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Publications

by members of

National Yang Ming Chiao Tung University → College of Management → Department of Information Management and Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2013

  1. Shen, Chung-Hua & Hasan, Iftekhar & Lin, Chih-Yung, 2013, "The government's role in government-owned banks," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2013.

Journal articles

2026

  1. Yu, Dan-Liou & Hu, Ming-Che & Huang, Alex YiHou & Yu, Pei-Duo & Huang, Siao-Syuan, 2026, "Exploring stock returns in financial markets with interpretable financial variables and graph neural networks," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105113.

2025

  1. Shu-Chih Hsu & Dan-Liou Yu & Ming-Che Hu & Alex YiHou Huang, 2025, "Trading patterns of institutional investors: applications of machine learning," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 7, pages 1034-1038, April, DOI: 10.1080/13504851.2023.2300960.
  2. Chan, Yu-Ju & Lin, Chih-Yung & Lin, Tse-Chun, 2025, "Tacit collusion among dominant banks: Evidence from round-yard loan pricing," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102750.
  3. Bui, Dien Giau & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2025, "CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101566.
  4. Wang, Zongjun & Wang, Peng & Du, Yao & Lin, Chih-Yung, 2025, "The effect of CEO extraversion on private debt," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106962.
  5. Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2025, "Too big to fail? Asymmetric effects of quantitative easing," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101385.
  6. Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Mai, Ngoc Thuy & Vaike, Chris, 2025, "Trade policy sensitivity and global stock returns: Evidence from the 2016 U.S. Presidential election," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107517.

2024

  1. Hsu, Tzu-Jo & Huang, Alex YiHou, 2024, "On the resilience of US ESG stocks: Evidences from the COVID-19 market crashes," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111532.
  2. Huang, Alex YiHou, 2024, "Mechanisms of overpricing: An investigation on momentum crashes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 118-142, DOI: 10.1016/j.iref.2023.07.059.
  3. Ming-Che Hu & Alex YiHou Huang & Yanzhi Wang & Dan-Liou Yu, 2024, "Book-to-market effect and product life cycle," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 551-577, August, DOI: 10.1007/s11156-024-01270-8.
  4. Ming-Che Hu & Alex YiHou Huang & Dan-Liou Yu & Rui-Xiang Zhai, 2024, "A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns," Journal of Behavioral Finance, Taylor & Francis Journals, volume 25, issue 1, pages 30-45, January, DOI: 10.1080/15427560.2022.2073592.
  5. Lu, Chien-Lin & Lin, Chih-Yung & Lin, Tse-Chun & Miao, Bin, 2024, "Financial statement disaggregation and bank loan pricing," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101555.
  6. Ho, Po-Hsin & Huang, Chia-Wei & Lin, Chih-Yung & Yen, Ju-Fang, 2024, "Risk culture in corporate innovation," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102999.
  7. Tang, Ning & Xu, Xiaodong & Hsu, Yuan-Teng & Lin, Chih-Yung, 2024, "The impact of ESG distance on mergers and acquisitions," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103677.
  8. Bui, Dien Giau & Chung, Huimin & Lin, Chih-Yung & Tsao, Kuang-Chih, 2024, "The dark side of well-connected directors: Evidence from private firm acquisitions," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103683.
  9. Tang, Ning & Chen, Jianqiang & Lin, Chih-Yung & Tuan, Le Quoc, 2024, "Interlocked executives’ bad reputation in the labor market," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104788.
  10. Bui, Dien Giau & Chan, Yu-Ju & Lin, Chih-Yung & Lin, Tse-Chun, 2024, "Lottery jackpot winnings and retail trading in the neighborhood," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107269.
  11. Huang, Kuo-Jui & Bui, Dien Giau & Hsu, Yuan-Teng & Lin, Chih-Yung, 2024, "The ESG washing in banks: Evidence from the syndicated loan market," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103043.
  12. Tang, Ning & Chang, Hao-Wen & Lin, Chih-Yung & Lu, Chien-Lin, 2024, "Public's evaluation of ESG and credit default swap: Evidence from East Asian countries," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102512.
  13. Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2024, "Search symbols, trading performance, and investor participation," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 380-393, DOI: 10.1016/j.iref.2024.02.035.
  14. Le Quoc Tuan & Chih-Yung Lin & Huei-Wen Teng, 2024, "Machine learning methods for predicting failures of US commercial bank," Applied Economics Letters, Taylor & Francis Journals, volume 31, issue 15, pages 1353-1359, September, DOI: 10.1080/13504851.2023.2186353.

