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Publications

by members of

National Tsing Hua University → Department of Quantitative 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 | Books | Chapters |

Working papers

2022

  1. Jianqiang Chen & Pei-Fang Hsieh & Po-Hsuan Hsu & Ross Levine, 2022, "Environmental Liabilities, Borrowing Costs, and Pollution Prevention Activities: The Nationwide Impact of the Apex Oil Ruling," NBER Working Papers, National Bureau of Economic Research, Inc, number 29740, Feb.

2021

  1. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan & Xu, Qi, 2021, "Currency Volatility and Global Technological Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 16611, Oct.

2020

  1. Chang, Kuo-Ping, 2020, "On Option Greeks and Corporate Finance," MPRA Paper, University Library of Munich, Germany, number 102792, Jul.
  2. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020, "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 15052, Jul.

2019

  1. Chang, Kuo-Ping, 2019, "Behavioral Economics versus Traditional Economics: Are They Very Different?," MPRA Paper, University Library of Munich, Germany, number 96561, Jan.

2017

  1. Chang, Kuo-Ping, 2017, "On Using Risk-Neutral Probabilities to Price Assets," MPRA Paper, University Library of Munich, Germany, number 96564, Nov.
  2. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017, "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23432, May.

2016

  1. Massa, Massimo & Hsu, Po-Hsuan & Huang, Sterling & Zhang, Hong, 2016, "When is Good News Not Good News? Opening Up the Black Box of Innovation for Family Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 11472, Aug.

2015

  1. Massa, Massimo & Huang, Sterling & Hsu, Po-Hsuan, 2015, "The New Lyrics of the Old Folks: The Role of Family Ownership in Corporate Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10445, Mar.

2014

  1. Taylor, Mark & Hsu, Po-Hsuan, 2014, "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers, Centre for Economic Policy Research, number 10018, Jun.
  2. Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014, "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 59835, Oct.
  3. Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti, 2014, "Recent Developments in Quantitative Finance: An Overview," MPRA Paper, University Library of Munich, Germany, number 58307, Sep.

2013

  1. Che-Chun Lin, 2013, "Individual Homebuyer's Loan Selection under the Differential Risk of Mortgage Products," ERES, European Real Estate Society (ERES), number eres2013_6, Jan.
  2. Lee, Y. & So, Leh-chyan, 2013, "Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches," MPRA Paper, University Library of Munich, Germany, number 52371.
  3. So, Leh-chyan, 2013, "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper, University Library of Munich, Germany, number 52493.
  4. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013, "Can federal reserve policy deviation explain response patterns of financial markets over time?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013029, Jul.

2012

  1. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012, "Total tourist arrival forecast: aggregation vs. disaggregation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012039, Oct.
  2. WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012, "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012048, Dec.

2010

  1. Che-Chun Lin & Man Cho & Tyler T. Yang, 2010, "Pricing Of Credit-Sensitivity Residential Mortgage Asset Backed Securities Tranches," ERES, European Real Estate Society (ERES), number eres2010_186, Jan.

2009

  1. Hung, Mao-Wei & So, Leh-Chyan, 2009, "New insights into India’s single stock futures markets," MPRA Paper, University Library of Munich, Germany, number 52491.

2008

  1. Wang, Shin-Huei & Hafner, Christian, 2008, "Estimating autocorrelations in the presence of deterministic trends," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008073, Dec.
  2. WANG , Shin-Huei & HSIAO, Cheng, 2008, "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008047, Aug.

2005

  1. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005, "Hedging with Foreign-listed Single Stock Futures," MPRA Paper, University Library of Munich, Germany, number 52372.

2004

  1. Tai-kuang Ho, 2004, "How Useful are Regime-Switching Models in Banking Crises Identification?," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 764, Aug.
  2. von Hagen, Jürgen & Ho, Tai-kuang, 2004, "Money market pressure and the determinants of baning crises," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 20-2004.
  3. Po-Hsuan Hsu & Chung-Ming Kuan, 2004, "Re-Examining the Profitability of Technical Analysis with White’s Reality Check," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 04-A003, Feb.
  4. Chung-Ming Kuan & Yu-Lieh Huang, 2004, "A component-driven model for regime switching and its empirical evidence," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 718, Aug.
  5. Richard J. Buttimer & Che-Chun Lin, 2004, "An Options-Based Model of Mortgage Servicing Rights," ERES, European Real Estate Society (ERES), number eres2004_504, Jun.

1994

  1. Edward J. Kane & Min-Teh Yu, 1994, "How much did capital forbearance add to the tab for FSLIC mess?," Proceedings, Federal Reserve Bank of Chicago, number 33.
  2. Edward J. Kane & Min-Teh Yu, 1994, "How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess," NBER Working Papers, National Bureau of Economic Research, Inc, number 4701, Apr.

Journal articles

2026

  1. Lin, Che-Chun & Chen, Han-Bo & Tsai, I-Chun, 2026, "Hedging extreme risks in US stocks caused by the shortage of US dollar liquidity: Evidence from the COVID-19 outbreak," The Quarterly Review of Economics and Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.qref.2026.102123.

