,681)
Citation 59

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

NYU Working Paper No. 2451/31421
Number of pages: 52 Posted: 13 Jan 2012 Last Revised: 10 Sep 2013
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 364 (140,735)

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Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

Number of pages: 67 Posted: 24 Dec 2011 Last Revised: 24 Feb 2012
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 344 (149,727)
Citation 39

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Credit default swap, bankruptcy risk, empty creditor, restructuring

9.

Subnational Debt of China: The Politics-Finance Nexus

Journal of Financial Economics (JFE), 141.3, 881-895
Number of pages: 60 Posted: 01 Jul 2016 Last Revised: 22 Jul 2021
Haoyu Gao, Hong Ru and Dragon Yongjun Tang
Renmin University of China, Nanyang Business School, Nanyang Technological University and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,123 (33,592)
Citation 9

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Government Debt, Selective Default, Politics-Finance Nexus, Career Concern

10.

Market Conditions, Default Risk and Credit Spreads

Downloads 762 (57,548)
Citation 66

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 26 Feb 2008 Last Revised: 03 Aug 2010
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 693 (64,287)
Citation 16

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Credit Risk, Credit Default Swaps, Credit Spreads, Market Conditions

Market Conditions, Default Risk and Credit Spreads

Bundesbank Series 2 Discussion Paper No. 2008,08
Number of pages: 60 Posted: 08 Jun 2016
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 69 (569,195)
Citation 12

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Credit Risk, Credit Default Swaps, Credit Spreads, Market Conditions

11.

Corporate Finance and Firm Pollution

Number of pages: 46 Posted: 18 Mar 2021 Last Revised: 03 Mar 2022
Xiaoyi Lyu, Chenyu Shan and Dragon Yongjun Tang
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 672 (67,857)

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Corporate finance; Debt financing; Toxics release; Pollution

12.

Macroeconomic Conditions, Firm Characteristics, and Credit Spreads

Number of pages: 49 Posted: 23 Mar 2005
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 531 (91,147)
Citation 4

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Default Risk, Macroeconomic Conditions, Credit Spread

13.

Withholding Bad News in the Face of Credit Default Swaps Trading: Evidence from Stock Price Crash Risk

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 68 Posted: 15 Jul 2017 Last Revised: 01 Sep 2022
Jinyu Liu, Jeffrey Ng, Dragon Yongjun Tang and Rui Zhong
University of International Business and Economics (UIBE) - School of Banking and Finance, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 512 (95,303)
Citation 2

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credit default swap; stock price crash risk; price discovery; bad news hoarding

14.

Credit Default Swaps: Past, Present, and Future

Downloads 485 (101,801)
Citation 12

Credit Default Swaps: Past, Present, and Future

Number of pages: 25 Posted: 27 Oct 2015
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 485 (100,742)
Citation 12

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agency conflicts, asset pricing, CDS, credit risk, derivatives, market structure, sovereign debt

Credit Default Swaps: Past, Present, and Future

Annual Review of Financial Economics, Vol. 8, pp. 175-196, 2016
Posted: 18 Nov 2016
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School

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15.

Asset Return Predictability and Bayesian Model Averaging

Number of pages: 43 Posted: 20 Jan 2004
Dragon Yongjun Tang
The University of Hong Kong - Faculty of Business and Economics
Downloads 430 (117,368)
Citation 6

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16.

What Moves CDS Spreads?

Number of pages: 44 Posted: 19 Mar 2011 Last Revised: 29 Jun 2013
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 424 (119,263)
Citation 4

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Credit Default Swaps, CDS, Net Buying, Liquidity

17.

Does the Introduction of One Derivative Affect Another Derivative? The Effect of Credit Default Swaps Trading on Equity Options

Number of pages: 59 Posted: 16 May 2018 Last Revised: 19 May 2021
Jie Cao, Yong Jin, Neil D. Pearson and Dragon Yongjun Tang
The Hong Kong Polytechnic University - School of Accounting and Finance, The Hong Kong Polytechnic University, University of Illinois at Urbana-Champaign - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 389 (131,704)
Citation 3

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Credit default swap, delta-hedged option return, demand-based option pricing, financial intermediation capacity, intermediary-based asset pricing

18.

The Leverage Externalities of Credit Default Swaps

Downloads 354 (146,181)
Citation 18

The Leverage Externalities of Credit Default Swaps

Number of pages: 76 Posted: 20 Oct 2013 Last Revised: 07 Nov 2014
Jay Y. Li and Dragon Yongjun Tang
University of North Carolina at Greensboro and The University of Hong Kong - Faculty of Business and Economics
Downloads 205 (252,579)

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credit default swaps, CDS, customer-supplier relationship, leverage, externalities

The Leverage Externalities of Credit Default Swaps

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 02 Nov 2014 Last Revised: 13 Jun 2015
Jay Y. Li and Dragon Yongjun Tang
University of North Carolina at Greensboro and The University of Hong Kong - Faculty of Business and Economics
Downloads 149 (334,263)
Citation 19

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credit default swaps, CDS, customer-supplier relationship, leverage, externalities

19.