2023

  1. Cheng-Few Lee & Alex YiHou Huang, 2023, "Recap of the 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 04, pages 1-23, December, DOI: 10.1142/S0219091524710012.
  2. Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung, 2023, "Managerial ability and financial statement disaggregation decisions," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101427.
  3. Tang, Ning & Kamar, Amina & Lin, Chih-Yung & Lu, Chien-Lin, 2023, "Bank safety-oriented culture and lending decisions," Journal of Financial Stability, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfs.2023.101122.
  4. Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Nguyen, Hong Thoa, 2023, "Short-selling threats and bank risk-taking: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106834.
  5. Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023, "Momentum in machine learning: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102178.
  6. Du, Yao & Chan, Chia-Ying & Lin, Chih-Yung & Lu, Chien-Lin, 2023, "Charitable CEOs and employee protection," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102187.
  7. Huang, Yin-Siang & Lee, Cheng-Few & Lin, Chih-Yung, 2023, "Applications of fixed effect models to managerial risk-taking incentives," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 249-261, DOI: 10.1016/j.qref.2023.10.004.
  8. Rui-Xiang Zhai & Po-Hsin Ho & Chih-Yung Lin & Tran Thi Thuy Linh, 2023, "Bank CEO risk-taking incentives and bank lending quality," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 949-981, April, DOI: 10.1007/s11156-022-01119-y.

2022

  1. Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022, "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 176-195, DOI: 10.1016/j.jempfin.2022.01.006.
  2. Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022, "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100974.
  3. Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,, 2022, "The effect of abnormal institutional attention on bank loans," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101458.
  4. Fang, Yiwei & Hasan, Iftekhar & Lin, Chih-Yung & Sun, Jiong, 2022, "The impact of overconfident customers on supplier firm risks," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 115-133, DOI: 10.1016/j.jebo.2022.01.005.
  5. Huang, Yin-Siang & Chiu, Junmao & Lin, Chih-Yung & Robin,, 2022, "The effect of Chinese lunar calendar on individual investors' trading," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101694.

2021

  1. Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021, "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 849-889, April, DOI: 10.1007/s11156-020-00911-y.
  2. Giau Bui, Dien & Chen, Yehning & Lin, Chih-Yung & Lin, Tse-Chun, 2021, "Risk-taking of bank CEOs and corporate innovation," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102387.
  3. Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
  4. I-Ju Chen & Iftekhar Hasan & Chih-Yung Lin & Tra Ngoc Vy Nguyen, 2021, "Do Banks Value Borrowers' Environmental Record? Evidence from Financial Contracts," Journal of Business Ethics, Springer, volume 174, issue 3, pages 687-713, December, DOI: 10.1007/s10551-020-04621-2.
  5. Yin-Siang Huang & Iftekhar Hasan & Ying-Chen Huang & Chih-Yung Lin, 2021, "Political Uncertainty and Bank Loan Contracts: Does Government Quality Matter?," Journal of Financial Services Research, Springer;Western Finance Association, volume 60, issue 2, pages 157-185, December, DOI: 10.1007/s10693-020-00344-7.
  6. Chia-Ying Chan & Iftekhar Hasan & Chih-Yung Lin, 2021, "Agency cost of CEO perquisites in bank loan contracts," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1221-1258, May, DOI: 10.1007/s11156-020-00926-5.

2020

  1. Lin, Chih-Yung & Chen, Yehning & Ho, Po-Hsin & Yen, Ju-Fang, 2020, "CEO overconfidence and bank loan contracting," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101637.
  2. Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020, "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100719.
  3. Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020, "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfs.2020.100741.
  4. Bui, Dien Giau & Chen, Yan-Shing & Hsu, Hsing-Hua & Lin, Chih-Yung, 2020, "Labor unions and bank risk culture: evidence from the financial crisis," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100782.
  5. Chung-Hua Shen & Yehning Chen & Hsing-Hua Hsu & Chih-Yung Lin, 2020, "Banking Crises and Market Timing: Evidence from M&As in the Banking Sector," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 3, pages 315-347, June, DOI: 10.1007/s10693-019-00318-4.

2019

  1. Chiao-Ming Cheng & Alex YiHou Huang & Ming-Che Hu, 2019, "Investor Attention and Stock Price Movement," Journal of Behavioral Finance, Taylor & Francis Journals, volume 20, issue 3, pages 294-303, July, DOI: 10.1080/15427560.2018.1513404.
  2. Bui, Dien Giau & Lin, Chih-Yung & Chris, Vaike, 2019, "Short sellers and the failures of financial intermediaries," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108575.
  3. Yin-Siang Huang & Chih-Yung Lin, 2019, "Labour unions and global bank loan market," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 5, pages 401-408, March, DOI: 10.1080/13504851.2018.1486008.