2025

  1. Hsu, Po-Hsuan & Kyriakou, Ioannis & Ma, Tren & Sermpinis, Georgios, 2025, "Mutual Funds’ Conditional Performance Free of Data Snooping Bias," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 3, pages 1373-1400, May.
  2. Almeida, Heitor & Fos, Vyacheslav & Hsu, Po-Hsuan & Kronlund, Mathias & Tseng, Kevin, 2025, "Innovation Under Pressure," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2088-2120, August.
  3. Chen, Jianqiang & Hsieh, Pei-Fang & Hsu, Po-Hsuan & Levine, Ross, 2025, "Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2025.102739.
  4. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2025, "On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101640.
  5. Hsu, Po-Hsuan & Li, Fengfei & Nozawa, Yoshio, 2025, "Options trading, managerial risk-taking, and brand development," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107319.
  6. Mack, Daniel Z. & Chen, Guoli & Hsu, Po-Hsuan & Lee, Yen Teik & George, Gerard, 2025, "Interfaces, social information processing, and diversity cascades: How board diversity influences invention output," Research Policy, Elsevier, volume 54, issue 1, DOI: 10.1016/j.respol.2024.105148.
  7. Hsu, Po-Hsuan & Huang, Sterling & Massa, Massimo & Qian, Yaru & Zhang, Hong, 2025, "Exploratory innovation: A new perspective on family firms' under-diversification puzzle," Research Policy, Elsevier, volume 54, issue 10, DOI: 10.1016/j.respol.2025.105320.
  8. David H. Hsu & Po-Hsuan Hsu & Kaiguo Zhou & Tong Zhou, 2025, "Industry-University Collaboration and Commercializing Chinese Corporate Innovation," Management Science, INFORMS, volume 71, issue 6, pages 5351-5375, June, DOI: 10.1287/mnsc.2022.00788.
  9. Tsai, I-Chun & Wang, Yu-Min & Lin, Che-Chun, 2025, "Energy commodities, metal markets, and money supply: Asymmetric information transmission mechanism of easing and tightening," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.138264.
  10. Li, Xiaodan & Qin, Run-Chuan & Shi, Wei-Zhong & Yu, Min-Teh, 2025, "Bank information rents and loan pricing: How U.S. banks extract higher spreads than European banks," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104345.
  11. Chen, Chang-Chih & Chang, Chia-Chien & Rui, Ying & Yu, Min-Teh, 2025, "Cyber insurance valuation with endogenous cyber loss," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107564.
  12. Alaa Guidara & Van Son Lai & Min-Teh Yu & Yang Zhao, 2025, "How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 575-594, February, DOI: 10.1007/s11156-024-01314-z.
  13. Min-Teh Yu & E-Ching Wu & Yang Zhao, 2025, "Compliance Risk and Regulatory Uncertainty in Taiwan: A Bank Risk Management Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 04, pages 1-11, December, DOI: 10.1142/S0219091525500201.

2024

  1. Hsu, Po-Hsuan & Lü, Yiqing & Wu, Hong & Xuan, Yuhai, 2024, "Director Job Security and Corporate Innovation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 2, pages 652-689, March.
  2. Hsu, Po-Hsuan & Lee, Hsiao-Hui & Yi, Long, 2024, "Corporate social responsibility and external disruptions," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102675.
  3. Chen, Yangyang & Hsu, Po-Hsuan & Podolski, Edward J. & Veeraraghavan, Madhu, 2024, "In the mood for creativity: Sunshine-induced mood, inventor performance, and firm value," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101527.
  4. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2024, "The out-of-sample performance of carry trades," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103042.
  5. Jianqiang Chen & Pei-Fang Hsieh & Po-Hsuan Hsu, 2024, "Recent Development of Small Business Innovation Research (SBIR) Programs in Taiwan," Annals of Science and Technology Policy, now publishers, volume 8, issue 1–2, pages 96-118, September, DOI: 10.1561/110.00000028-7.
  6. Tsai, I-Chun & Chen, Han-Bo & Lin, Che-Chun, 2024, "The ability of energy commodities to hedge the dynamic risk of epidemic black swans," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104622.
  7. Shi, Wei-Zhong & Hsiao, Ming-Chun & Huang, Tsun-Yi & Yu, Min-Teh, 2024, "Common institutional ownership and the cost of debt in Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102201.
  8. Chen, Naiwei & Yu, Min-Teh, 2024, "Human rights and value of cash: Evidence from Islamic and non-Islamic countries," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102466.
  9. Chen, Naiwei & Yu, Min-Teh, 2024, "Less is more: Evidence from firms with low cash and debt," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102264.

2023

  1. Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023, "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106740.
  2. Cai, Guowei & Hsu, Po-Hsuan & Xu, Xinyi & Zhou, Tong & Zhu, Yadian, 2023, "The bright and dark sides of minority shareholder protection: Evidence from the separate vote counts disclosure rule in China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102185.
  3. Po-Hsuan Hsu & Hao Liang & Pedro Matos, 2023, "Leviathan Inc. and Corporate Environmental Engagement," Management Science, INFORMS, volume 69, issue 12, pages 7719-7758, December, DOI: 10.1287/mnsc.2021.4064.
  4. Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun, 2023, "State transformation of information spillover in asset markets and effective dynamic hedging strategies," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102772.
  5. Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun, 2023, "Another application of call options: Explaining the divergence between the housing market and the rental market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103660.
  6. I-Chun Tsai & Che-Chun Lin, 2023, "Influence of migration policy risk on international market segmentation: analysis of housing and rental markets in the euro area," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 36, issue 1, pages 2121740-212, December, DOI: 10.1080/1331677X.2022.2121740.
  7. Chen, Chang-Chih & Ho, Kung-Cheng & Yan, Cheng & Yeh, Chung-Ying & Yu, Min-Teh, 2023, "Does ambiguity matter for corporate debt financing? Theory and evidence," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102425.
  8. Chang-Chih Chen & Kung-Cheng Ho & Hui-Min Li & Min-Teh Yu, 2023, "Impact of information disclosure ratings on investment efficiency: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 2, pages 471-500, February, DOI: 10.1007/s11156-022-01101-8.
  9. Naiwei Chen & Min-Teh Yu, 2023, "Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 10, issue 1, pages 1-10, December, DOI: 10.1057/s41599-023-01521-4.

