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Sheng-Yung Yang

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This is information that was supplied by Sheng-Yung Yang in registering through RePEc. If you are Sheng-Yung Yang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sheng-Yung
Middle Name:
Last Name: Yang
Suffix:

RePEc Short-ID: pya127

Email:
Homepage: http://web.nchu.edu.tw/~yang/index.htm
Postal Address: 250 Kuo Kuang Road Taichung 402 Taiwan ROC
Phone: 886-4-22850940

Affiliation

Department of Finance
National Chung-Hsing University
Location: Taichung, Taiwan
Homepage: http://www.fin.nchu.edu.tw/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dfchutw (more details at EDIRC)

Works

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Articles

  1. Jiang, I-Ming & Yang, Sheng-Yung & Liu, Yu-Hong & Wang, Alan T., 2013. "Valuation of double trigger catastrophe options with counterparty risk," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 226-242.
  2. Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu, 2013. "Information transmission between sovereign debt CDS and other financial factors – The case of Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 586-601.
  3. Caton, Gary L. & Chan, Justin S.P. & Goh, Jeremy & Yang, Sheng-Yung, 2011. "An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 376-387, June.
  4. Sheng-Yung Yang & Lin Lin & De-Wai Chou & Hsiao-Chen Cheng, 2008. "Merger drivers and the change of bidder shareholders' wealth," The Service Industries Journal, Taylor & Francis Journals, vol. 30(6), pages 851-871, January.
  5. Alan T. Wang & Sheng-Yung Yang, 2007. "A Simplified Firm Value-Based Risky Discount Bond Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 445-468.
  6. Sheng-Yung Yang, 2007. "Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 837-853.
  7. Sheng-Yung Yang, 2005. "A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 89-93, March.
  8. Sheng-Yung Yang & Shuh-Chyi Doong & Alan T. Wang & Te-Li Chang, 2005. "Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 1(2), pages 119-141, July.
  9. Shuh-Chyi Doong & Sheng-Yung Yang & Thomas C. Chiang, 2005. "Response Asymmetries in Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 637-657.
  10. Thomas Chiang & Sheng-Yung Yang, 2005. "International Asset Excess Returns and Multivariate Conditional Volatilities," Review of Quantitative Finance and Accounting, Springer, vol. 24(3), pages 295-312, May.
  11. Sheng-Yung Yang & Shuh-Chyi Doong, 2004. "Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 139-153, August.
  12. Alan Wang & Sheng-Yung Yang, 2004. "Foreign exchange risk, world diversification and Taiwanese ADRs," Applied Economics Letters, Taylor & Francis Journals, vol. 11(12), pages 755-758.

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