2018

  1. Lin, Chih-Yung & Tsai, Wei-Che & Hasan, Iftekhar & Tuan, Le Quoc, 2018, "Private benefits of control and bank loan contracts," Journal of Corporate Finance, Elsevier, volume 49, issue C, pages 324-343, DOI: 10.1016/j.jcorpfin.2018.01.006.
  2. Chen, Hung-Kun & Liao, Yin-Chi & Lin, Chih-Yung & Yen, Ju-Fang, 2018, "The effect of the political connections of government bank CEOs on bank performance during the financial crisis," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 130-143, DOI: 10.1016/j.jfs.2018.02.010.
  3. Bui, Dien Giau & Chen, Yan-Shing & Hasan, Iftekhar & Lin, Chih-Yung, 2018, "Can lenders discern managerial ability from luck? Evidence from bank loan contracts," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 187-201, DOI: 10.1016/j.jbankfin.2017.09.023.
  4. Bui, Dien Giau & Fang, Yiwei & Lin, Chih-Yung, 2018, "The influence of risk culture on firm returns in times of crisis," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 291-306, DOI: 10.1016/j.iref.2018.01.015.

2017

  1. Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017, "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 180-198, DOI: 10.1016/j.jimonfin.2017.07.019.

2016

  1. Huang, Alex YiHou, 2016, "Impacts of implied volatility on stock price realized jumps," Economic Systems, Elsevier, volume 40, issue 4, pages 622-630, DOI: 10.1016/j.ecosys.2016.02.007.
  2. Ho, Po-Hsin & Chen, Hung-Kun & Lin, Chih-Yung & Chi, Che-Wei, 2016, "Does monitoring by the media improve the performance of government banks?," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 76-87, DOI: 10.1016/j.jfs.2015.12.006.
  3. Chen, Yan-Shing & Chen, Yehning & Lin, Chih-Yung & Sharma, Zenu, 2016, "Is there a bright side to government banks? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 128-143, DOI: 10.1016/j.jfs.2016.08.006.
  4. Ho, Po-Hsin & Huang, Chia-Wei & Lin, Chih-Yung & Yen, Ju-Fang, 2016, "CEO overconfidence and financial crisis: Evidence from bank lending and leverage," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 194-209, DOI: 10.1016/j.jfineco.2015.04.007.
  5. Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016, "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 153-166, DOI: 10.1016/j.iref.2015.09.008.
  6. Ho, Po-Hsin & Lin, Chih-Yung & Tsai, Wei-Che, 2016, "Effect of country governance on bank privatization performance," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 3-18, DOI: 10.1016/j.iref.2015.10.028.
  7. Chung-Hua Shen & Chih-Yung Lin, 2016, "Political connections, financial constraints, and corporate investment," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 343-368, August, DOI: 10.1007/s11156-015-0503-7.
  8. Wei-Che Tsai & Wei-Yuan Wang & Po-Hsin Ho & Chih-Yung Lin, 2016, "Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 2, pages 487-497, February, DOI: 10.1080/1540496X.2016.1110466.

2015

  1. Alex YiHou Huang, 2015, "Value at risk estimation by threshold stochastic volatility model," Applied Economics, Taylor & Francis Journals, volume 47, issue 45, pages 4884-4900, September, DOI: 10.1080/00036846.2015.1037439.
  2. Shen, Chung-Hua & Lin, Chih-Yung, 2015, "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 98-109, DOI: 10.1016/j.qref.2014.09.007.
  3. Shen, Chung-Hua & Lin, Chih-Yung & Wang, Yu-Chun, 2015, "Do strong corporate governance firms still require political connection, and vice versa?," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 107-120, DOI: 10.1016/j.iref.2015.06.006.
  4. Ju-Fang Yen & Chih-Yung Lin & Yan-Shing Chen & Ying-Chen Huang, 2015, "Founding Family Firms and Bank Loan Contracts," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 1, pages 53-82, August, DOI: 10.1007/s10693-014-0199-1.
  5. Po-Hsin Ho & Yu-Chun Wang & Chih-Yung Lin, 2015, "Do political connections matter to bondholders? Evidence from China," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 15, pages 1240-1245, October, DOI: 10.1080/13504851.2015.1021452.