2022

  1. Po‐Hsuan Hsu & Hai‐Ping Hui & Hsiao‐Hui Lee & Kevin Tseng, 2022, "Supply chain technology spillover, customer concentration, and product invention," Journal of Economics & Management Strategy, Wiley Blackwell, volume 31, issue 2, pages 393-417, April, DOI: 10.1111/jems.12454.
  2. Hou, Kewei & Hsu, Po-Hsuan & Wang, Shiheng & Watanabe, Akiko & Xu, Yan, 2022, "Corporate R&D and Stock Returns: International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 4, pages 1377-1408, June.
  3. Hsu, Po-Hsuan & Li, Kai & Liu, Xing & Wu, Hong, 2022, "Consolidating Product Lines via Mergers and Acquisitions: Evidence From the USPTO Trademark Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 8, pages 2968-2992, December.
  4. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022, "Currency volatility and global technological innovation," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103607.
  5. Chen, I-Ju & Hsu, Po-Hsuan & Wang, Yanzhi, 2022, "Staggered boards and product innovations: Evidence from Massachusetts State Bill HB 5640," Research Policy, Elsevier, volume 51, issue 4, DOI: 10.1016/j.respol.2022.104475.
  6. Po-Hsuan Hsu & Dongmei Li & Qin Li & Siew Hong Teoh & Kevin Tseng, 2022, "Valuation of New Trademarks," Management Science, INFORMS, volume 68, issue 1, pages 257-279, January, DOI: 10.1287/mnsc.2020.3887.
  7. Po-Hsuan Hsu & Hsiao-Hui Lee & Tong Zhou, 2022, "Patent Thickets, Stock Returns, and Conditional CAPM," Management Science, INFORMS, volume 68, issue 11, pages 8343-8367, November, DOI: 10.1287/mnsc.2021.4229.
  8. Po‐Hsuan Hsu & Huijun Wang & Wei Yang, 2022, "General Purpose Technologies as Systematic Risk in Global Stock Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1141-1173, August, DOI: 10.1111/jmcb.12915.
  9. Wang, Wen-Kai & Lin, Che-Chun & Tsai, I-Chun, 2022, "Long- and short-term price behaviors in presale housing markets in Taiwan," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 350-364, DOI: 10.1016/j.eap.2022.02.007.
  10. Tsai, I-Chun & Lin, Che-Chun, 2022, "A re-examination of housing bubbles: Evidence from European countries," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100971.
  11. Chen, Chang-Chih & Chang, Chia-Chien & Sun, Edward W. & Yu, Min-Teh, 2022, "Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness," European Journal of Operational Research, Elsevier, volume 300, issue 2, pages 727-742, DOI: 10.1016/j.ejor.2021.10.016.
  12. Lin, James Juichia & Shi, Wei-Zhong & Tsai, Li-Fang & Yu, Min-Teh, 2022, "Corporate cash and the Firm's life-cycle: Evidence from dual-class firms," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 27-48, DOI: 10.1016/j.iref.2022.02.006.
  13. Carolyn W. Chang & Jack S. K. Chang & Min-Teh Yu, 2022, "Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach," North American Actuarial Journal, Taylor & Francis Journals, volume 26, issue 1, pages 27-42, January, DOI: 10.1080/10920277.2020.1824798.

2021

  1. Almeida, Heitor & Hsu, Po-Hsuan & Li, Dongmei & Tseng, Kevin, 2021, "More Cash, Less Innovation: The Effect of the American Jobs Creation Act on Patent Value," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 1-28, February.
  2. Hsu, Po-Hsuan & Huang, Peng & Humphery-Jenner, Mark & Powell, Ronan, 2021, "Cross-border mergers and acquisitions for innovation," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102320.
  3. Hsu, David H. & Hsu, Po-Hsuan & Zhou, Tong & Ziedonis, Arvids A., 2021, "Benchmarking U.S. university patent value and commercialization efforts: A new approach," Research Policy, Elsevier, volume 50, issue 1, DOI: 10.1016/j.respol.2020.104076.
  4. Hsu, David H. & Hsu, Po-Hsuan & Zhao, Qifeng, 2021, "Rich on paper? Chinese firms’ academic publications, patents, and market value," Research Policy, Elsevier, volume 50, issue 9, DOI: 10.1016/j.respol.2021.104319.
  5. Chen, Naiwei & Yu, Min-Teh, 2021, "National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure," Emerging Markets Review, Elsevier, volume 47, issue C, DOI: 10.1016/j.ememar.2021.100800.
  6. Lo, Chien-Ling & Chang, Carolyn W. & Lee, Jin-Ping & Yu, Min-Teh, 2021, "Pricing catastrophe swaps with default risk and stochastic interest rates," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101314.
  7. Yang Zhao & Jin-Ping Lee & Min-Teh Yu, 2021, "Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 449-473, August, DOI: 10.1108/CFRI-06-2021-0120.

2020

  1. Gao, Huasheng & Hsu, Po-Hsuan & Li, Kai & Zhang, Jin, 2020, "The Real Effect of Smoking Bans: Evidence from Corporate Innovation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 2, pages 387-427, March.
  2. Chen, I-Ju & Hsu, Po-Hsuan & Officer, Micah S. & Wang, Yanzhi, 2020, "The Oscar goes to…: High-tech firms’ acquisitions in response to rivals’ technology breakthroughs," Research Policy, Elsevier, volume 49, issue 7, DOI: 10.1016/j.respol.2020.104078.
  3. Chii-Shyan Kuo & Chandra Subramaniam & Xu Wang & Shih-Ti Yu, 2020, "Adoption of performance-vested equity incentives under investor pressure: window dressing or taking the window of opportunity?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 565-587, February, DOI: 10.1007/s11156-019-00818-3.
  4. Carolyn W. Chang & Jack S. K. Chang & Min‐Teh Yu & Yang Zhao, 2020, "Portfolio optimization in the catastrophe space," European Financial Management, European Financial Management Association, volume 26, issue 5, pages 1414-1448, November, DOI: 10.1111/eufm.12265.
  5. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020, "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100838.
  6. Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh, 2020, "Catastrophe bond spread and hurricane arrival frequency," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.01.003.
  7. Zhao, Yang & Yu, Min-Teh, 2020, "Predicting catastrophe risk: Evidence from catastrophe bond markets," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105982.
  8. Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020, "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, volume 228, issue C, DOI: 10.1016/j.ijpe.2020.107737.

