Ying Sophie Huang

Zhejiang University

Professor of Finance

866 Yuhangtang Road

School of Management

Hangzhou, Zhejiang 310058

China

SCHOLARLY PAPERS

19

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CITATIONS
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11

Scholarly Papers (19)

1.

Ranking Finance Journals Using Author Affiliation Index

Financial Management Association (FMA) Annual Conference Paper (2006)
Number of pages: 37 Posted: 12 Mar 2007
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University
Downloads 1,532 (8,139)

Abstract:

Finance journal ranking, author affiliation index

2.

Author Affiliation Index, Finance Journal Ranking, and the Pattern of Authorship

Journal of Corporate Finance, Vol. 13, pp. 1008-1026, 2007
Number of pages: 51 Posted: 03 Apr 2007 Last Revised: 07 Jun 2009
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University
Downloads 325 (67,084)
Citation 3

Abstract:

Finance journal ranking, author affiliation index, authorship pattern

3.

What Drives Swap Spreads, Credit or Liquidity?

ISMA Center Working Papers in Finance No. 2003-05
Number of pages: 38 Posted: 08 Mar 2007
Ying Sophie Huang and Salih N. Neftci
Zhejiang University and CUNY Baruch College
Downloads 280 (79,751)
Citation 7

Abstract:

swap spreads, liquidity premium, credit risk

4.

Covered Interest Parity and Market Volatility: Asian Evidence

Advances in Financial Planning and Forecasting, Vol. 2, pp. 147-169, 2006
Number of pages: 21 Posted: 07 Mar 2007
Ying Sophie Huang and Feng Guo
Zhejiang University and Institute of International Finance
Downloads 177 (127,661)
Citation 1

Abstract:

East Asia, Capital mobility, Covered interest parity, GARCH model

5.

Going Private Transactions by U.S.-Listed Chinese Companies: What Drives the Premiums Paid?

International Review of Economics & Finance (Special Issue: Corporate Governance in Emerging Markets), Volume 32, Pages 79-91, 2014. (doi:10.1016/j.iref.2014.01.008)
Number of pages: 30 Posted: 07 Apr 2014 Last Revised: 18 Apr 2015
Yea-Mow Chen, Ying Sophie Huang, David K. Wang and Chun-Chou Wu
San Francisco State University - Department of Finance, Zhejiang University, National University of Kaohsiung and Independent
Downloads 39 (345,279)

Abstract:

Firm undervaluation, Corporate governance, Going private

6.

Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar’s Stewardship Grade

Corporate Governance: An International Review, Vol. 19, pp. 311-333, 2011
Posted: 05 Feb 2012
Carl R. Chen and Ying Sophie Huang
University of Dayton and Zhejiang University

Abstract:

Corporate Governance, Board of Director Mechanisms, Stewardship, Executive Compensation

7.

The Dynamic Impact of Macro Shocks on Insurance Premiums

Journal of Financial Services Research, Vol. 35, No. 3, 2009
Posted: 05 Jun 2009
Feng Guo, Hung-Gay Fung and Ying Sophie Huang
Institute of International Finance, University of Missouri at Saint Louis - College of Business Administration and Zhejiang University

Abstract:

Insurance premiums, Structural shocks, Vector error correction model

8.

Deposit Insurance and Banking Supervision in China: The Agenda Ahead

Geneva Papers on Risk and Insurance, Vol. 33, No. 3, pp. 547-565, 2008
Posted: 12 Sep 2008
Haibo Yan and Ying Sophie Huang
People's Bank of China and Zhejiang University

Abstract:

bank supervision, deposit insurance, financial stability, China

9.

Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution

Journal of Empirical Finance, Vol. 15, No. 4, pp. 789-798, 2008
Posted: 12 Sep 2008
Carl R. Chen, Yuli Su and Ying Sophie Huang
University of Dayton, affiliation not provided to SSRN and Zhejiang University

Abstract:

Autocorrelation, Conditional volatility, Hourly returns, EAR-GARCH

10.

Macro Shocks and the Japanese Stock Market

Applied Financial Economics, Vol. 18, No. 17, 2008
Posted: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University and Institute of International Finance

Abstract:

Stock price, Macro shocks, Structural vector autoregression, Japan

11.

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model

Journal of Futures Markets, 2008 (28), No.1, pp82-107
Posted: 26 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang, Carl R. Chen and Maximo Camacho
Zhejiang University, University of Dayton and Autonomous University of Barcelona - Department of Economics

Abstract:

Japanese yen interest rate swap, smooth transition VAR, regime switching

12.

Swap Curve Dynamics Across Markets - Case of US Dollar vs. HK Dollar

Journal of International Financial Markets, Institutions and Money, 2008 (18), No.1, pp79-93
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang, Salih N. Neftci and Feng Guo
Zhejiang University, CUNY Baruch College and Institute of International Finance

Abstract:

swap curve, Hong Kong market

13.

The Role of Oil Price Shocks on China's Real Exchange Rate

China Economic Review, 2007(18), No.4, pp403-416
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University and Institute of International Finance

Abstract:

Oil price shock, Exchange rate regime, China

14.

Modeling Swap Spreads: The Roles of Credit, Liquidity and Market Volatility

Review of Futures Market, Vol. 14, No. 4, pp. 431-450, 2006
Posted: 08 Mar 2007
Ying Sophie Huang and Salih N. Neftci
Zhejiang University and CUNY Baruch College

Abstract:

swap spreads, liquidity premium, credit risk, market volatility

15.

An Empirical Examination of Capital Mobility in East Asia Emerging Markets

Global Economic Review, Vol. 35, pp. 97-111, 2006
Posted: 08 Mar 2007
Feng Guo and Ying Sophie Huang
Institute of International Finance and Zhejiang University

Abstract:

16.

The Effect of Fed Monetary Policy Regimes on the US Interest Rate Swap Spreads

Review of Financial Economics, 2007 (16), No. 4, pp375-399
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Carl R. Chen
Zhejiang University and University of Dayton

Abstract:

Swap spread, Economic shocks, Fed policies, Impulse response, Variance decomposition

17.

Asymmetric Effects on East Asian Financial Integration: Is There 'Japanese Dominance'?

Review of Pacific Basin Financial Markets and Policies, 2007 (10), No. 2, pp193-214
Posted: 08 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang and Feng Guo
Zhejiang University and Institute of International Finance

Abstract:

Interest rates, Asymmetry, Japanese Dominance

18.

A Note on a Cointegrating Vector for US Interest Rate Swaps

Investment Management and Financial Innovations, Vol. 3, pp. 31-39, 2004
Posted: 08 Mar 2007
Ying Sophie Huang and Salih N. Neftci
Zhejiang University and CUNY Baruch College

Abstract:

Cointegration, Error correction, Interest rate swap

19.

Is Currency Union a Feasible Option in East Asia?: a Multivariable Structural Var Approach

Research in International Business and Finance, Vol. 20, pp. 77-94, 2006
Posted: 24 Feb 2006
Feng Guo and Ying Sophie Huang
Institute of International Finance and Zhejiang University

Abstract:

East Asia, Structural VAR, Optimum currency area