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Hai-Chin Yu

Personal Details

First Name:Hai-Chin
Middle Name:
Last Name:Yu
Suffix:
RePEc Short-ID:pyu28
http://fhyu.mis.cycu.edu.tw
Dep. of Intl Business Chung Yuan University 22, Pu-Zan Li, Chung-li, Taiwan
886 3 265-5209

Affiliation

Department of International Trade
Chung Yuan Christian University

Chung-Li, Taiwan
http://www.it.cycu.edu.tw/

: 886-3-4563171-5200
886-3-4563171-5599
22 Pu-Jen,Pu-chung Li, Chung-Li (32023)
RePEc:edi:dicyctw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang, 2005. "Phase Distribution and Phase Correlation of Financial Time Series," Finance 0512013, EconWPA.
  2. Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005. "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York," Finance 0512024, EconWPA.
  3. Hai-Chin YU & Ming-Chang Huang, 2003. "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics 0308002, EconWPA, revised 18 Aug 2003.

Articles

  1. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.
  2. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.
  3. Chiang, Thomas C. & Yu, Hai-Chin & Wu, Ming-Chya, 2009. "Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1555-1570.
  4. Hai-Chin Yu & Ingyu Chiou & James Jordan-Wagner, 2008. "Does the weekday effect of the yen/dollar spot rates exist in Tokyo, London, and New York? An analysis of panel probability distribution," Applied Economics, Taylor & Francis Journals, vol. 40(20), pages 2631-2643.
  5. Hai-Chin Yu & Ming-Chang Huang, 2004. "Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1087-1095.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.

    Cited by:

    1. Hsuan-Chu Lin & She-Chih Chiu, 2017. "Tradeoff on corporate cash holdings: a theoretical and empirical analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 727-763, October.
    2. Pu Liu & Yingying Shao & Yiwen Gu, 2017. "Bank Structure and Liquidity Shocks: Evidence from Emerging Markets During the 2008 Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-25, September.

  2. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.

    Cited by:

    1. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.

  3. Chiang, Thomas C. & Yu, Hai-Chin & Wu, Ming-Chya, 2009. "Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1555-1570.

    Cited by:

    1. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2013. "Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1795-1802.

  4. Hai-Chin Yu & Ming-Chang Huang, 2004. "Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1087-1095.

    Cited by:

    1. Virginia Liu & Francis Tapon & Yiguo Sun, 2006. "Stock return volatility and the internet phenomenon," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 105-109, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2003-08-17 2005-12-14 2006-01-01
  2. NEP-ETS: Econometric Time Series (2) 2003-08-17 2005-12-14
  3. NEP-FMK: Financial Markets (2) 2003-08-17 2006-01-01
  4. NEP-CFN: Corporate Finance (1) 2003-08-17
  5. NEP-CMP: Computational Economics (1) 2003-08-17
  6. NEP-FIN: Finance (1) 2006-01-01
  7. NEP-IFN: International Finance (1) 2006-01-01
  8. NEP-MON: Monetary Economics (1) 2006-01-01

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