2019

  1. I-Chun Tsai & Che-Chun Lin, 2019, "Variations and Influences of Connectedness among US Housing Markets," International Real Estate Review, Global Social Science Institute, volume 22, issue 1, pages 27-58.
  2. Lo, Chien-Ling & Shih, Pai-Ta & Wang, Yaw-Huei & Yu, Min-Teh, 2019, "VIX derivatives: Valuation models and empirical evidence," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 1-21, DOI: 10.1016/j.pacfin.2018.09.004.
  3. Zhao, Yang & Yu, Min-Teh, 2019, "Measuring the liquidity impact on catastrophe bond spreads," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 197-210, DOI: 10.1016/j.pacfin.2019.06.006.
  4. Li, Xiaodan & Jiao, Yang & Yu, Min-Teh & Zhao, Yang, 2019, "Founders and the decision of Chinese dual-class IPOs in the U.S," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.04.009.

2018

  1. Gao, Huasheng & Hsu, Po-Hsuan & Li, Kai, 2018, "Innovation Strategy of Private Firms," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 1-32, February.
  2. Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
  3. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2018, "Innovative Originality, Profitability, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2553-2605.
  4. Po-Hsuan Hsu & Hsiao-Hui Lee & Shu-Cing Peng & Long Yi, 2018, "Natural Disasters, Technology Diversity, and Operating Performance," The Review of Economics and Statistics, MIT Press, volume 100, issue 4, pages 619-630, October.
  5. Frederick L. Bereskin & Po‐Hsuan Hsu & Wendy Rotenberg, 2018, "The Real Effects of Real Earnings Management: Evidence from Innovation," Contemporary Accounting Research, John Wiley & Sons, volume 35, issue 1, pages 525-557, March, DOI: 10.1111/1911-3846.12376.
  6. Jing-Tang Tsay & Che-Chun Lin & Jerry T. Yang, 2018, "Pricing Mortgage-Backed Securities-First Hitting Time Approach," International Real Estate Review, Global Social Science Institute, volume 21, issue 4, pages 419-446.

2017

  1. Bhattacharya, Utpal & Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan, 2017, "What Affects Innovation More: Policy or Policy Uncertainty?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 1869-1901, October.
  2. Kuang-Liang Chang & Shih-Ti Yu, 2017, "An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1223-1241, August, DOI: 10.1080/14697688.2016.1264619.
  3. Chia-Chien Chang & Min-Teh Yu, 2017, "Valuing Vulnerable Mortgage Insurance Under Capital Forbearance," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 558-578, May, DOI: 10.1007/s11146-015-9535-y.

2016

  1. Frederick L. Bereskin & Terry L. Campbell II & Po-Hsuan Hsu, 2016, "Corporate Philanthropy, Research Networks, and Collaborative Innovation," Financial Management, Financial Management Association International, volume 45, issue 1, pages 175-206, March.
  2. Frederick L. Bereskin & Po-Hsuan Hsu, 2016, "Corporate Philanthropy and Innovation: The Case of the Pharmaceutical Industry," Journal of Applied Corporate Finance, Morgan Stanley, volume 28, issue 2, pages 80-86, June.
  3. Chen, Chen & Chen, Yangyang & Hsu, Po-Hsuan & Podolski, Edward J., 2016, "Be nice to your innovators: Employee treatment and corporate innovation performance," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 78-98, DOI: 10.1016/j.jcorpfin.2016.06.001.
  4. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016, "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, volume 102, issue C, pages 188-208, DOI: 10.1016/j.jinteco.2016.03.012.
  5. Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu, 2016, "Investor perception of managerial discretion in valuing stock options: an empirical examination," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 733-773, October, DOI: 10.1007/s11156-015-0518-0.
  6. Naiwei Chen & Hsin-yu Liang & Min-teh Yu, 2016, "Control of corruption, diversification and asset quality of Islamic and conventional banks," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1280-1286.
  7. Chiang, Thomas C. & Yu, Min-Teh, 2016, "Empirical finance of financial institutions and market behavior," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 1-2, DOI: 10.1016/j.iref.2015.10.027.
  8. Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh, 2016, "Systematic risk and volatility skew," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.032.

2015

  1. Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti, 2015, "Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 160-173, DOI: 10.1016/j.iref.2015.02.009.
  2. Hsu, Po-Hsuan & Lee, Hsiao-Hui & Liu, Alfred Zhu & Zhang, Zhipeng, 2015, "Corporate innovation, default risk, and bond pricing," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 329-344, DOI: 10.1016/j.jcorpfin.2015.09.005.
  3. Su-Chen Huang & Shih-Ti Yu & Woody Chih-Yi Chi & Wen-Ben Yang, 2015, "Trickle-Down Technology and Screening of a Durable Goods Monopolist," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 69-75.
  4. Chen Yi-Ting & Sun Edward W. & Yu Min-Teh, 2015, "Improving model performance with the integrated wavelet denoising method," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 445-467, September, DOI: 10.1515/snde-2014-0057.
  5. Sun, Edward W. & Chen, Yi-Ting & Yu, Min-Teh, 2015, "Generalized optimal wavelet decomposing algorithm for big financial data," International Journal of Production Economics, Elsevier, volume 165, issue C, pages 194-214, DOI: 10.1016/j.ijpe.2014.12.033.
  6. Edward Sun & Timm Kruse & Min-Teh Yu, 2015, "Financial Transaction Tax: Policy Analytics Based on Optimal Trading," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 1, pages 103-141, June, DOI: 10.1007/s10614-014-9473-4.