Credit Default Swaps and Corporate Cash Holdings

Number of pages: 50 Posted: 11 Jun 2014 Last Revised: 10 Jan 2015
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 347 (149,347)
Citation 2

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20.

Unitary Boards and Mutual Fund Governance

Journal of Financial Research, Forthcoming
Number of pages: 37 Posted: 26 Feb 2008
Dragon Yongjun Tang and Sophie Kong
The University of Hong Kong - Faculty of Business and Economics and Western Washington University - College of Business & Economics
Downloads 340 (152,655)
Citation 3

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Mutual Fund Governance, Unitary Board, Board Independence, Director Ownership, Fee-Setting

21.

Rating Shopping or Catering? An Examination of the Response to Competitive Pressure for CDO Credit Ratings

Number of pages: 75 Posted: 01 Feb 2013 Last Revised: 27 Apr 2013
John M. Griffin, Jordan Nickerson and Dragon Yongjun Tang
University of Texas at Austin - Department of Finance, University of Washington - Department of Finance and Business Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 332 (156,547)
Citation 50

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22.

Credit Default Swaps and Bank Regulatory Capital

Review of Finance, forthcoming
Number of pages: 50 Posted: 09 Jun 2014 Last Revised: 14 Jul 2020
Chenyu Shan, Dragon Yongjun Tang, Hong Yan and Xing (Alex) Zhou
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Southern Methodist University (SMU) - Finance Department
Downloads 324 (160,780)
Citation 8

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Credit Default Swaps, CDS, Regulatory capital, Risk-weighted assets

23.

Outsourcing Bank Loan Screening: The Economics of Third-Party Loan Guarantees

Journal of Money, Credit, and Banking
Number of pages: 64 Posted: 19 Mar 2012 Last Revised: 07 Nov 2022
Chenyu Shan, Dragon Yongjun Tang and Wenya Wang
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and Shanghai University of Finance and Economics
Downloads 302 (173,070)
Citation 1

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Loan guarantee, Outsourcing, Delegated monitoring

24.

Do Credit Default Swaps Matter After They Are Settled? Evidence from Debt Recovery Rates

Number of pages: 48 Posted: 30 Aug 2014 Last Revised: 24 Aug 2022
Min Qi, Dragon Yongjun Tang, Deming Wu and Hong Yan
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The University of Hong Kong - Faculty of Business and Economics, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 273 (192,131)

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Credit default swaps (CDS), Recovery rate, Loss given default (LGD), Credit risk

25.

Suitability Check and Household Investments in Structured Products

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 02 Mar 2012 Last Revised: 28 Aug 2016
Eric C. Chang, Dragon Yongjun Tang and Miao Ben Zhang
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 272 (192,855)
Citation 2

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structured products, suitability check, household investments

26.

Do Banks Still Monitor When There Is a Market for Credit Protection?

Journal of Accounting and Economics, Forthcoming
Number of pages: 62 Posted: 02 Nov 2018 Last Revised: 17 Jul 2019
Chenyu Shan, Dragon Yongjun Tang and Andrew Winton
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 258 (203,273)
Citation 22

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Credit default swaps, CDS, Collateral, Covenants

27.

Product Market Competition with CDS

Journal of Corporate Finance, Vol. 73, No. 102185, 2022
Number of pages: 94 Posted: 27 Mar 2018 Last Revised: 12 May 2023
Jay Y. Li and Dragon Yongjun Tang
University of North Carolina at Greensboro and The University of Hong Kong - Faculty of Business and Economics
Downloads 193 (267,365)

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Credit Default Swaps, Credit Protection, Product Market Competition

28.

Can Central Banks Boost Corporate Investment? Evidence from ECB Liquidity Injections

Number of pages: 54 Posted: 13 Feb 2017 Last Revised: 31 Oct 2022
Stine von Rueden, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
Copenhagen Business School, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 183 (280,162)
Citation 13

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29.

Property Rights, Political Connections, and Corporate Investment

Downloads 180 (285,676)
Citation 1

Property Rights, Political Connections, and Corporate Investment

Number of pages: 51 Posted: 24 Feb 2017 Last Revised: 29 Jul 2019
Meng Miao, Dragon Yongjun Tang and Lixin Colin Xu
Renmin University of China-School of Finance, The University of Hong Kong - Faculty of Business and Economics and Cheung Kong Graduate School of Business
Downloads 104 (443,023)

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Institution, Property Rights, Political Connection, Investment

Property Rights, Political Connections, and Corporate Investment

World Bank Policy Research Working Paper No. 8973
Number of pages: 61 Posted: 14 Aug 2019
Meng Miao, Dragon Yongjun Tang and L. Colin Xu
Renmin University of China-School of Finance, The University of Hong Kong - Faculty of Business and Economics and World Bank
Downloads 76 (538,510)
Citation 1

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Judicial System Reform, Common Property Resource Development, Social Policy, Regulatory Regimes, Legislation, Legal Products, Legal Reform, Agricultural Economics, Cultural Heritage & Urban Revitalization, Foreign Trade Promotion and Regulation, Trade Law, De Facto Governments, Democratic Government, Public Sector Administrative & Civil Service Reform, Public Sector Administrative and Civil Service Reform

30.