2014

  1. Lin, Chih-Yung & Chen, Yan-Shing & Yen, Ju-Fang, 2014, "On the determinant of bank loan contracts: The roles of borrowers’ ownership and board structures," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 500-512, DOI: 10.1016/j.qref.2014.04.005.
  2. Yen, Ju-Fang & Chen, Yan-Shing & Shen, Chung-Hua & Lin, Chih-Yung, 2014, "Why do firms allow their CEOs to join trade associations? An embeddedness view," International Review of Economics & Finance, Elsevier, volume 32, issue C, pages 47-61, DOI: 10.1016/j.iref.2014.01.006.
  3. Huang, Chia-Wei & Ho, Po-Hsin & Lin, Chih-Yung & Yen, Ju-Fang, 2014, "Firm age, idiosyncratic risk, and long-run SEO underperformance," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 246-266, DOI: 10.1016/j.iref.2014.08.009.
  4. Yan-Shing Chen & Chung-Hua Shen & Chih-Yung Lin, 2014, "The Benefits of Political Connection: Evidence from Individual Bank-Loan Contracts," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 3, pages 287-305, June, DOI: 10.1007/s10693-013-0167-1.
  5. Chung-Hua Shen & Iftekhar Hasan & Chih-Yung Lin, 2014, "The Government’s Role in Government-owned Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 3, pages 307-340, June, DOI: 10.1007/s10693-013-0168-0.
  6. Ju-Fang Yen & Yan-Shing Chen & Chih-Yung Lin & Chih-Hong Tsai, 2014, "Can political and business connections alleviate financial constraints?," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 550-555, May, DOI: 10.1080/13504851.2013.875099.

2013

  1. Huang, Alex YiHou & Cheng, Chiao-Ming, 2013, "Information risk and credit contagion," Finance Research Letters, Elsevier, volume 10, issue 3, pages 116-123, DOI: 10.1016/j.frl.2013.06.002.

2012

  1. Huang, Alex YiHou, 2012, "Asymmetric dynamics of stock price continuation," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1839-1855, DOI: 10.1016/j.jbankfin.2012.02.005.
  2. Huang, Alex YiHou & Hu, Wen-Cheng, 2012, "Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 4, pages 1497-1508, DOI: 10.1016/j.physa.2011.08.008.
  3. Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2012, "Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 2, pages 221-258, July.
  4. Alex YiHou Huang, 2012, "Volatility forecasting by quantile regression," Applied Economics, Taylor & Francis Journals, volume 44, issue 4, pages 423-433, February, DOI: 10.1080/00036846.2010.508727.
  5. Shen, Chung-Hua & Lin, Chih-Yung, 2012, "Why government banks underperform: A political interference view," Journal of Financial Intermediation, Elsevier, volume 21, issue 2, pages 181-202, DOI: 10.1016/j.jfi.2011.06.003.
  6. Shieh, Shwu-Jane & Lin, Chih-Yung & Ho, Po-Hsin, 2012, "Large changes in stock prices: Market, liquidity, and momentum effect," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 183-197, DOI: 10.1016/j.qref.2012.02.003.
  7. Yan-Shing Chen & Po-Hsin Ho & Chih-Yung Lin & Wei-Che Tsai, 2012, "Applying recurrent event analysis to understand the causes of changes in firm credit ratings," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 12, pages 977-988, June, DOI: 10.1080/09603107.2011.633888.

2011

  1. Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2011, "Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2434-2443.
  2. Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011, "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 591-606, October.
  3. Chun-Da Chen & Alex YiHou Huang & Chih-Chun Chen, 2011, "The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 2, pages 74-98, March.
  4. Nan Li & Alex YiHou Huang, 2011, "Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 197-225, August, DOI: 10.1177/097265271101000203.
  5. Alex YiHou Huang, 2011, "Volatility forecasting in emerging markets with application of stochastic volatility model," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 9, pages 665-681, DOI: 10.1080/09603107.2010.535781.
  6. Shwu-Jane Shieh & Chih-Yung Lin, 2011, "Pricing credit default swap with nonlinear dependence," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 4, pages 261-269, DOI: 10.1080/09603107.2010.530212.

2010

  1. Huang, Alex YiHou, 2010, "An optimization process in Value-at-Risk estimation," Review of Financial Economics, Elsevier, volume 19, issue 3, pages 109-116, August.

2009

  1. Alex YiHou Huang, 2009, "A value-at-risk approach with kernel estimator," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 5, pages 379-395, DOI: 10.1080/09603100701857906.

Chapters

2024

  1. Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2011

  1. Chung-Hua Shen & Chih-Yung Lin, 2011, "De-Privatization? Case Studies of Government Banks’ Performance in Developing Countries During the Financial Crisis," Chapters, Edward Elgar Publishing, chapter 3, in: Daigee Shaw & Bih Jane Liu, "The Impact of the Economic Crisis on East Asia".

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