2014

  1. Han, Chuan-Hsiang & Molina, German & Fouque, Jean-Pierre, 2014, "McMC estimation of multiscale stochastic volatility models with applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 103, issue C, pages 1-11, DOI: 10.1016/j.matcom.2013.07.005.
  2. Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan, 2014, "Financial development and innovation: Cross-country evidence," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 116-135, DOI: 10.1016/j.jfineco.2013.12.002.
  3. Yu-Lieh Huang, 2014, "Testing Markov switching models," Applied Economics, Taylor & Francis Journals, volume 46, issue 17, pages 2047-2051, June, DOI: 10.1080/00036846.2014.892201.
  4. Huang, Yu-Lieh & Tsai, Jeffrey Tzuhao & Yang, Sharon S. & Cheng, Hung-Wen, 2014, "Price bounds of mortality-linked security in incomplete insurance market," Insurance: Mathematics and Economics, Elsevier, volume 55, issue C, pages 30-39, DOI: 10.1016/j.insmatheco.2013.11.008.
  5. Tsay, Jing-Tang & Lin, Che-Chun & Prather, Larry J. & Buttimer, Richard J., 2014, "An approximation approach for valuing reverse mortgages," Journal of Housing Economics, Elsevier, volume 25, issue C, pages 39-52, DOI: 10.1016/j.jhe.2014.03.001.
  6. Wei-ling Chen & Leh-chyan So, 2014, "Validation of the Merton Distance to the Default Model under Ambiguity," JRFM, MDPI, volume 7, issue 1, pages 1-15, March.
  7. Vincent Y Chang & Jeffrey Tzuhao Tsai, 2014, "Quantile Regression Analysis of Corporate Liquidity: Evidence from the U.S. Property–Liability Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 39, issue 1, pages 77-89, January.
  8. Chi-Feng Tzeng, 2014, "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-22, DOI: 10.1142/S2010495214400089.
  9. Chii-Shyan Kuo & Shih-Ti Yu, 2014, "Remuneration Committee, Board Independence and Top Executive Compensation," JRFM, MDPI, volume 7, issue 2, pages 1-17, April.
  10. Chii-Shyan Kuo & Shih-Ti Yu & Che-Ching Liao, 2014, "An Analysis Of Stock Repurchase Transaction Using A Panel Data Sample Selection Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-24, DOI: 10.1142/S2010495214500031.
  11. Chia-Lin Chang & Shing-Yang Hu & Shih-Ti Yu, 2014, "Recent Developments In Quantitative Finance: An Overview," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-7, DOI: 10.1142/S2010495214020023.
  12. Chii-Shyan Kuo & Shih-Ti Yu, 2014, "The Effects Of Firm Characteristics And Recognition Policy On Employee Stock Options Prices After Controlling For Self-Selection," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-30, DOI: 10.1142/S201049521440003X.
  13. Chih-Yi Chi & Shih-Ti Yu & Yi Tzu Li & Yu-Lung Lu, 2014, "Using Two-Part Quantile Regression To Analyze How Earnings Shocks Affect Stock Repurchases," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-13, DOI: 10.1142/S2010495214400107.
  14. Edward Sun & Timm Kruse & Min-Teh Yu, 2014, "High frequency trading, liquidity, and execution cost," Annals of Operations Research, Springer, volume 223, issue 1, pages 403-432, December, DOI: 10.1007/s10479-013-1382-8.

2013

  1. Ho, Tai-kuang & Lai, Cheng-chung, 2013, "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, volume 50, issue 3, pages 446-462, DOI: 10.1016/j.eeh.2013.03.001.
  2. Chang, Chuang-Chang & Hsieh, Pei-Fang & Tang, Chih-Wei & Wang, Yaw-Huei, 2013, "The intraday behavior of information misreaction across various categories of investors in the Taiwan options market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 362-385, DOI: 10.1016/j.finmar.2012.09.004.
  3. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2013, "The price impact of options and futures volume in after-hours stock market trading," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 984-1007, DOI: 10.1016/j.pacfin.2012.07.002.
  4. Hsu, Po-Hsuan & Wang, Chong & Wu, Chaopeng, 2013, "Banking systems, innovations, intellectual property protections, and financial markets: Evidence from China," Journal of Business Research, Elsevier, volume 66, issue 12, pages 2390-2396, DOI: 10.1016/j.jbusres.2013.05.025.
  5. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013, "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 632-654, DOI: 10.1016/j.jfineco.2012.09.011.
  6. W. Keener Hughen & Carmelo Giaccotto & Po-Hsuan Hsu, 2013, "The use of Bayes factors to compare interest rate term structure models," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 3, pages 369-381, February, DOI: 10.1080/14697688.2011.593541.
  7. Lin, Che-Chun & Prather, Larry J. & Chu, Ting-Heng & Tsay, Jing-Tang, 2013, "Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 115-122, DOI: 10.1016/j.irfa.2012.11.005.
  8. Che-Chun Lin & Jow-Ran Chang & Ting-Heng Chu & Larry J. Prather, 2013, "Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-16, DOI: 10.1142/S0219091513500240.
  9. Shin-Huei Wang Cindy & Hsiao Cheng, 2013, "Real-Time Monitoring Test for Realized Volatility," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 1, pages 1-24, January, DOI: 10.1515/jtse-2012-0014.
  10. Wang, Shin-Huei & Vasilakis, Chrysovalantis, 2013, "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points," Economics Letters, Elsevier, volume 118, issue 2, pages 389-392, DOI: 10.1016/j.econlet.2012.11.011.
  11. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013, "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 171-184, DOI: 10.1016/j.jeconom.2013.04.006.
  12. Jiachun Xie & Xingxu Li & Songsak Sriboonchitta & Shihti Yu, 2013, "Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 3, pages 27-36, September.
  13. Kuo, Chii-Shyan & Yu, Shih-Ti, 2013, "The non-uniform pricing effect of employee stock options using quantile regression," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 400-415, DOI: 10.1016/j.najef.2013.02.013.
  14. Chang, Kuang-Liang & Yu, Shih-Ti, 2013, "Does crude oil price play an important role in explaining stock return behavior?," Energy Economics, Elsevier, volume 39, issue C, pages 159-168, DOI: 10.1016/j.eneco.2013.05.008.
  15. Chii-Shyan Kuo & Jow-Ran Chang & Shih-Ti Yu, 2013, "Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 189-215, February, DOI: 10.1007/s11156-011-0272-x.
  16. Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu, 2013, "Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement," Journal of Business Finance & Accounting, Wiley Blackwell, volume 40, issue 7-8, pages 991-1008, September.
  17. Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh, 2013, "Valuation of insurers’ contingent capital with counterparty risk and price endogeneity," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5025-5035, DOI: 10.1016/j.jbankfin.2013.09.007.
  18. Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu, 2013, "A fractional cointegration approach to testing the Ohlson accounting based valuation model," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 535-547, October, DOI: 10.1007/s11156-012-0321-0.
  19. Tsai-Ling Liao & Min-Teh Yu, 2013, "Price and Liquidity Effects of Switching Exchange Listings," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S3, pages 20-34, July.
  20. Min-Teh Yu, 2013, "Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S3, pages 3-4, July.