Partners in Wine: Entertainment and Credit Ratings

Number of pages: 58 Posted: 03 Jun 2021 Last Revised: 19 Jan 2023
Jess Cornaggia, Feifan Jiang, Jay Y. Li, Chenyu Shan and Dragon Yongjun Tang
Pennsylvania State University - Department of Finance, Industrial Securities Co. Ltd, University of North Carolina at Greensboro, Shanghai University of Finance and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 165 (306,378)

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Credit ratings, Entertainment expenditures, Informal Relationships

31.

A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing

Number of pages: 62 Posted: 11 Feb 2016
Dan Luo, Dragon Yongjun Tang and Sarah Qian Wang
School of Finance, Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 148 (335,591)
Citation 1

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CDO; Model Specification; Data History; Default Correlation; Frailty

32.

The Value Relevance of Environmental Litigation: Evidence from the Supreme Court’s West Virginia v. EPA Ruling

Number of pages: 51 Posted: 28 Apr 2023
Xiaoyi Lyu, Chenyu Shan and Dragon Yongjun Tang
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 90 (484,248)

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West Virginia v. EPA, environmental case, shareholder value, stock return

33.

Do Financial Market Developments Benefit Employees? Evidence from the Derivatives Markets

Number of pages: 55 Posted: 19 Apr 2023 Last Revised: 08 May 2023
Anastasia Richmond, Dragon Yongjun Tang and Sarah Qian Wang
Bayes Business School (formerly Cass), City, University of London, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 87 (491,126)

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derivatives, options, CDS, employee welfare, managerial short-termism

34.

The Diversification Benefits and Policy Risks of Accessing China's Stock Market

Number of pages: 69 Posted: 18 Feb 2021 Last Revised: 12 Nov 2021
Chenyu Shan, Dragon Yongjun Tang, Sarah Qian Wang and Chang Zhang
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics, University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Downloads 77 (528,188)

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International diversification, Contagion, China, Stock market, Policy risks.

35.

Comments on 'Measuring Corporate Bond Liquidity in Emerging Markets: Price- vs Quantity-Based Measures'

BIS Paper No. 102f
Number of pages: 4 Posted: 22 May 2019
Dragon Yongjun Tang
The University of Hong Kong - Faculty of Business and Economics
Downloads 49 (661,773)

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36.

Contingent Convertible Bonds Issuance by Banks Around the World: The Role of Dividend Payouts

Number of pages: 80 Posted: 25 Aug 2023 Last Revised: 22 Sep 2023
Chenyu Shan, Meng Xie, Dragon Yongjun Tang and Fumin Zhu
Shanghai University of Finance and Economics, Fudan University - School of Management, The University of Hong Kong - Faculty of Business and Economics and Shenzhen University
Downloads 23 (851,388)

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Contingent convertible bond, CoCo issuance, dividend payout ratio, Tier 1 capital

37.

Contingent Convertible Bond Issuances by Banks Around the World: The Role of Dividend Payouts

Number of pages: 79 Posted: 24 Sep 2023
Chenyu Shan, Dragon Yongjun Tang, Meng Xie and Fumin Zhu
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Shenzhen University
Downloads 22 (860,469)

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Contingent convertible bond, CoCo issuance, dividend payout ratio, Tier 1 capital

38.

Is 'Greenness' Priced in the Market? Evidence from Green Bond Issuance in China

The Journal of Alternative Investments, Summer 2020; DOI: https://doi.org/10.3905/jai.2020.1.097
Posted: 02 Oct 2019
Zhiyao Deng, Dragon Yongjun Tang and Yupu Zhang
LSE, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics

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Climate change, Green finance, Green bonds, Asset pricing

39.

Potential Losses from Incorporating Return Predictability into Portfolio Allocation

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
Dragon Yongjun Tang
The University of Hong Kong - Faculty of Business and Economics

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Bayesian robustness, portfolio selection, return predictability

Other Papers (1)

Total Downloads: 121
Actions:
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1.

Mutual Fund Governance: What Works and What Doesn'T?

Number of pages: 53 Posted: 25 Mar 2005
Sophie Kong and Dragon Yongjun Tang
Western Washington University - College of Business & Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 121

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Mutual fund governance, unitary board, board independence, director incentive, fee-setting