Dong-Jie Fang

National Chengchi University (NCCU) - Department of Money and Banking

Ph.D. Candidate

No. 64, Sec. 2, Zhinan Rd.

Wenshan Dist.

Taipei, 11605

Taiwan

  • National Chengchi University (NCCU) - Department of Money and Banking

    • Email
    • Tel: (886) 909712701
SCHOLARLY PAPERS

4

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216

TOTAL CITATIONS

1

Ideas:
“  I'm actively seeking Assistant Professor, Visiting Assistant Professor, or Post-doc positions in finance and economics. My research interests are financial information disclosure, sustainable finance, asset pricing, financial engineering, and FinTech. Any suggestions or connections are welcome.  ”

  • National Chengchi University (NCCU) - Department of Money and Banking

    • Email
    • Tel: (886) 909712701

Scholarly Papers (4)

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1.

Post-Earnings Announcement Drift, Systemic Shock, and Limited Attention: Evidence from COVID-19 Pandemic

Number of pages: 39 Posted: 10 Mar 2024
Dong-Jie Fang
National Chengchi University (NCCU) - Department of Money and Banking
Downloads 87 (575,519)
Citation 1

Abstract:

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Limited attention, Post-earnings announcement drift (PEAD), Information overload, Negative bias, Information processing cost

2.

Non-Pecuniary Preferences, Adverse Selection, and Moral Hazard in P2p Lending: Evidence from Lending Club

Number of pages: 46 Posted: 28 Oct 2023
Dong-Jie Fang, Zong-Wei Yeh, CHIEN-HSIU LIN and Shih-Kuei Lin
National Chengchi University (NCCU) - Department of Money and Banking, National Chengchi University (NCCU) - Department of Money and Banking, affiliation not provided to SSRN and National Chengchi University (NCCU)
Downloads 71 (645,650)

Abstract:

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P2P lending, Non-pecuniary preferences, Adverse selection, Moral hazard, Information asymmetry

3.

What Drives Jumps in the Secured Overnight Financing Rate? Evidence From the Arbitrage-Free Nelson–Siegel Model With Jump Diffusion

Pacific-Basin Finance Journal, Vol. 86
Number of pages: 47 Posted: 15 Apr 2024
Dong-Jie Fang, Zong-Wei Yeh, Jiecao He and Shih-Kuei Lin
National Chengchi University (NCCU) - Department of Money and Banking, National Chengchi University (NCCU) - Department of Money and Banking, Zhejiang Wanli University and National Chengchi University (NCCU)
Downloads 35 (871,859)

Abstract:

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Secured Overnight Financing Rate (SOFR), SOFR futures, Arbitrage-free Nelson–Siegel model with jump diffusion (AFNSJ), Federal Open Market Committee (FOMC) meeting, Particle filter

4.

Economic Recessions, Financial Disclosure, and Market Response: Evidence from Form 10-K, 10-Q, and Earnings Call Transcripts 

Number of pages: 50 Posted: 20 Sep 2024
Dong-Jie Fang, Hsing-Hua Chang, Shih-Kuei Lin and Carl R. Chen
National Chengchi University (NCCU) - Department of Money and Banking, National Chengchi University (NCCU), National Chengchi University (NCCU) and University of Dayton
Downloads 23 (984,370)

Abstract:

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Financial information disclosure, Economic recession, Market response, Financial reports, Earnings call