2012

  1. Yeh, Kuo-chun & Ho, Tai-kuang, 2012, "Magnitude and volatility of Taiwan's net foreign assets against Mainland China: 1981–2009," China Economic Review, Elsevier, volume 23, issue 3, pages 720-728, DOI: 10.1016/j.chieco.2012.03.012.
  2. Tai-kuang Ho & Ming-yen Wu, 2012, "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, volume 23, issue 5, pages 823-846, November, DOI: 10.1007/s11079-011-9215-3.
  3. Huang, Yu-Lieh, 2012, "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, volume 29, issue 2, pages 283-290, DOI: 10.1016/j.econmod.2011.10.008.
  4. Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012, "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 274-282, DOI: 10.1016/j.japwor.2012.06.002.

2011

  1. Yeh, Kuo-chun & Ho, Tai-kuang, 2011, "ERM crisis in retrospect: What if a European central bank had been in existence before 1992?," Economic Modelling, Elsevier, volume 28, issue 4, pages 1526-1535, July.
  2. Assaf Eisdorfer & Po‐Hsuan Hsu, 2011, "Innovate to Survive: The Effect of Technology Competition on Corporate Bankruptcy," Financial Management, Financial Management Association International, volume 40, issue 4, pages 1087-1117, December, DOI: j.1755-053X.2011.01172.x.
  3. Tyler Yang & Che-Chun Lin & Man Cho, 2011, "Collateral Risk in Residential Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, volume 42, issue 2, pages 115-142, February, DOI: 10.1007/s11146-009-9194-y.
  4. Wang Shin-Huei & Hafner Christian, 2011, "Estimating Autocorrelations in the Presence of Deterministic Trends," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 2, pages 1-25, April, DOI: 10.2202/1941-1928.1022.
  5. Chia‐Chien Chang & Shih‐Kuei Lin & Min‐Teh Yu, 2011, "Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 78, issue 2, pages 447-473, June.
  6. Tsai-Ling Liao & Min-Teh Yu & Chih-Jen Huang, 2011, "Independent Directors and the Long-run Performance of IPOs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 1, issue 4, pages 1-6.

2010

  1. Han, Chuan-Hsiang & Lai, Yongzeng, 2010, "A smooth estimator for MC/QMC methods in finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 3, pages 536-550, DOI: 10.1016/j.matcom.2010.07.013.
  2. Yeh, Kuo-chun & Ho, Tai-kuang, 2010, "Will Japan, Taiwan or the US be isolated by China? A macroeconomic game approach," Japan and the World Economy, Elsevier, volume 22, issue 1, pages 59-68, January.
  3. Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei, 2010, "Information content of options trading volume for future volatility: Evidence from the Taiwan options market," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 174-183, January.
  4. Hsu, Po-Hsuan & Huang, Dayong, 2010, "Technology prospects and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 17, issue 1, pages 39-53, January.
  5. Hsu, Po-Hsuan & Hsu, Yu-Chin & Kuan, Chung-Ming, 2010, "Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 471-484, June.
  6. Jennifer L. Wang & H.C. Huang & Sharon S. Yang & Jeffrey T. Tsai, 2010, "An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 2, pages 473-497, June, DOI: 10.1111/j.1539-6975.2009.01325.x.
  7. Tsai, Jeffrey T. & Wang, Jennifer L. & Tzeng, Larry Y., 2010, "On the optimal product mix in life insurance companies using conditional value at risk," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 1, pages 235-241, February.
  8. Shin-Huei Wang & Cheng Hsiao, 2010, "The Role of China in Asian Monetary Integration," Chinese Economy, Taylor & Francis Journals, volume 43, issue 6, pages 22-33, November.
  9. Chuang, Hwei-Lin & Yu, Min-Teh, 2010, "Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach," ASTIN Bulletin, Cambridge University Press, volume 40, issue 2, pages 519-545, November.

