Yao-Min Chiang

National Taiwan University - Department of Finance

No.1 Sec. 4, Roosevelt Rd.

Taipei, 10605

Taiwan

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 19,929

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28

CROSSREF CITATIONS

23

Scholarly Papers (11)

1.

Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed?

Forthcoming in Review of Financial Studies
Number of pages: 50 Posted: 20 Mar 2008 Last Revised: 16 Dec 2015
Yao-Min Chiang, Yiming Qian and Ann E. Sherman
National Taiwan University - Department of Finance, University of Connecticut and DePaul University
Downloads 491 (69,532)
Citation 9

Abstract:

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IPO, auction, institutional investor, individual investor, retail investor, informed investor, IPO method, underwriter favoritism, underpricing, endogenous entry, partial adjustment, return chasing

2.

Pre-Market Trading and IPO Pricing

Review of Financial Studies, Forthcoming
Number of pages: 47 Posted: 05 Mar 2014 Last Revised: 06 May 2016
Chun Chang, Yao-Min Chiang, Yiming Qian and Jay R. Ritter
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), National Taiwan University - Department of Finance, University of Connecticut and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 460 (75,313)
Citation 7

Abstract:

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initial public offering, pre-IPO market, IPO underpricing, agency problem, rent-seeking underwriter, bookbuilding theory, information asymmetry, Taiwan stock exchange

3.

Do Investors Learn from Experience? Evidence from Frequent IPO Investors

Review of Financial Studies, Forthcoming
Number of pages: 45 Posted: 19 Mar 2009 Last Revised: 16 Dec 2015
National Taiwan University - Department of Finance, University of California, Irvine - Paul Merage School of Business, University of Connecticut and DePaul University
Downloads 329 (110,788)
Citation 11

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IPO, auction, investor behavior, learning, reinforcement learning, institutional investor, individual investor, experience

4.

The Information Advantage of Underwriters in IPOs

Forthcoming, Management Science
Number of pages: 48 Posted: 17 Mar 2014 Last Revised: 18 Sep 2019
Yao-Min Chiang, Michelle Lowry and Yiming Qian
National Taiwan University - Department of Finance, Drexel University and University of Connecticut
Downloads 324 (112,633)
Citation 4

Abstract:

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IPO, underwriter, information advantage, proprietary trading, bookbuilding, auction, IPO method, investment bank

5.

Right of First Refusal (ROFR) Effects in Auctions with Reserve Price: Empirical Evidence from Taiwanese Government Land Auctions

Number of pages: 44 Posted: 17 Mar 2014
Yao-Min Chiang and Jarjisu Sa-Aadu
National Taiwan University - Department of Finance and University of Iowa - Department of Finance
Downloads 133 (257,574)

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auctions, right-of-first-refusal, mechanism design, reserve price, real estate

6.

Lockup Provision and Institution Investors Trading

Number of pages: 25 Posted: 16 Feb 2015
Po-Kai Huang, PangRu Chang and Yao-Min Chiang
Aletheia University, Shih Chien University and National Taiwan University - Department of Finance
Downloads 85 (349,547)

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Lockup, Institutional Investors

7.

Market Liquidity, Funding Liquidity in the News and Housing Price

Number of pages: 25 Posted: 17 Feb 2015
National Chengchi University (NCCU) - Department of Money and Banking, National Chengchi University (NCCU), National Taiwan University - Department of Finance, National Chengchi University (NCCU), National Chengchi University (NCCU) and National Chengchi University - Department of Accounting - College of Commerce
Downloads 76 (373,242)

Abstract:

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market liquidity; funding liquidity; news; housing price; TF-IDF; SVM

8.

Unconventional Monetary Policy and U.S. Housing Markets Dynamics

Number of pages: 61 Posted: 01 Apr 2015
Yao-Min Chiang, Jarjisu Sa-Aadu and James D. Shilling
National Taiwan University - Department of Finance, University of Iowa - Department of Finance and DePaul University
Downloads 62 (416,141)
Citation 2

Abstract:

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Unconventional Monetary Policy, Housing Starts, Aggregate Liquidity Factors, Housing Markets

9.

Quid Pro Quo in IPO Auctions

Number of pages: 40 Posted: 12 Jan 2021 Last Revised: 25 Apr 2021
Yao-Min Chiang, Jingbin He, Bo Liu and Hong Zou
National Taiwan University - Department of Finance, School of Management and Economics, University of Electronic Science and Technology of China, School of Management & Economics, University of Electronic Science and Technology of China (UESTC) and The University of Hong Kong - Faculty of Business and Economics
Downloads 26 (576,120)

Abstract:

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uniform price; auction; quid pro quo; underwriter favoritism

10.

Optimal Contract Choice Decision in the Presence of Pay Option Adjustable Rate Mortgage and the Balloon Mortgage

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014
Posted: 30 Apr 2014
Yao-Min Chiang and Jarjisu Sa-Aadu
National Taiwan University - Department of Finance and University of Iowa - Department of Finance

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Mortgage choice; Balloon mortgages; Pay option ARMs; Horizon risk management; Household mobility

11.

Learning to Fail - Evidence from Frequent IPO Investors

17th Conference on the Theories and Practices of Securities and Financial Markets, 2009
Posted: 30 Apr 2010
Yao-Min Chiang
National Taiwan University - Department of Finance

Abstract:

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IPO, auction, investor behavior, learning, reinforcement learning, institutional