Yu-Chen Wei

National Kaohsiung University of Science and Technology

Associate Professor

No. 1, University Road

Yanchao District

Kaohsiung City, Taiwan 824

Taiwan

SCHOLARLY PAPERS

8

DOWNLOADS

642

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Revisiting Early Warning Signals of Corporate Credit Default Using Linguistic Analysis

Number of pages: 47 Posted: 12 Feb 2013
Ralph Lu, Chung-Hua Shen and Yu-Chen Wei
Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and National Kaohsiung University of Science and Technology
Downloads 159 (186,198)

Abstract:

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Credit default, Financial distress, Early warning, Linguistic analysis, Media, Logistic regression

2.

Sentiment in Financial News and the Application of Portfolio Management

Number of pages: 44 Posted: 02 Apr 2013
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 132 (216,818)

Abstract:

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Sentiment, News, Stock Returns, Linguistic Analysis, Portfolios

3.

Overconfidence in Market Timing or Security Selection

Number of pages: 33 Posted: 26 Aug 2011
Chien-Wei Chang, Edward H. Chow and Yu-Chen Wei
National Chengchi University - Department of Finance, National Chengchi University (NCCU) - Department of Finance and Banking and National Kaohsiung University of Science and Technology
Downloads 94 (276,027)

Abstract:

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credit trades, overconfidence, market timing, security selection, individual investors

4.

The News Effect and Asset Pricing in Taiwan Stock Market

Number of pages: 25 Posted: 17 Feb 2013
Ralph Lu, Yu-Chen Wei and Hsiao-Ting Lin
Ming Chuan University, National Kaohsiung University of Science and Technology and National Kaohsiung University of Science and Technology
Downloads 86 (292,096)

Abstract:

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News Effect,Content Analysis, Abnormal Returns, Asset Pricing, Two-stage Estimation

5.

The Aggregate News Confidence Index by Linguistic Analysis

Number of pages: 42 Posted: 18 Feb 2013
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 64 (345,329)

Abstract:

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Confidence Index, News, Linguistic Analysis, Taiwan Stock Exchange, Portfolio Management

6.

The Effects and Applicability of Financial Media Reports on Corporate Default Ratings

Number of pages: 54 Posted: 15 Feb 2014
Ralph Lu, Yu-Chen Wei and Tsang-Yao Chang
Ming Chuan University, National Kaohsiung University of Science and Technology and Feng Chia University
Downloads 55 (372,085)
Citation 1

Abstract:

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Financial media reports, Financial ratios, Default rating, Linguistic analysis, Distress intensity of default-corpus

7.

The News Impact Around the Earnings Announcement with the Incorporation of Investor Types

Number of pages: 29 Posted: 26 Aug 2011
Yu-Chen Wei and Ralph Lu
National Kaohsiung University of Science and Technology and Ming Chuan University - Department of Finance
Downloads 52 (381,693)

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8.

Informed Trading Behavior of Institutions and Individuals around Earnings Announcements

Posted: 17 Feb 2013
Yu-Chen Wei
National Kaohsiung University of Science and Technology

Abstract:

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Earnings Announcements, Institutions, Individuals, Informed Trading, Abnormal Returns