2009

  1. Lai, Cheng-Chung & Gau, Joshua Jr-shiang & HO, TAI-KUANG, 2009, "Professor Jeremiah Jenks of Cornell University and the 1903 Chinese Monetary Reform," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 35-46, June, DOI: 10.15057/17470.
  2. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2009, "Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange," Journal of Banking & Finance, Elsevier, volume 33, issue 4, pages 757-764, April.
  3. Hsu, Po-Hsuan, 2009, "Technological innovations and aggregate risk premiums," Journal of Financial Economics, Elsevier, volume 94, issue 2, pages 264-279, November.
  4. Yu-Lieh Huang, 2009, "Identifying turbulent and calm regimes in stock prices: evidence from the Taiwan stock market," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 14, pages 1477-1481, DOI: 10.1080/13504850701578793.
  5. Hwei-Lin Chuang & Shih-Cheng Lee & Yi-Chun Lin & Min-Teh Yu, 2009, "Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 1, pages 1-8, DOI: 10.1080/14697680801894757.

2008

  1. Tai-Kuang Ho, 2008, "Extremal analysis of currency crises in Taiwan," Applied Economics, Taylor & Francis Journals, volume 40, issue 9, pages 1175-1186, DOI: 10.1080/00036840600771221.
  2. Huang, Yu-Lieh & Huang, Chao-Hsi & Kuan, Chung-Ming, 2008, "Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, Elsevier, volume 30, issue 4, pages 1816-1836, December.
  3. Yu-Lieh Huang & Chia-Wen Ho, 2008, "Demarcating stable and turbulent regimes in Taiwan's stock market," Economics Bulletin, AccessEcon, volume 3, issue 35, pages 1-11.
  4. Huang, Rachel J. & Tsai, Jeffrey T. & Tzeng, Larry Y., 2008, "Government-provided annuities under insolvency risk," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 3, pages 377-385, December.

2007

  1. J‹Rgen Von Hagen & Tai-Kuang Ho, 2007, "Money Market Pressure and the Determinants of Banking Crises," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 5, pages 1037-1066, August.
  2. Yu-Lieh Huang & Chao-Hsi Huang, 2007, "The persistence of Taiwan's output fluctuations: an empirical study using innovation regime-switching model," Applied Economics, Taylor & Francis Journals, volume 39, issue 20, pages 2673-2679, DOI: 10.1080/00036840600735382.
  3. Yu-Lieh Huang, 2007, "An alternative estimation algorithm for innovation regime-switching models," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 3, pages 225-229, DOI: 10.1080/13504850600706297.
  4. Lee, Jin-Ping & Yu, Min-Teh, 2007, "Valuation of catastrophe reinsurance with catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, volume 41, issue 2, pages 264-278, September.
  5. Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu, 2007, "Premium setting and bank behavior in a voluntary deposit insurance scheme," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 205-222, August, DOI: 10.1007/s11156-007-0029-8.

2006

  1. Che-Chun Lin & Ting-Heng Chu & Larry Prather, 2006, "Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed," Review of Quantitative Finance and Accounting, Springer, volume 26, issue 1, pages 41-54, February, DOI: 10.1007/s11156-006-7032-3.
  2. Chang, Chuang-Chang & Chung, San-Lin & Yu, Min-Teh, 2006, "Loan guarantee portfolios and joint loan guarantees with stochastic interest rates," The Quarterly Review of Economics and Finance, Elsevier, volume 46, issue 1, pages 16-35, February.
  3. Pin-Huang Chou & Mei-Chen Lin & Min-Teh Yu, 2006, "Margins and Price Limits in Taiwan's Stock Index Futures Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 1, pages 62-88, February.

2005

  1. Po-Hsuan Hsu & Chung-Ming Kuan, 2005, "Reexamining the Profitability of Technical Analysis with Data Snooping Checks," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 4, pages 606-628.
  2. Kuan, Chung-Ming & Huang, Yu-Lieh & Tsay, Ruey S., 2005, "An Unobserved-Component Model With Switching Permanent and Transitory Innovations," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 443-454, October.
  3. Buttimer, Richard Jr. & Lin, Che-Chun, 2005, "Valuing US and Canadian mortgage servicing rights with default and prepayment," Journal of Housing Economics, Elsevier, volume 14, issue 3, pages 194-211, September.
  4. Lin, Che-Chun & Yang, Tyler T., 2005, "Curtailment as a mortgage performance indicator," Journal of Housing Economics, Elsevier, volume 14, issue 3, pages 294-314, September.
  5. Che-Chun Lin & Ting-Heng Chu & Larry J. Prather & Perry Wang, 2005, "Mortgage Curtailment and Default," International Real Estate Review, Global Social Science Institute, volume 8, issue 1, pages 95-109.
  6. Che-Chun Lin & Lan-Chih Ho, 2005, "Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 131-146, DOI: 10.1142/S021909150500035X.
  7. Chou, Pin-Huang & Lin, Mei-Chen & Yu, Min-Teh, 2005, "Risk aversion and price limits in futures markets," Finance Research Letters, Elsevier, volume 2, issue 3, pages 173-184, September.
  8. Duan, Jin-Chuan & Yu, Min-Teh, 2005, "Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk," Journal of Banking & Finance, Elsevier, volume 29, issue 10, pages 2435-2454, October.

2004

  1. Jean-Pierre Fouque & Chuan-Hsiang Han, 2004, "Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, volume 4, issue 5, pages 597-606, DOI: 10.1080/14697680400000041.

2003

  1. Jean-Pierre Fouque & Chuan-Hsiang Han, 2003, "Pricing Asian options with stochastic volatility," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 5, pages 353-362, DOI: 10.1088/1469-7688/3/5/301.
  2. M. -W. Hung & C. -F. Lee & L. -C. So, 2003, "Impact of foreign-listed single stock futures on the domestic underlying stock markets," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 9, pages 567-574, DOI: 10.1080/1350485032000100206.
  3. Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu, 2003, "The effectiveness of coordinating price limits across futures and spot markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 6, pages 577-602, June.

2002

  1. Chuang‐Chang Chang & San‐Lin Chung & Min‐Teh Yu, 2002, "Valuation and Hedging of Differential Swaps," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 1, pages 73-94, January.

2001

  1. Siu Fai Leung & Shihti Yu, 2001, "The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis," Empirical Economics, Springer, volume 26, issue 4, pages 721-726.

2000

  1. Kuo-Ping Chang & Kuo-Shiuan Ting, 2000, "A variance ratio test of the random walk hypothesis for Taiwan's stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 5, pages 525-532, DOI: 10.1080/096031000416406.
  2. Siu Fai Leung & Shihti Yu, 2000, "Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies," Computational Economics, Springer;Society for Computational Economics, volume 15, issue 3, pages 173-199, June.
  3. Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu, 2000, "Price limits, margin requirements, and default risk," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 6, pages 573-602, July.

1999

  1. Chang, Kuo-Ping, 1999, "Measuring efficiency with quasiconcave production frontiers," European Journal of Operational Research, Elsevier, volume 115, issue 3, pages 497-506, June.
  2. Duan, Jin-Chuan & Yu, Min-Teh, 1999, "Capital standard, forbearance and deposit insurance pricing under GARCH," Journal of Banking & Finance, Elsevier, volume 23, issue 11, pages 1691-1706, November.

1998

  1. J. Huston McCulloch & Min-Teh Yu, 1998, "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 23, issue 2, pages 139-149, December.

1997

  1. Chang, Kuo-Ping, 1997, "A note on "A discussion of testing DMUs' returns to scale" by Zhu and Shen European Journal of Operational Research 81 (1995) 590-596," European Journal of Operational Research, Elsevier, volume 97, issue 3, pages 597-599, March.

1996

  1. Leung, Siu Fai & Yu, Shihti, 1996, "On the choice between sample selection and two-part models," Journal of Econometrics, Elsevier, volume 72, issue 1-2, pages 197-229.
  2. Yu, Min-Teh, 1996, "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, volume 7, issue 2, pages 239-252.
  3. Kane, Edward J. & Yu, Min-Teh, 1996, "Opportunity cost of capital forbearance during the final years of the FSLIC mess," The Quarterly Review of Economics and Finance, Elsevier, volume 36, issue 3, pages 271-290.

1995

  1. Shawin Lee & Kuo-Ping Chang, 1995, "Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market," Management Science, INFORMS, volume 41, issue 7, pages 1151-1157, July, DOI: 10.1287/mnsc.41.7.1151.
  2. Kane, Edward J. & Min-Teh Yu, 1995, "Measuring the true profile of taxpayer losses in the S & L insurance mess," Journal of Banking & Finance, Elsevier, volume 19, issue 8, pages 1459-1477, November.

1994

  1. Chang, Kuo-Ping, 1994, "Capital-energy substitution and the multi-level CES production function," Energy Economics, Elsevier, volume 16, issue 1, pages 22-26, January.
  2. Duan, Jin-Chuan & Yu, Min-Teh, 1994, "Assessing the cost of Taiwan's deposit insurance," Pacific-Basin Finance Journal, Elsevier, volume 2, issue 1, pages 73-90, March.

1991

  1. Chang, Kuo-Ping & Guh, Yeah-Yuh, 1991, "Linear production functions and the data envelopment analysis," European Journal of Operational Research, Elsevier, volume 52, issue 2, pages 215-223, May.
  2. Chang, Kuo-Ping, 1991, "A Note on the Effect of Rate-of-Return Regulation under Uncertainty," Journal of Regulatory Economics, Springer, volume 3, issue 4, pages 349-355, December.

Books

2023

  1. Kuo-Ping Chang, 2023, "Corporate Finance: A Systematic Approach," Springer Texts in Business and Economics, Springer, number 978-981-19-9119-6, ISBN: ARRAY(0x50a89fd8), December, DOI: 10.1007/978-981-19-9119-6.

Chapters

2024

  1. Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2023

  1. Kuo-Ping Chang, 2023, "Introduction," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_1.
  2. Kuo-Ping Chang, 2023, "Real Options," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_10.
  3. Kuo-Ping Chang, 2023, "Behavioral Finance and Corporate Finance," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_11.
  4. Kuo-Ping Chang, 2023, "Capital Structure in an Imperfect Market," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_12.
  5. Kuo-Ping Chang, 2023, "Payout Policy," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_13.
  6. Kuo-Ping Chang, 2023, "Mergers and Acquisitions, and Corporate Governance," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_14.
  7. Kuo-Ping Chang, 2023, "International Corporate Finance," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_15.
  8. Kuo-Ping Chang, 2023, "The Ownership and Objectives of the Firm," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_2.
  9. Kuo-Ping Chang, 2023, "Basic Concepts of Valuation," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_3.
  10. Kuo-Ping Chang, 2023, "Financial Statements and Financial Ratios," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_4.
  11. Kuo-Ping Chang, 2023, "Opportunity Cost and Investment Criteria," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_5.
  12. Kuo-Ping Chang, 2023, "Internal Rate of Return, Profitability Index and Payback Period Methods," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_6.
  13. Kuo-Ping Chang, 2023, "Risk and Return," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_7.
  14. Kuo-Ping Chang, 2023, "Derivatives and Corporate Finance," Springer Texts in Business and Economics, Springer, chapter 0, "Corporate Finance: A Systematic Approach", DOI: 10.1007/978-981-19-9119-6_9.

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